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MUSA vs. BJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MUSA vs. BJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and BJ's Wholesale Club Holdings, Inc. (BJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUSA achieves a 45.83% return, which is significantly higher than BJ's 0.20% return.


MUSA

1D
-5.73%
1M
4.60%
YTD
45.83%
6M
45.23%
1Y
46.73%
3Y*
27.20%
5Y*
35.08%
10Y*
23.79%

BJ

1D
-0.91%
1M
-6.38%
YTD
0.20%
6M
-1.35%
1Y
-18.45%
3Y*
13.89%
5Y*
14.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUSA vs. BJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MUSA
Murphy USA Inc.
45.83%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%2.17%
BJ
BJ's Wholesale Club Holdings, Inc.
0.20%0.76%34.04%0.76%-1.21%79.64%63.94%2.62%4.28%

Correlation

The correlation between MUSA and BJ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.32

Fundamentals

Market Cap

MUSA:

$10.98B

BJ:

$11.67B

EPS

MUSA:

$28.85

BJ:

$4.35

PE Ratio

MUSA:

20.34

BJ:

20.72

PEG Ratio

MUSA:

1.10

BJ:

2.29

PS Ratio

MUSA:

0.57

BJ:

0.54

PB Ratio

MUSA:

16.67

BJ:

4.65

Total Revenue (TTM)

MUSA:

$19.68B

BJ:

$21.97B

Gross Profit (TTM)

MUSA:

$487.10M

BJ:

$4.06B

EBITDA (TTM)

MUSA:

$1.06B

BJ:

$1.05B

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Return for Risk

MUSA vs. BJ — Risk / Return Rank

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

MUSA
MUSA Risk / Return Rank: 7575
Overall Rank
MUSA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 7171
Sortino Ratio Rank
MUSA Omega Ratio Rank: 7474
Omega Ratio Rank
MUSA Calmar Ratio Rank: 7979
Calmar Ratio Rank
MUSA Martin Ratio Rank: 7676
Martin Ratio Rank

BJ
BJ Risk / Return Rank: 1717
Overall Rank
BJ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BJ Sortino Ratio Rank: 1717
Sortino Ratio Rank
BJ Omega Ratio Rank: 1818
Omega Ratio Rank
BJ Calmar Ratio Rank: 1616
Calmar Ratio Rank
BJ Martin Ratio Rank: 1818
Martin Ratio Rank
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.

MUSA vs. BJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.


MUSABJDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.24

0.91

+0.33

Calmar ratioReturn relative to maximum drawdown

2.38

-0.69

+3.08

Martin ratioReturn relative to average drawdown

4.89

-1.10

+5.99

MUSA vs. BJ - Sharpe Ratio Comparison

The current MUSA Sharpe Ratio is 1.19, which is higher than the BJ Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of MUSA and BJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MUSA vs. BJ - Drawdown Comparison

The maximum MUSA drawdown since its inception was -35.54%, smaller than the maximum BJ drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for MUSA and BJ.


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Drawdown Indicators


MUSABJDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-38.76%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-26.66%

+6.94%

Max Drawdown (3Y)

Largest decline over 3 years

-35.54%

-29.80%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-29.80%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-5.73%

-24.79%

+19.06%

Average Drawdown

Average peak-to-trough decline

-9.97%

-12.49%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

16.81%

-7.23%

Volatility

MUSA vs. BJ - Volatility Comparison

Murphy USA Inc. (MUSA) has a higher volatility of 13.88% compared to BJ's Wholesale Club Holdings, Inc. (BJ) at 11.63%. This indicates that MUSA's price experiences larger fluctuations and is considered to be riskier than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSABJDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.88%

11.63%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

30.78%

22.58%

+8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

29.84%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

32.31%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.39%

37.14%

-5.75%

Dividends

MUSA vs. BJ - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.41%, while BJ has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BJ
BJ's Wholesale Club Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.41%0.53%0.36%0.43%0.45%0.52%0.19%

Financials

MUSA vs. BJ - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA Inc. and BJ's Wholesale Club Holdings, 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


3.50B4.00B4.50B5.00B5.50B6.00B6.50B7.00B20222023202420252026
4.82B
5.66B
(MUSA) Total Revenue
(BJ) Total Revenue
Values in USD except per share items

MUSA vs. BJ - Profitability Comparison

The chart below illustrates the profitability comparison between Murphy USA Inc. and BJ's Wholesale Club Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
18.2%
Portfolio components
MUSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a gross profit of 0.00 and revenue of 4.82B. Therefore, the gross margin over that period was 0.0%.

BJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.

MUSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported an operating income of 205.20M and revenue of 4.82B, resulting in an operating margin of 4.3%.

BJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.

MUSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a net income of 136.30M and revenue of 4.82B, resulting in a net margin of 2.8%.

BJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.


Frequently Asked Questions


MUSA and BJ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUSA has higher volatility (13.88%) compared to BJ (11.63%). In terms of maximum drawdown, MUSA dropped -35.54% vs BJ's -38.76%.

MUSA currently has the higher Sharpe Ratio (1.19 vs -0.62), 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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