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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.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
92.84%
595.32%
MRO
VOO

Key characteristics

Sharpe Ratio

MRO:

0.58

VOO:

2.04

Sortino Ratio

MRO:

1.02

VOO:

2.72

Omega Ratio

MRO:

1.12

VOO:

1.38

Calmar Ratio

MRO:

0.38

VOO:

3.02

Martin Ratio

MRO:

2.11

VOO:

13.60

Ulcer Index

MRO:

6.95%

VOO:

1.88%

Daily Std Dev

MRO:

25.29%

VOO:

12.52%

Max Drawdown

MRO:

-91.74%

VOO:

-33.99%

Current Drawdown

MRO:

-19.34%

VOO:

-3.52%

Returns By Period

In the year-to-date period, MRO achieves a 20.15% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, MRO has underperformed VOO with an annualized return of 1.71%, while VOO has yielded a comparatively higher 13.02% annualized return.


MRO

YTD

20.15%

1M

-1.52%

6M

5.32%

1Y

16.87%

5Y*

18.66%

10Y*

1.71%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

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 0.75, compared to the broader market-4.00-2.000.002.000.752.04
The chart of Sortino ratio for MRO, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.262.72
The chart of Omega ratio for MRO, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.38
The chart of Calmar ratio for MRO, currently valued at 0.47, compared to the broader market0.002.004.006.000.473.02
The chart of Martin ratio for MRO, currently valued at 2.73, compared to the broader market0.0010.0020.002.7313.60
MRO
VOO

The current MRO Sharpe Ratio is 0.58, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MRO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.75
2.04
MRO
VOO

Dividends

MRO vs. VOO - Dividend Comparison

MRO's dividend yield for the trailing twelve months is around 1.54%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
MRO
Marathon Oil Corporation
1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%2.04%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MRO vs. VOO - Drawdown Comparison

The maximum MRO drawdown since its inception was -91.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRO and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.34%
-3.52%
MRO
VOO

Volatility

MRO vs. VOO - Volatility Comparison

The current volatility for Marathon Oil Corporation (MRO) is 1.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.58%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.65%
3.58%
MRO
VOO
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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.

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