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

Performance

MUSA vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and FitLife Brands Inc. Common Stock (FTLF). 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 54.70% return, which is significantly higher than FTLF's -32.33% return. Over the past 10 years, MUSA has underperformed FTLF with an annualized return of 24.92%, while FTLF has yielded a comparatively higher 50.47% annualized return.


MUSA

1D
0.07%
1M
5.88%
YTD
54.70%
6M
53.60%
1Y
50.89%
3Y*
29.75%
5Y*
35.86%
10Y*
24.92%

FTLF

1D
-4.92%
1M
15.53%
YTD
-32.33%
6M
-38.73%
1Y
-22.90%
3Y*
11.70%
5Y*
18.62%
10Y*
50.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUSA vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUSA
Murphy USA Inc.
54.70%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%-4.63%30.73%
FTLF
FitLife Brands Inc. Common Stock
-32.33%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-74.74%

Correlation

The correlation between MUSA and FTLF is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.09

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2013

0.02

Fundamentals

EPS

MUSA:

$28.85

FTLF:

$0.68

PE Ratio

MUSA:

21.58

FTLF:

16.26

PEG Ratio

MUSA:

1.17

FTLF:

1.79

PS Ratio

MUSA:

0.61

FTLF:

1.56

Total Revenue (TTM)

MUSA:

$19.68B

FTLF:

$70.56M

Gross Profit (TTM)

MUSA:

$487.10M

FTLF:

$28.73M

EBITDA (TTM)

MUSA:

$1.06B

FTLF:

$11.02M

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Return for Risk

MUSA vs. FTLF — Risk / Return Rank

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

MUSA
MUSA Risk / Return Rank: 7878
Overall Rank
MUSA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 7474
Sortino Ratio Rank
MUSA Omega Ratio Rank: 7777
Omega Ratio Rank
MUSA Calmar Ratio Rank: 8181
Calmar Ratio Rank
MUSA Martin Ratio Rank: 7878
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 2626
Overall Rank
FTLF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 2424
Sortino Ratio Rank
FTLF Omega Ratio Rank: 2424
Omega Ratio Rank
FTLF Calmar Ratio Rank: 2929
Calmar Ratio Rank
FTLF Martin Ratio Rank: 2727
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. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and FitLife Brands Inc. Common Stock (FTLF). 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.


MUSAFTLFDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratioReturn relative to maximum drawdown

2.59

-0.40

+2.99

Martin ratioReturn relative to average drawdown

5.33

-0.81

+6.14

MUSA vs. FTLF - Sharpe Ratio Comparison

The current MUSA Sharpe Ratio is 1.31, which is higher than the FTLF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of MUSA and FTLF, 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. FTLF - Drawdown Comparison

The maximum MUSA drawdown since its inception was -35.54%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for MUSA and FTLF.


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Drawdown Indicators


MUSAFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-99.68%

+64.14%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-57.23%

+37.51%

Max Drawdown (3Y)

Largest decline over 3 years

-35.54%

-57.23%

+21.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-57.23%

+21.69%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-89.06%

+53.52%

Current Drawdown

Current decline from peak

0.00%

-46.97%

+46.97%

Average Drawdown

Average peak-to-trough decline

-9.97%

-70.89%

+60.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

28.39%

-18.81%

Volatility

MUSA vs. FTLF - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 12.62%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 19.36%. This indicates that MUSA experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSAFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.62%

19.36%

-6.74%

Volatility (6M)

Calculated over the trailing 6-month period

30.21%

37.63%

-7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

39.13%

52.03%

-12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.42%

45.37%

-14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.33%

305.80%

-274.47%

Dividends

MUSA vs. FTLF - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.39%, while FTLF has not paid dividends to shareholders.


PositionTTM202520242023202220212020
FTLF
FitLife Brands Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.39%0.53%0.36%0.43%0.45%0.52%0.19%

Financials

MUSA vs. FTLF - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA Inc. and FitLife Brands Inc. Common Stock. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
4.82B
23.49M
(MUSA) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MUSA and FTLF have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (19.36%) compared to MUSA (12.62%). In terms of maximum drawdown, MUSA dropped -35.54% vs FTLF's -99.68%.

MUSA currently has the higher Sharpe Ratio (1.31 vs -0.44), 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.

Portfolio Optimizer

Find the right allocation for MUSA and FTLF

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