NRT vs. MPLX
NRT (North European Oil Royalty Trust) and MPLX (MPLX LP) are both stocks. Both operate in the Oil & Gas Midstream industry within the Energy sector. Over the past 10 years, NRT returned 8.61%/yr vs 15.78%/yr for MPLX. At a 0.18 correlation, their price movements are largely independent.
Performance
NRT vs. MPLX - Performance Comparison
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Returns By Period
In the year-to-date period, NRT achieves a 18.04% return, which is significantly higher than MPLX's 12.34% return. Over the past 10 years, NRT has underperformed MPLX with an annualized return of 8.61%, while MPLX has yielded a comparatively higher 15.78% annualized return.
NRT
- 1D
- 4.98%
- 1M
- -6.70%
- YTD
- 18.04%
- 6M
- 19.87%
- 1Y
- 65.52%
- 3Y*
- -8.41%
- 5Y*
- 13.91%
- 10Y*
- 8.61%
MPLX
- 1D
- 1.37%
- 1M
- 2.14%
- YTD
- 12.34%
- 6M
- 11.05%
- 1Y
- 22.03%
- 3Y*
- 30.46%
- 5Y*
- 25.13%
- 10Y*
- 15.78%
NRT vs. MPLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRT North European Oil Royalty Trust | 18.04% | 88.44% | -25.32% | -46.49% | 41.92% | 269.00% | -46.68% | 14.38% | -9.05% | 17.23% |
MPLX MPLX LP | 12.34% | 20.54% | 41.72% | 22.46% | 21.09% | 53.92% | -1.79% | -8.25% | -8.43% | 9.00% |
Correlation
The correlation between NRT and MPLX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.18 |
Fundamentals
NRT:
$1.36
MPLX:
$6.16
NRT:
5.42
MPLX:
9.36
NRT:
0.06
MPLX:
0.65
NRT:
6.44
MPLX:
3.51
NRT:
$7.90M
MPLX:
$12.54B
NRT:
$7.62M
MPLX:
$7.52B
NRT:
$7.29M
MPLX:
$6.90B
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Return for Risk
NRT vs. MPLX — Risk / Return Rank
NRT
MPLX
NRT vs. MPLX - Risk-Adjusted Trends 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.
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.
| NRT | MPLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.87 | -0.34 |
| Martin ratioReturn relative to average drawdown | 7.17 | 6.65 | +0.52 |
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Drawdowns
NRT vs. MPLX - Drawdown Comparison
The maximum NRT drawdown since its inception was -85.53%, 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.
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Drawdown Indicators
| NRT | MPLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.53% | -85.72% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -7.71% | -18.33% |
Max Drawdown (3Y)Largest decline over 3 years | -73.57% | -14.58% | -58.99% |
Max Drawdown (5Y)Largest decline over 5 years | -73.79% | -18.46% | -55.33% |
Max Drawdown (10Y)Largest decline over 10 years | -73.79% | -75.21% | +1.42% |
Current DrawdownCurrent decline from peak | -39.60% | -0.62% | -38.98% |
Average DrawdownAverage peak-to-trough decline | -23.39% | -29.90% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 3.32% | +5.87% |
Volatility
NRT vs. MPLX - Volatility Comparison
North European Oil Royalty Trust (NRT) has a higher volatility of 11.07% compared to MPLX LP (MPLX) at 4.86%. 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.
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Volatility by Period
| NRT | MPLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.07% | 4.86% | +6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 45.61% | 11.30% | +34.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.79% | 15.82% | +37.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.58% | 19.35% | +41.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.12% | 30.62% | +22.50% |
Dividends
NRT vs. MPLX - Dividend Comparison
NRT's dividend yield for the trailing twelve months is around 13.69%, more than MPLX's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPLX MPLX LP | 7.26% | 7.39% | 7.33% | 8.65% | 8.80% | 11.30% | 12.70% | 10.41% | 8.22% | 6.23% | 5.86% | 4.33% |
NRT North European Oil Royalty Trust | 13.69% | 12.31% | 11.88% | 38.77% | 14.42% | 4.70% | 11.00% | 13.87% | 12.07% | 10.92% | 10.15% | 17.45% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NRT and MPLX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRT has higher volatility (11.07%) compared to MPLX (4.86%). In terms of maximum drawdown, NRT dropped -85.53% vs MPLX's -85.72%.
MPLX currently has the higher Sharpe Ratio (1.40 vs 1.22), 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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