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OKE vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OKE vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ONEOK, Inc. (OKE) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OKE achieves a 23.03% return, which is significantly higher than MPLX's 9.87% return. Over the past 10 years, OKE has underperformed MPLX with an annualized return of 13.58%, while MPLX has yielded a comparatively higher 15.34% annualized return.


OKE

1D
-0.11%
1M
3.51%
YTD
23.03%
6M
20.68%
1Y
13.81%
3Y*
19.79%
5Y*
16.20%
10Y*
13.58%

MPLX

1D
-0.12%
1M
4.46%
YTD
9.87%
6M
5.56%
1Y
18.90%
3Y*
29.14%
5Y*
24.30%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKE vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKE
ONEOK, Inc.
23.03%-22.94%50.10%13.21%18.86%64.67%-43.45%47.76%6.27%-2.12%
MPLX
MPLX LP
9.87%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-8.43%9.00%

Correlation

The correlation between OKE and MPLX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.52

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

0.60

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.51

The correlation between OKE and MPLX shifts across timeframes, from 0.46 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OKE:

$5.61

MPLX:

$6.16

PE Ratio

OKE:

15.71

MPLX:

9.15

PEG Ratio

OKE:

1.12

MPLX:

0.64

PS Ratio

OKE:

1.58

MPLX:

3.44

Total Revenue (TTM)

OKE:

$35.20B

MPLX:

$12.54B

Gross Profit (TTM)

OKE:

$8.43B

MPLX:

$7.52B

EBITDA (TTM)

OKE:

$7.85B

MPLX:

$6.90B

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Return for Risk

OKE vs. MPLX — Risk / Return Rank

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

OKE
OKE Risk / Return Rank: 5656
Overall Rank
OKE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 5252
Sortino Ratio Rank
OKE Omega Ratio Rank: 5252
Omega Ratio Rank
OKE Calmar Ratio Rank: 5757
Calmar Ratio Rank
OKE Martin Ratio Rank: 5858
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 7575
Overall Rank
MPLX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MPLX Omega Ratio Rank: 6969
Omega Ratio Rank
MPLX Calmar Ratio Rank: 7979
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7979
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.

OKE vs. MPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) 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.


OKEMPLXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratioReturn relative to maximum drawdown

0.66

2.46

-1.80

Martin ratioReturn relative to average drawdown

1.50

5.78

-4.28

OKE vs. MPLX - Sharpe Ratio Comparison

The current OKE Sharpe Ratio is 0.54, which is lower than the MPLX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of OKE and MPLX, 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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Sharpe Ratios by Period


OKEMPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.22

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.26

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.50

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

0.00

Drawdowns

OKE vs. MPLX - Drawdown Comparison

The maximum OKE drawdown since its inception was -80.17%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for OKE and MPLX.


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Drawdown Indicators


OKEMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-80.17%

-85.72%

+5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-21.02%

-7.71%

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-42.17%

-14.58%

-27.59%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

-18.46%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

-75.21%

-4.96%

Current Drawdown

Current decline from peak

-18.68%

-2.81%

-15.87%

Average Drawdown

Average peak-to-trough decline

-16.67%

-29.98%

+13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

3.28%

+5.94%

Volatility

OKE vs. MPLX - Volatility Comparison

ONEOK, Inc. (OKE) has a higher volatility of 9.48% compared to MPLX LP (MPLX) at 5.04%. This indicates that OKE'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


OKEMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

5.04%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

11.39%

+9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

25.86%

15.63%

+10.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.30%

19.42%

+8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.88%

30.66%

+8.22%

Dividends

OKE vs. MPLX - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.76%, less than MPLX's 7.42% yield.


PositionTTM20252024202320222021202020192018201720162015
MPLX
MPLX LP
7.42%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%
OKE
ONEOK, Inc.
4.76%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%

Financials

OKE vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between ONEOK, Inc. 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
9.62B
3.04B
(OKE) Total Revenue
(MPLX) Total Revenue
Values in USD except per share items

OKE vs. MPLX - Profitability Comparison

The chart below illustrates the profitability comparison between ONEOK, Inc. and MPLX LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
26.7%
86.8%
Portfolio components
OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a gross profit of 2.57B and revenue of 9.62B. Therefore, the gross margin over that period was 26.7%.

MPLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MPLX LP reported a gross profit of 2.64B and revenue of 3.04B. Therefore, the gross margin over that period was 86.8%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported an operating income of 1.43B and revenue of 9.62B, resulting in an operating margin of 14.9%.

MPLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MPLX LP reported an operating income of 1.21B and revenue of 3.04B, resulting in an operating margin of 40.0%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a net income of 774.00M and revenue of 9.62B, resulting in a net margin of 8.1%.

MPLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MPLX LP reported a net income of 922.00M and revenue of 3.04B, resulting in a net margin of 30.4%.


Frequently Asked Questions


OKE and MPLX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKE has higher volatility (9.48%) compared to MPLX (5.04%). In terms of maximum drawdown, OKE dropped -80.17% vs MPLX's -85.72%.

MPLX currently has the higher Sharpe Ratio (1.22 vs 0.54), 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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