PSX vs. MPC

In the year-to-date period, PSX achieves a -7.92% return, which is significantly lower than MPC's -0.91% return. Over the past 10 years, PSX has underperformed MPC with an annualized return of 6.31%, while MPC has yielded a comparatively higher 13.94% annualized return.

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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.

The current PSX Sharpe Ratio is -0.95, which is comparable to the MPC Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of PSX and MPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSX's dividend yield for the trailing twelve months is around 4.42%, more than MPC's 2.52% yield.

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.

Phillips 66 (PSX) and Marathon Petroleum Corporation (MPC) have volatilities of 22.39% and 21.88%, 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.

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.