MUSA vs. ARES

The year-to-date returns for both investments are quite close, with MUSA having a 49.60% return and ARES slightly higher at 50.17%. Over the past 10 years, MUSA has underperformed ARES with an annualized return of 24.21%, while ARES has yielded a comparatively higher 32.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and Ares Management Corporation (ARES). 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 MUSA Sharpe Ratio is 1.85, which is comparable to the ARES Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of MUSA and ARES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MUSA's dividend yield for the trailing twelve months is around 0.34%, less than ARES's 2.03% yield.

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum ARES drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for MUSA and ARES. For additional features, visit the drawdowns tool.

The current volatility for Murphy USA Inc. (MUSA) is 6.73%, while Ares Management Corporation (ARES) has a volatility of 8.73%. This indicates that MUSA experiences smaller price fluctuations and is considered to be less risky than ARES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Murphy USA Inc. and Ares Management Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.