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MUR vs. CNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MUR and CNQ is 0.43, 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.


Performance

MUR vs. CNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy Oil Corporation (MUR) and Canadian Natural Resources Limited (CNQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MUR:

-1.06

CNQ:

-0.50

Sortino Ratio

MUR:

-1.60

CNQ:

-0.61

Omega Ratio

MUR:

0.79

CNQ:

0.93

Calmar Ratio

MUR:

-0.73

CNQ:

-0.49

Martin Ratio

MUR:

-1.68

CNQ:

-1.22

Ulcer Index

MUR:

28.90%

CNQ:

14.44%

Daily Std Dev

MUR:

45.11%

CNQ:

31.69%

Max Drawdown

MUR:

-93.18%

CNQ:

-81.12%

Current Drawdown

MUR:

-63.82%

CNQ:

-22.50%

Fundamentals

Market Cap

MUR:

$3.03B

CNQ:

$64.20B

EPS

MUR:

$2.58

CNQ:

$2.57

PE Ratio

MUR:

8.11

CNQ:

11.82

PEG Ratio

MUR:

0.31

CNQ:

12.75

PS Ratio

MUR:

1.05

CNQ:

1.67

PB Ratio

MUR:

0.58

CNQ:

2.18

Total Revenue (TTM)

MUR:

$2.90B

CNQ:

$43.23B

Gross Profit (TTM)

MUR:

$878.08M

CNQ:

$12.09B

EBITDA (TTM)

MUR:

$1.35B

CNQ:

$18.38B

Returns By Period

In the year-to-date period, MUR achieves a -28.98% return, which is significantly lower than CNQ's -0.29% return. Over the past 10 years, MUR has underperformed CNQ with an annualized return of -3.45%, while CNQ has yielded a comparatively higher 12.11% annualized return.


MUR

YTD

-28.98%

1M

0.62%

6M

-33.81%

1Y

-48.90%

3Y*

-18.32%

5Y*

15.51%

10Y*

-3.45%

CNQ

YTD

-0.29%

1M

5.01%

6M

-7.85%

1Y

-16.97%

3Y*

2.40%

5Y*

34.14%

10Y*

12.11%

*Annualized

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Murphy Oil Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MUR vs. CNQ — Risk-Adjusted Performance Rank

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

MUR
The Risk-Adjusted Performance Rank of MUR is 44
Overall Rank
The Sharpe Ratio Rank of MUR is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of MUR is 44
Sortino Ratio Rank
The Omega Ratio Rank of MUR is 55
Omega Ratio Rank
The Calmar Ratio Rank of MUR is 77
Calmar Ratio Rank
The Martin Ratio Rank of MUR is 33
Martin Ratio Rank

CNQ
The Risk-Adjusted Performance Rank of CNQ is 2020
Overall Rank
The Sharpe Ratio Rank of CNQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CNQ is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CNQ is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CNQ is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CNQ is 1616
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.

MUR vs. CNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) and Canadian Natural Resources Limited (CNQ). 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.


The current MUR Sharpe Ratio is -1.06, which is lower than the CNQ Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of MUR and CNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MUR vs. CNQ - Dividend Comparison

MUR's dividend yield for the trailing twelve months is around 6.02%, more than CNQ's 5.16% yield.


TTM20242023202220212020201920182017201620152014
MUR
Murphy Oil Corporation
6.02%3.97%2.63%1.93%1.99%5.25%3.73%4.28%3.22%3.85%6.24%2.62%
CNQ
Canadian Natural Resources Limited
5.16%5.02%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.18%2.58%

Drawdowns

MUR vs. CNQ - Drawdown Comparison

The maximum MUR drawdown since its inception was -93.18%, which is greater than CNQ's maximum drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for MUR and CNQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MUR vs. CNQ - Volatility Comparison

Murphy Oil Corporation (MUR) has a higher volatility of 11.10% compared to Canadian Natural Resources Limited (CNQ) at 8.33%. This indicates that MUR's price experiences larger fluctuations and is considered to be riskier than CNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MUR vs. CNQ - Financials Comparison

This section allows you to compare key financial metrics between Murphy Oil Corporation and Canadian Natural Resources Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
672.73M
12.71B
(MUR) Total Revenue
(CNQ) Total Revenue
Values in USD except per share items

MUR vs. CNQ - Profitability Comparison

The chart below illustrates the profitability comparison between Murphy Oil Corporation and Canadian Natural Resources Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20212022202320242025
33.4%
28.0%
(MUR) Gross Margin
(CNQ) Gross Margin
MUR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Murphy Oil Corporation reported a gross profit of 224.64M and revenue of 672.73M. Therefore, the gross margin over that period was 33.4%.

CNQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Canadian Natural Resources Limited reported a gross profit of 3.56B and revenue of 12.71B. Therefore, the gross margin over that period was 28.0%.

MUR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Murphy Oil Corporation reported an operating income of 2.44M and revenue of 672.73M, resulting in an operating margin of 0.4%.

CNQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Canadian Natural Resources Limited reported an operating income of 3.29B and revenue of 12.71B, resulting in an operating margin of 25.9%.

MUR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Murphy Oil Corporation reported a net income of 73.04M and revenue of 672.73M, resulting in a net margin of 10.9%.

CNQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Canadian Natural Resources Limited reported a net income of 2.46B and revenue of 12.71B, resulting in a net margin of 19.3%.