PortfoliosLab logoPortfoliosLab logo
NHYDY vs. MPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NHYDY vs. MPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norsk Hydro ASA ADR (NHYDY) and Marathon Petroleum Corporation (MPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NHYDY achieves a 69.18% return, which is significantly higher than MPC's 65.66% return. Over the past 10 years, NHYDY has underperformed MPC with an annualized return of 17.85%, while MPC has yielded a comparatively higher 26.22% annualized return.


NHYDY

1D
0.31%
1M
11.31%
YTD
69.18%
6M
78.61%
1Y
142.54%
3Y*
31.41%
5Y*
20.58%
10Y*
17.85%

MPC

1D
-0.06%
1M
2.90%
YTD
65.66%
6M
41.68%
1Y
73.48%
3Y*
37.73%
5Y*
36.41%
10Y*
26.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHYDY vs. MPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHYDY
Norsk Hydro ASA ADR
69.18%47.30%-14.94%-4.18%5.95%76.35%34.91%-15.68%-38.01%65.31%
MPC
Marathon Petroleum Corporation
65.66%19.17%-4.06%30.46%86.62%61.00%-27.38%6.05%-8.23%34.78%

Correlation

The correlation between NHYDY and MPC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

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

0.30

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.34

The correlation between NHYDY and MPC shifts across timeframes, from 0.18 (3 years) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NHYDY:

$25.13B

MPC:

$78.78B

EPS

NHYDY:

$3.10

MPC:

$15.35

PE Ratio

NHYDY:

4.13

MPC:

17.40

PEG Ratio

NHYDY:

0.17

MPC:

0.08

PS Ratio

NHYDY:

0.13

MPC:

0.59

PB Ratio

NHYDY:

0.25

MPC:

4.70

Total Revenue (TTM)

NHYDY:

$201.27B

MPC:

$135.75B

Gross Profit (TTM)

NHYDY:

$60.54B

MPC:

$11.95B

EBITDA (TTM)

NHYDY:

$24.40B

MPC:

$12.39B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NHYDY vs. MPC — Risk / Return Rank

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

NHYDY
NHYDY Risk / Return Rank: 9898
Overall Rank
NHYDY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NHYDY Sortino Ratio Rank: 9898
Sortino Ratio Rank
NHYDY Omega Ratio Rank: 9696
Omega Ratio Rank
NHYDY Calmar Ratio Rank: 9898
Calmar Ratio Rank
NHYDY Martin Ratio Rank: 9999
Martin Ratio Rank

MPC
MPC Risk / Return Rank: 8888
Overall Rank
MPC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MPC Sortino Ratio Rank: 8787
Sortino Ratio Rank
MPC Omega Ratio Rank: 8787
Omega Ratio Rank
MPC Calmar Ratio Rank: 8888
Calmar Ratio Rank
MPC Martin Ratio Rank: 8888
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.

NHYDY vs. MPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Norsk Hydro ASA ADR (NHYDY) and Marathon Petroleum Corporation (MPC). 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.


NHYDYMPCDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.63

1.39

+0.25

Calmar ratioReturn relative to maximum drawdown

12.41

4.03

+8.38

Martin ratioReturn relative to average drawdown

46.47

10.65

+35.82

NHYDY vs. MPC - Sharpe Ratio Comparison

The current NHYDY Sharpe Ratio is 4.58, which is higher than the MPC Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of NHYDY and MPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NHYDYMPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.58

2.36

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.11

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.65

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Drawdowns

NHYDY vs. MPC - Drawdown Comparison

The maximum NHYDY drawdown since its inception was -73.90%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for NHYDY and MPC.


Loading charts...

Drawdown Indicators


NHYDYMPCDifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-79.67%

+5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-18.33%

+6.77%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-44.75%

+15.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.67%

-44.75%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-73.90%

-79.67%

+5.77%

Current Drawdown

Current decline from peak

-1.77%

-0.06%

-1.71%

Average Drawdown

Average peak-to-trough decline

-25.26%

-17.36%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

6.92%

-3.84%

Volatility

NHYDY vs. MPC - Volatility Comparison

The current volatility for Norsk Hydro ASA ADR (NHYDY) is 10.04%, while Marathon Petroleum Corporation (MPC) has a volatility of 10.91%. This indicates that NHYDY experiences smaller price fluctuations and is considered to be less risky than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NHYDYMPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

10.91%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

25.73%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

31.35%

31.45%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.21%

33.04%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.35%

40.26%

-0.91%

Dividends

NHYDY vs. MPC - Dividend Comparison

NHYDY's dividend yield for the trailing twelve months is around 2.48%, more than MPC's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
MPC
Marathon Petroleum Corporation
1.46%2.29%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%
NHYDY
Norsk Hydro ASA ADR
2.48%2.65%4.30%8.10%9.59%1.86%5.44%3.92%4.96%1.91%2.60%0.00%

Financials

NHYDY vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Norsk Hydro ASA ADR and Marathon Petroleum 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00B30.00B40.00B50.00B60.00B20222023202420252026
50.39B
34.57B
(NHYDY) Total Revenue
(MPC) Total Revenue
Values in USD except per share items

NHYDY vs. MPC - Profitability Comparison

The chart below illustrates the profitability comparison between Norsk Hydro ASA ADR and Marathon Petroleum Corporation 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%10.0%20.0%30.0%40.0%50.0%20222023202420252026
31.9%
9.6%
Portfolio components
NHYDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a gross profit of 16.09B and revenue of 50.39B. Therefore, the gross margin over that period was 31.9%.

MPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported a gross profit of 3.31B and revenue of 34.57B. Therefore, the gross margin over that period was 9.6%.

NHYDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported an operating income of 9.11B and revenue of 50.39B, resulting in an operating margin of 18.1%.

MPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported an operating income of 1.40B and revenue of 34.57B, resulting in an operating margin of 4.1%.

NHYDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a net income of 4.24B and revenue of 50.39B, resulting in a net margin of 8.4%.

MPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported a net income of 511.00M and revenue of 34.57B, resulting in a net margin of 1.5%.


Frequently Asked Questions


NHYDY and MPC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPC has higher volatility (10.91%) compared to NHYDY (10.04%). In terms of maximum drawdown, NHYDY dropped -73.90% vs MPC's -79.67%.

NHYDY currently has the higher Sharpe Ratio (4.58 vs 2.36), 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 NHYDY and MPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer