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

Correlation

The correlation between MUR and SWAV is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MUR vs. SWAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy Oil Corporation (MUR) and ShockWave Medical, Inc. (SWAV). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%SeptemberOctoberNovemberDecember2025February
8.08%
997.54%
MUR
SWAV

Key characteristics

Fundamentals

Market Cap

MUR:

$3.91B

SWAV:

$12.57B

EPS

MUR:

$2.77

SWAV:

$4.25

PE Ratio

MUR:

9.68

SWAV:

78.76

Total Revenue (TTM)

MUR:

$673.31B

SWAV:

$218.81M

Gross Profit (TTM)

MUR:

$671.67B

SWAV:

$190.60M

EBITDA (TTM)

MUR:

$236.77B

SWAV:

$56.05M

Returns By Period


MUR

YTD

-11.37%

1M

-18.16%

6M

-26.21%

1Y

-27.53%

5Y*

7.42%

10Y*

-2.85%

SWAV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MUR vs. SWAV — 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 1212
Overall Rank
The Sharpe Ratio Rank of MUR is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of MUR is 77
Sortino Ratio Rank
The Omega Ratio Rank of MUR is 99
Omega Ratio Rank
The Calmar Ratio Rank of MUR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MUR is 1818
Martin Ratio Rank

SWAV
The Risk-Adjusted Performance Rank of SWAV is 6363
Overall Rank
The Sharpe Ratio Rank of SWAV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SWAV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SWAV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWAV is 5858
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. SWAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) and ShockWave Medical, Inc. (SWAV). 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 -0.93, compared to the broader market-2.000.002.004.00-0.932.24
The chart of Sortino ratio for MUR, currently valued at -1.20, compared to the broader market-4.00-2.000.002.004.00-1.205.62
The chart of Omega ratio for MUR, currently valued at 0.85, compared to the broader market0.501.001.502.000.852.59
The chart of Calmar ratio for MUR, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.581.62
The chart of Martin ratio for MUR, currently valued at -1.12, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.1238.04
MUR
SWAV


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.93
2.24
MUR
SWAV

Dividends

MUR vs. SWAV - Dividend Comparison

MUR's dividend yield for the trailing twelve months is around 4.47%, while SWAV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MUR
Murphy Oil Corporation
4.47%3.97%2.63%1.93%1.99%5.29%3.73%4.28%3.22%3.85%6.24%2.62%
SWAV
ShockWave Medical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUR vs. SWAV - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-43.89%
-0.02%
MUR
SWAV

Volatility

MUR vs. SWAV - Volatility Comparison

Murphy Oil Corporation (MUR) has a higher volatility of 10.97% compared to ShockWave Medical, Inc. (SWAV) at 0.00%. This indicates that MUR's price experiences larger fluctuations and is considered to be riskier than SWAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
10.97%
0
MUR
SWAV

Financials

MUR vs. SWAV - Financials Comparison

This section allows you to compare key financial metrics between Murphy Oil Corporation and ShockWave Medical, Inc.. 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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