MUSA vs. IWL
MUSA (Murphy USA Inc.) is a stock, while IWL (iShares Russell Top 200 ETF) is Large Cap Growth Equities fund tracking the Russell Top 200 Index. Over the past 10 years, MUSA returned 23.21%/yr vs 16.38%/yr for IWL. At a 0.29 correlation, their price movements are largely independent.
Performance
MUSA vs. IWL - Performance Comparison
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Returns By Period
In the year-to-date period, MUSA achieves a 34.13% return, which is significantly higher than IWL's 10.51% return. Over the past 10 years, MUSA has outperformed IWL with an annualized return of 23.21%, while IWL has yielded a comparatively lower 16.38% annualized return.
MUSA
- 1D
- -0.44%
- 1M
- -10.61%
- YTD
- 34.13%
- 6M
- 36.00%
- 1Y
- 28.49%
- 3Y*
- 24.16%
- 5Y*
- 32.16%
- 10Y*
- 23.21%
IWL
- 1D
- 0.44%
- 1M
- 4.89%
- YTD
- 10.51%
- 6M
- 10.48%
- 1Y
- 28.95%
- 3Y*
- 23.64%
- 5Y*
- 14.69%
- 10Y*
- 16.38%
MUSA vs. IWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUSA Murphy USA Inc. | 34.13% | -19.15% | 41.27% | 28.20% | 41.02% | 53.33% | 12.06% | 52.66% | -4.63% | 30.73% |
IWL iShares Russell Top 200 ETF | 10.51% | 19.09% | 27.12% | 29.77% | -19.89% | 27.79% | 22.10% | 31.42% | -3.30% | 22.90% |
Correlation
The correlation between MUSA and IWL is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2013 | 0.29 |
The correlation between MUSA and IWL shifts across timeframes, from -0.12 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MUSA vs. IWL — Risk / Return Rank
MUSA
IWL
MUSA vs. IWL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and iShares Russell Top 200 ETF (IWL). 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.
| MUSA | IWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.96 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.99 | 13.13 | -10.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUSA | IWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.39 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.86 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.91 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.88 | -0.11 |
Drawdowns
MUSA vs. IWL - Drawdown Comparison
The maximum MUSA drawdown since its inception was -35.54%, which is greater than IWL's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for MUSA and IWL.
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Drawdown Indicators
| MUSA | IWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -32.71% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -9.83% | -9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -35.54% | -19.15% | -16.39% |
Max Drawdown (5Y)Largest decline over 5 years | -35.54% | -25.65% | -9.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -32.71% | -2.83% |
Current DrawdownCurrent decline from peak | -10.61% | -0.39% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -3.88% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 2.21% | +7.35% |
Volatility
MUSA vs. IWL - Volatility Comparison
Murphy USA Inc. (MUSA) has a higher volatility of 8.93% compared to iShares Russell Top 200 ETF (IWL) at 2.95%. This indicates that MUSA's price experiences larger fluctuations and is considered to be riskier than IWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUSA | IWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 2.95% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 28.83% | 9.15% | +19.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.09% | 12.19% | +25.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.12% | 17.16% | +12.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.18% | 18.08% | +13.10% |
Dividends
MUSA vs. IWL - Dividend Comparison
MUSA's dividend yield for the trailing twelve months is around 0.45%, less than IWL's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWL iShares Russell Top 200 ETF | 0.82% | 0.90% | 1.04% | 1.30% | 1.54% | 1.12% | 1.30% | 1.96% | 1.93% | 1.69% | 1.96% | 2.14% |
MUSA Murphy USA Inc. | 0.45% | 0.53% | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MUSA and IWL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUSA has higher volatility (8.93%) compared to IWL (2.95%). In terms of maximum drawdown, MUSA dropped -35.54% vs IWL's -32.71%.
IWL currently has the higher Sharpe Ratio (2.39 vs 0.75), 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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