PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MRO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRO and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MRO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Oil Corporation (MRO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.19%
8.55%
MRO
VOO

Key characteristics

Returns By Period


MRO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

1.01%

1M

-1.70%

6M

7.82%

1Y

27.03%

5Y*

14.08%

10Y*

13.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MRO vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRO
The Risk-Adjusted Performance Rank of MRO is 6565
Overall Rank
The Sharpe Ratio Rank of MRO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MRO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MRO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MRO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MRO is 6969
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for MRO, currently valued at 1.22, compared to the broader market-2.000.002.001.222.06
The chart of Sortino ratio for MRO, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.74
The chart of Omega ratio for MRO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.38
The chart of Calmar ratio for MRO, currently valued at 0.73, compared to the broader market0.002.004.006.000.733.12
The chart of Martin ratio for MRO, currently valued at 4.82, compared to the broader market-10.000.0010.0020.0030.004.8213.13
MRO
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.22
2.06
MRO
VOO

Dividends

MRO vs. VOO - Dividend Comparison

MRO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
MRO
Marathon Oil Corporation
1.54%1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MRO vs. VOO - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.34%
-2.30%
MRO
VOO

Volatility

MRO vs. VOO - Volatility Comparison

The current volatility for Marathon Oil Corporation (MRO) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.96%. This indicates that MRO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember20250
4.96%
MRO
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab