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

Correlation

The correlation between MUR and CNQ is 0.66, 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.


-0.50.00.51.00.7

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.

-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.10%
-15.71%
MUR
CNQ

Key characteristics

Sharpe Ratio

MUR:

-0.90

CNQ:

-0.03

Sortino Ratio

MUR:

-1.15

CNQ:

0.14

Omega Ratio

MUR:

0.86

CNQ:

1.02

Calmar Ratio

MUR:

-0.47

CNQ:

-0.03

Martin Ratio

MUR:

-1.04

CNQ:

-0.04

Ulcer Index

MUR:

25.46%

CNQ:

14.57%

Daily Std Dev

MUR:

29.60%

CNQ:

25.85%

Max Drawdown

MUR:

-93.18%

CNQ:

-81.12%

Current Drawdown

MUR:

-53.42%

CNQ:

-24.55%

Fundamentals

Market Cap

MUR:

$3.98B

CNQ:

$63.33B

EPS

MUR:

$2.72

CNQ:

$2.48

PE Ratio

MUR:

10.04

CNQ:

12.08

PEG Ratio

MUR:

0.31

CNQ:

12.75

Total Revenue (TTM)

MUR:

$3.02B

CNQ:

$27.70B

Gross Profit (TTM)

MUR:

$1.38B

CNQ:

$7.85B

EBITDA (TTM)

MUR:

$1.47B

CNQ:

$11.90B

Returns By Period

In the year-to-date period, MUR achieves a -8.68% return, which is significantly lower than CNQ's -2.92% return. Over the past 10 years, MUR has underperformed CNQ with an annualized return of -2.61%, while CNQ has yielded a comparatively higher 12.25% annualized return.


MUR

YTD

-8.68%

1M

-10.46%

6M

-27.10%

1Y

-28.83%

5Y*

7.77%

10Y*

-2.61%

CNQ

YTD

-2.92%

1M

-4.95%

6M

-15.71%

1Y

-5.27%

5Y*

21.49%

10Y*

12.25%

*Annualized

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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 1313
Overall Rank
The Sharpe Ratio Rank of MUR is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of MUR is 99
Sortino Ratio Rank
The Omega Ratio Rank of MUR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MUR is 1919
Calmar Ratio Rank
The Martin Ratio Rank of MUR is 2222
Martin Ratio Rank

CNQ
The Risk-Adjusted Performance Rank of CNQ is 4141
Overall Rank
The Sharpe Ratio Rank of CNQ is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CNQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of CNQ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of CNQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of CNQ is 4545
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.


Sharpe ratio
The chart of Sharpe ratio for MUR, currently valued at -0.90, compared to the broader market-2.000.002.00-0.90-0.03
The chart of Sortino ratio for MUR, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.006.00-1.150.14
The chart of Omega ratio for MUR, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.02
The chart of Calmar ratio for MUR, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.03
The chart of Martin ratio for MUR, currently valued at -1.04, compared to the broader market-10.000.0010.0020.0030.00-1.04-0.04
MUR
CNQ

The current MUR Sharpe Ratio is -0.90, which is lower than the CNQ Sharpe Ratio of -0.03. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.90
-0.03
MUR
CNQ

Dividends

MUR vs. CNQ - Dividend Comparison

MUR's dividend yield for the trailing twelve months is around 4.50%, less than CNQ's 5.17% yield.


TTM20242023202220212020201920182017201620152014
MUR
Murphy Oil Corporation
4.50%3.97%2.63%1.93%1.99%5.29%3.73%4.28%3.22%3.85%6.24%2.62%
CNQ
Canadian Natural Resources Limited
5.17%5.02%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.21%2.59%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-53.42%
-24.55%
MUR
CNQ

Volatility

MUR vs. CNQ - Volatility Comparison

Murphy Oil Corporation (MUR) has a higher volatility of 12.09% compared to Canadian Natural Resources Limited (CNQ) at 6.83%. 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
12.09%
6.83%
MUR
CNQ

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


Values in USD except per share items
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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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