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MUR vs. SWAV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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MUR vs. SWAV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MUR
Murphy Oil Corporation
33.39%8.68%-26.77%1.98%68.50%121.37%-52.74%-7.66%
SWAV
ShockWave Medical, Inc.
0.00%0.00%75.67%-7.32%15.30%71.93%136.16%44.00%

Fundamentals

Total Revenue (TTM)

MUR:

$626.63B

SWAV:

$787.97M

Gross Profit (TTM)

MUR:

$854.94M

SWAV:

$685.44M

EBITDA (TTM)

MUR:

$237.55B

SWAV:

$204.51M

Returns By Period


MUR

1D
-1.32%
1M
24.43%
YTD
33.39%
6M
48.31%
1Y
52.69%
3Y*
7.74%
5Y*
22.69%
10Y*
9.28%

SWAV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MUR vs. SWAV — Risk / Return Rank

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

MUR
MUR Risk / Return Rank: 7171
Overall Rank
MUR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUR Sortino Ratio Rank: 6969
Sortino Ratio Rank
MUR Omega Ratio Rank: 6868
Omega Ratio Rank
MUR Calmar Ratio Rank: 7373
Calmar Ratio Rank
MUR Martin Ratio Rank: 7171
Martin Ratio Rank

SWAV
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MUR vs. SWAV - Risk-Adjusted Trends 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.


MURSWAVDifference

Sharpe ratio

Return per unit of total volatility

0.97

Sortino ratio

Return per unit of downside risk

1.54

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.61

Martin ratio

Return relative to average drawdown

3.68

MUR vs. SWAV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MURSWAVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Correlation

The correlation between MUR and SWAV is 0.17, 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.


Dividends

MUR vs. SWAV - Dividend Comparison

MUR's dividend yield for the trailing twelve months is around 3.21%, while SWAV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MUR
Murphy Oil Corporation
3.21%4.16%3.97%2.58%1.92%1.91%5.17%3.73%4.28%3.22%3.85%6.24%
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


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Drawdown Indicators


MURSWAVDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

Max Drawdown (5Y)

Largest decline over 5 years

-58.47%

Max Drawdown (10Y)

Largest decline over 10 years

-86.10%

Current Drawdown

Current decline from peak

-14.72%

Average Drawdown

Average peak-to-trough decline

-26.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.35%

Volatility

MUR vs. SWAV - Volatility Comparison


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Volatility by Period


MURSWAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.37%

Volatility (6M)

Calculated over the trailing 6-month period

34.50%

Volatility (1Y)

Calculated over the trailing 1-year period

54.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.42%

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


0.00100.00B200.00B300.00B400.00B500.00B600.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
624.56B
218.81M
(MUR) Total Revenue
(SWAV) Total Revenue
Values in USD except per share items