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NRT vs. MPLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NRT and MPLX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

NRT vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North European Oil Royalty Trust (NRT) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-33.67%
19.07%
NRT
MPLX

Key characteristics

Sharpe Ratio

NRT:

-0.54

MPLX:

3.13

Sortino Ratio

NRT:

-0.52

MPLX:

4.33

Omega Ratio

NRT:

0.94

MPLX:

1.55

Calmar Ratio

NRT:

-0.38

MPLX:

4.14

Martin Ratio

NRT:

-1.05

MPLX:

18.10

Ulcer Index

NRT:

27.13%

MPLX:

2.45%

Daily Std Dev

NRT:

52.67%

MPLX:

14.13%

Max Drawdown

NRT:

-85.54%

MPLX:

-85.72%

Current Drawdown

NRT:

-73.59%

MPLX:

-6.19%

Fundamentals

Market Cap

NRT:

$36.76M

MPLX:

$48.60B

EPS

NRT:

$0.47

MPLX:

$4.24

PE Ratio

NRT:

8.51

MPLX:

11.25

PEG Ratio

NRT:

0.00

MPLX:

2.27

Total Revenue (TTM)

NRT:

$5.17M

MPLX:

$10.91B

Gross Profit (TTM)

NRT:

$4.70M

MPLX:

$4.95B

EBITDA (TTM)

NRT:

$4.51M

MPLX:

$6.10B

Returns By Period

In the year-to-date period, NRT achieves a -27.37% return, which is significantly lower than MPLX's 43.50% return. Over the past 10 years, NRT has underperformed MPLX with an annualized return of -1.65%, while MPLX has yielded a comparatively higher 5.42% annualized return.


NRT

YTD

-27.37%

1M

-9.68%

6M

-33.46%

1Y

-28.35%

5Y*

1.82%

10Y*

-1.65%

MPLX

YTD

43.50%

1M

-2.10%

6M

18.98%

1Y

44.28%

5Y*

25.85%

10Y*

5.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NRT vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for North European Oil Royalty Trust (NRT) and MPLX LP (MPLX). 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.


Sharpe ratio
The chart of Sharpe ratio for NRT, currently valued at -0.54, compared to the broader market-4.00-2.000.002.00-0.543.13
The chart of Sortino ratio for NRT, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.524.33
The chart of Omega ratio for NRT, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.55
The chart of Calmar ratio for NRT, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.384.14
The chart of Martin ratio for NRT, currently valued at -1.04, compared to the broader market0.0010.0020.00-1.0518.10
NRT
MPLX

The current NRT Sharpe Ratio is -0.54, which is lower than the MPLX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of NRT and MPLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.54
3.13
NRT
MPLX

Dividends

NRT vs. MPLX - Dividend Comparison

NRT's dividend yield for the trailing twelve months is around 12.22%, more than MPLX's 7.24% yield.


TTM20232022202120202019201820172016201520142013
NRT
North European Oil Royalty Trust
12.22%38.77%14.42%4.70%11.00%13.87%12.07%10.92%10.15%17.45%16.04%11.26%
MPLX
MPLX LP
7.24%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%

Drawdowns

NRT vs. MPLX - Drawdown Comparison

The maximum NRT drawdown since its inception was -85.54%, roughly equal to the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for NRT and MPLX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.59%
-6.19%
NRT
MPLX

Volatility

NRT vs. MPLX - Volatility Comparison

North European Oil Royalty Trust (NRT) has a higher volatility of 7.63% compared to MPLX LP (MPLX) at 6.92%. This indicates that NRT's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.63%
6.92%
NRT
MPLX

Financials

NRT vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between North European Oil Royalty Trust and MPLX LP. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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