MUR vs. PBR
MUR (Murphy Oil Corporation) and PBR (Petróleo Brasileiro S.A. - Petrobras) are both stocks. Both are in the Energy sector — MUR in Oil & Gas E&P, PBR in Oil & Gas Integrated. Over the past 10 years, MUR returned 8.20%/yr vs 21.07%/yr for PBR. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
MUR vs. PBR - Performance Comparison
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Returns By Period
In the year-to-date period, MUR achieves a 29.62% return, which is significantly lower than PBR's 65.94% return. Over the past 10 years, MUR has underperformed PBR with an annualized return of 8.20%, while PBR has yielded a comparatively higher 21.07% annualized return.
MUR
- 1D
- 4.00%
- 1M
- 24.65%
- 6M
- 34.62%
- YTD
- 29.62%
- 1Y
- 75.39%
- 3Y*
- 1.21%
- 5Y*
- 16.58%
- 10Y*
- 8.20%
- ALL TIME*
- 7.64%
PBR
- 1D
- 1.46%
- 1M
- 20.42%
- 6M
- 28.19%
- YTD
- 65.94%
- 1Y
- 60.78%
- 3Y*
- 20.34%
- 5Y*
- 36.10%
- 10Y*
- 21.07%
- ALL TIME*
- 10.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $53.94M | $53.05M | $66.04M | |
| $264.23M | $274.45M | $292.55M |
MUR vs. PBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUR Murphy Oil Corporation | 29.62% | 8.68% | -26.77% | 1.98% | 68.50% | 121.37% | -52.74% | 19.48% | -22.09% | 3.41% |
PBR Petróleo Brasileiro S.A. - Petrobras | 65.94% | -1.01% | -8.38% | 71.48% | 47.76% | 20.44% | -28.83% | 24.65% | 27.68% | 1.78% |
Correlation
The correlation between MUR and PBR is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2000 | 0.50 |
Fundamentals
MUR:
$5.70B
PBR:
$125.02B
MUR:
$368.91
PBR:
$3.16
MUR:
0.11
PBR:
6.15
MUR:
0.00
PBR:
0.16
MUR:
0.01
PBR:
1.34
MUR:
0.00
PBR:
1.47
MUR:
$735.60B
PBR:
$93.27B
MUR:
$1.73B
PBR:
$43.47B
MUR:
$329.24B
PBR:
$41.03B
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Return for Risk
MUR vs. PBR — Risk / Return Rank
MUR
PBR
MUR vs. PBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MUR | PBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.25 | +0.39 |
| Martin ratioReturn relative to average drawdown | 7.88 | 5.80 | +2.09 |
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Drawdowns
MUR vs. PBR - Drawdown Comparison
The maximum MUR drawdown since its inception was -92.11%, roughly equal to the maximum PBR drawdown of -95.62%. Use the drawdown chart below to compare losses from any high point for MUR and PBR.
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Drawdown Indicators
| MUR | PBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -95.62% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -25.63% | -26.86% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -58.47% | -28.24% | -30.23% |
Max Drawdown (5Y)Largest decline over 5 years | -58.47% | -39.62% | -18.85% |
Max Drawdown (10Y)Largest decline over 10 years | -86.10% | -75.13% | -10.97% |
Current DrawdownCurrent decline from peak | -17.13% | -19.16% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -52.57% | +26.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.70% | 10.40% | -1.70% |
Volatility
MUR vs. PBR - Volatility Comparison
Murphy Oil Corporation (MUR) has a higher volatility of 12.20% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 8.87%. This indicates that MUR's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUR | PBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.20% | 8.87% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.11% | 25.17% | +8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.36% | 32.18% | +15.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.72% | 37.75% | +7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.10% | 46.45% | +8.65% |
Dividends
MUR vs. PBR - Dividend Comparison
MUR's dividend yield for the trailing twelve months is around 3.40%, less than PBR's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUR Murphy Oil Corporation | 3.40% | 4.16% | 3.97% | 2.58% | 1.92% | 1.91% | 5.17% | 3.73% | 4.28% | 3.22% | 3.85% | 6.24% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.65% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
Financials
MUR vs. PBR - Financials Comparison
This section allows you to compare key financial metrics between Murphy Oil Corporation and Petróleo Brasileiro S.A. - Petrobras. 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. PBR - Profitability Comparison
MUR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
PBR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a gross profit of 10.60B and revenue of 23.53B. Therefore, the gross margin over that period was 45.0%.
MUR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Murphy Oil Corporation reported an operating income of 1.20B and revenue of 733.55B, resulting in an operating margin of 0.2%.
PBR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported an operating income of 7.37B and revenue of 23.53B, resulting in an operating margin of 31.3%.
MUR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Murphy Oil Corporation reported a net income of 52.99B and revenue of 733.55B, resulting in a net margin of 7.2%.
PBR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Petróleo Brasileiro S.A. - Petrobras reported a net income of 6.21B and revenue of 23.53B, resulting in a net margin of 26.4%.
Frequently Asked Questions
MUR and PBR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUR has higher volatility (12.20%) compared to PBR (8.87%). In terms of maximum drawdown, MUR dropped -92.11% vs PBR's -95.62%.
PBR currently has the higher Sharpe Ratio (1.88 vs 1.43), 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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