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MUR vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUR vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy Oil Corporation (MUR) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUR achieves a 27.76% return, which is significantly higher than BIBL's 23.84% return.


MUR

1D
3.19%
1M
-6.26%
YTD
27.76%
6M
21.13%
1Y
85.82%
3Y*
5.08%
5Y*
13.76%
10Y*
6.26%

BIBL

1D
0.42%
1M
5.68%
YTD
23.84%
6M
22.77%
1Y
40.34%
3Y*
22.20%
5Y*
10.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUR vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUR
Murphy Oil Corporation
27.76%8.68%-26.77%1.98%68.50%121.37%-52.74%19.48%-22.09%17.06%
BIBL
Inspire 100 ETF
23.84%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Correlation

The correlation between MUR and BIBL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2017

0.37

Over the past year, the correlation between MUR and BIBL has dropped to 0.06 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

MUR vs. BIBL — Risk / Return Rank

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

MUR
MUR Risk / Return Rank: 8585
Overall Rank
MUR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MUR Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUR Omega Ratio Rank: 7777
Omega Ratio Rank
MUR Calmar Ratio Rank: 9191
Calmar Ratio Rank
MUR Martin Ratio Rank: 8989
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8181
Overall Rank
BIBL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7575
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MUR vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) and Inspire 100 ETF (BIBL). 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.


MURBIBLDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratioReturn relative to maximum drawdown

5.00

4.53

+0.47

Martin ratioReturn relative to average drawdown

11.76

19.63

-7.87

MUR vs. BIBL - Sharpe Ratio Comparison

The current MUR Sharpe Ratio is 1.82, which is lower than the BIBL Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of MUR and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MURBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.62

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.52

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.63

-0.43

Drawdowns

MUR vs. BIBL - Drawdown Comparison

The maximum MUR drawdown since its inception was -92.11%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for MUR and BIBL.


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Drawdown Indicators


MURBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-36.12%

-55.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-8.94%

-8.32%

Max Drawdown (3Y)

Largest decline over 3 years

-58.47%

-20.60%

-37.87%

Max Drawdown (5Y)

Largest decline over 5 years

-58.47%

-30.85%

-27.62%

Max Drawdown (10Y)

Largest decline over 10 years

-86.10%

Current Drawdown

Current decline from peak

-18.32%

0.00%

-18.32%

Average Drawdown

Average peak-to-trough decline

-26.27%

-7.04%

-19.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

2.06%

+5.26%

Volatility

MUR vs. BIBL - Volatility Comparison

Murphy Oil Corporation (MUR) has a higher volatility of 12.96% compared to Inspire 100 ETF (BIBL) at 4.62%. This indicates that MUR's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MURBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.96%

4.62%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

34.92%

12.63%

+22.29%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

15.47%

+31.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.00%

19.59%

+26.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.38%

21.08%

+34.30%

Dividends

MUR vs. BIBL - Dividend Comparison

MUR's dividend yield for the trailing twelve months is around 3.45%, more than BIBL's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%
MUR
Murphy Oil Corporation
3.45%4.16%3.97%2.58%1.92%1.91%5.17%3.73%4.28%3.22%3.85%6.24%

Frequently Asked Questions


MUR and BIBL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUR has higher volatility (12.96%) compared to BIBL (4.62%). In terms of maximum drawdown, MUR dropped -92.11% vs BIBL's -36.12%.

BIBL currently has the higher Sharpe Ratio (2.62 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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