PBF vs. MPC
Compare and contrast key facts about PBF Energy Inc. (PBF) and Marathon Petroleum Corporation (MPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBF or MPC.
Key characteristics
| PBF | MPC | |
|---|---|---|
| YTD Return | -29.13% | 8.80% |
| 1Y Return | -31.56% | 7.73% |
| 3Y Return (Ann) | 27.33% | 37.60% |
| 5Y Return (Ann) | -0.73% | 23.89% |
| 10Y Return (Ann) | 3.93% | 16.82% |
| Sharpe Ratio | -0.74 | 0.36 |
| Sortino Ratio | -0.93 | 0.68 |
| Omega Ratio | 0.89 | 1.09 |
| Calmar Ratio | -0.54 | 0.31 |
| Martin Ratio | -1.01 | 0.62 |
| Ulcer Index | 29.17% | 17.19% |
| Daily Std Dev | 39.94% | 29.56% |
| Max Drawdown | -91.51% | -79.67% |
| Current Drawdown | -50.05% | -26.69% |
Fundamentals
| PBF | MPC | |
|---|---|---|
| Market Cap | $3.47B | $49.88B |
| EPS | -$2.34 | $12.89 |
| PEG Ratio | 2.51 | 15.65 |
| Total Revenue (TTM) | $34.90B | $142.17B |
| Gross Profit (TTM) | -$20.60M | $11.45B |
| EBITDA (TTM) | $209.10M | $10.28B |
Correlation
The correlation between PBF and MPC is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PBF vs. MPC - Performance Comparison
In the year-to-date period, PBF achieves a -29.13% return, which is significantly lower than MPC's 8.80% return. Over the past 10 years, PBF has underperformed MPC with an annualized return of 3.93%, while MPC has yielded a comparatively higher 16.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PBF vs. MPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) 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.
Dividends
PBF vs. MPC - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 3.38%, more than MPC's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 3.38% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% | 4.50% | 3.81% |
MPC Marathon Petroleum Corporation | 2.07% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
Drawdowns
PBF vs. MPC - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than MPC's maximum drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for PBF and MPC. For additional features, visit the drawdowns tool.
Volatility
PBF vs. MPC - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 13.51% compared to Marathon Petroleum Corporation (MPC) at 8.21%. This indicates that PBF's price experiences larger fluctuations and is considered to be riskier than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PBF vs. MPC - Financials Comparison
This section allows you to compare key financial metrics between PBF Energy Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities