MUR vs. BIBL
MUR (Murphy Oil Corporation) is a stock, while BIBL (Inspire 100 ETF) is Large Cap Growth Equities fund tracking the Inspire 100 Index. Over the past 5 years, MUR returned 13.76%/yr vs 10.11%/yr for BIBL. At a 0.37 correlation, their price movements are largely independent.
Performance
MUR vs. BIBL - Performance Comparison
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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*
- —
MUR vs. BIBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MUR
BIBL
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.
| MUR | BIBL | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUR | BIBL | Difference | |
|---|---|---|---|
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
| MUR | BIBL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -18.32% | 0.00% | -18.32% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -7.04% | -19.23% |
Ulcer IndexDepth 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
| MUR | BIBL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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