MUR vs. CEG
MUR (Murphy Oil Corporation) and CEG (Constellation Energy Corp) are both stocks. MUR operates in Oil & Gas E&P (Energy), while CEG operates in Utilities - Renewable (Utilities). Over the past 3 years, MUR returned 5.08%/yr vs 46.05%/yr for CEG. At a 0.20 correlation, their price movements are largely independent.
Performance
MUR vs. CEG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MUR achieves a 27.76% return, which is significantly higher than CEG's -24.13% 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%
CEG
- 1D
- -1.98%
- 1M
- -16.63%
- YTD
- -24.13%
- 6M
- -25.81%
- 1Y
- -14.18%
- 3Y*
- 46.05%
- 5Y*
- —
- 10Y*
- —
MUR vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MUR Murphy Oil Corporation | 27.76% | 8.68% | -26.77% | 1.98% | 33.97% |
CEG Constellation Energy Corp | -24.13% | 58.80% | 92.71% | 37.24% | 64.11% |
Correlation
The correlation between MUR and CEG is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2022 | 0.20 |
The correlation between MUR and CEG shifts across timeframes, from -0.03 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MUR:
$5.66B
CEG:
$94.60B
MUR:
$369.23
CEG:
$8.13
MUR:
0.11
CEG:
32.88
MUR:
0.00
CEG:
0.57
MUR:
0.01
CEG:
3.49
MUR:
0.00
CEG:
2.83
MUR:
$735.60B
CEG:
$24.82B
MUR:
$1.73B
CEG:
$20.98B
MUR:
$329.24B
CEG:
$5.87B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MUR vs. CEG — Risk / Return Rank
MUR
CEG
MUR vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) and Constellation Energy Corp (CEG). 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 | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.98 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | -0.37 | +5.37 |
| Martin ratioReturn relative to average drawdown | 11.76 | -0.77 | +12.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MUR | CEG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | -0.30 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
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 | 0.95 | -0.75 |
Drawdowns
MUR vs. CEG - Drawdown Comparison
The maximum MUR drawdown since its inception was -92.11%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for MUR and CEG.
Loading charts...
Drawdown Indicators
| MUR | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -50.70% | -41.41% |
Max Drawdown (1Y)Largest decline over 1 year | -17.26% | -38.77% | +21.51% |
Max Drawdown (3Y)Largest decline over 3 years | -58.47% | -50.70% | -7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -58.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.10% | — | — |
Current DrawdownCurrent decline from peak | -18.32% | -33.58% | +15.26% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -11.51% | -14.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 18.38% | -11.06% |
Volatility
MUR vs. CEG - Volatility Comparison
The current volatility for Murphy Oil Corporation (MUR) is 12.96%, while Constellation Energy Corp (CEG) has a volatility of 15.69%. This indicates that MUR experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MUR | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.96% | 15.69% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 34.92% | 37.36% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.46% | 46.71% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.00% | 49.38% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.38% | 49.38% | +6.00% |
Dividends
MUR vs. CEG - Dividend Comparison
MUR's dividend yield for the trailing twelve months is around 3.45%, more than CEG's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.61% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
Financials
MUR vs. CEG - Financials Comparison
This section allows you to compare key financial metrics between Murphy Oil Corporation and Constellation Energy Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MUR vs. CEG - Profitability Comparison
MUR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported a gross profit of 0.00 and revenue of 733.55B. Therefore, the gross margin over that period was 0.0%.
CEG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.
MUR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported an operating income of 1.20B and revenue of 733.55B, resulting in an operating margin of 0.2%.
CEG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.
MUR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported a net income of 52.99B and revenue of 733.55B, resulting in a net margin of 7.2%.
CEG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.
Frequently Asked Questions
MUR and CEG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (15.69%) compared to MUR (12.96%). In terms of maximum drawdown, MUR dropped -92.11% vs CEG's -50.70%.
MUR currently has the higher Sharpe Ratio (1.82 vs -0.30), 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.
Find the right allocation for MUR and CEG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer