PSX vs. MPC
Compare and contrast key facts about Phillips 66 (PSX) and Marathon Petroleum Corporation (MPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSX or MPC.
Key characteristics
| PSX | MPC | |
|---|---|---|
| YTD Return | -1.63% | 6.72% |
| 1Y Return | 16.51% | 9.69% |
| 3Y Return (Ann) | 22.96% | 36.83% |
| 5Y Return (Ann) | 5.92% | 23.58% |
| 10Y Return (Ann) | 9.83% | 16.61% |
| Sharpe Ratio | 0.76 | 0.42 |
| Sortino Ratio | 1.17 | 0.75 |
| Omega Ratio | 1.15 | 1.10 |
| Calmar Ratio | 0.66 | 0.36 |
| Martin Ratio | 1.26 | 0.72 |
| Ulcer Index | 15.44% | 17.01% |
| Daily Std Dev | 25.44% | 29.52% |
| Max Drawdown | -64.21% | -79.67% |
| Current Drawdown | -24.71% | -28.10% |
Fundamentals
| PSX | MPC | |
|---|---|---|
| Market Cap | $52.84B | $50.16B |
| EPS | $7.83 | $12.89 |
| PE Ratio | 16.34 | 12.11 |
| PEG Ratio | 0.73 | 15.65 |
| Total Revenue (TTM) | $147.71B | $142.17B |
| Gross Profit (TTM) | $9.57B | $11.45B |
| EBITDA (TTM) | $6.55B | $10.28B |
Correlation
The correlation between PSX and MPC is 0.76, 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
PSX vs. MPC - Performance Comparison
In the year-to-date period, PSX achieves a -1.63% return, which is significantly lower than MPC's 6.72% return. Over the past 10 years, PSX has underperformed MPC with an annualized return of 9.83%, while MPC has yielded a comparatively higher 16.61% 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
PSX vs. MPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) 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
PSX vs. MPC - Dividend Comparison
PSX's dividend yield for the trailing twelve months is around 3.44%, more than MPC's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 3.44% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% | 2.64% | 1.72% |
MPC Marathon Petroleum Corporation | 2.11% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
Drawdowns
PSX vs. MPC - Drawdown Comparison
The maximum PSX drawdown since its inception was -64.21%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for PSX and MPC. For additional features, visit the drawdowns tool.
Volatility
PSX vs. MPC - Volatility Comparison
Phillips 66 (PSX) and Marathon Petroleum Corporation (MPC) have volatilities of 8.19% and 8.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PSX vs. MPC - Financials Comparison
This section allows you to compare key financial metrics between Phillips 66 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