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SCHW vs. MRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCHW and MRO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SCHW vs. MRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Charles Schwab Corporation (SCHW) and Marathon Oil Corporation (MRO). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%JulyAugustSeptemberOctoberNovemberDecember
29,738.64%
209.22%
SCHW
MRO

Key characteristics

Sharpe Ratio

SCHW:

0.32

MRO:

0.58

Sortino Ratio

SCHW:

0.61

MRO:

1.02

Omega Ratio

SCHW:

1.09

MRO:

1.12

Calmar Ratio

SCHW:

0.25

MRO:

0.38

Martin Ratio

SCHW:

0.79

MRO:

2.11

Ulcer Index

SCHW:

10.50%

MRO:

6.95%

Daily Std Dev

SCHW:

26.03%

MRO:

25.29%

Max Drawdown

SCHW:

-86.79%

MRO:

-91.74%

Current Drawdown

SCHW:

-19.20%

MRO:

-19.34%

Fundamentals

Market Cap

SCHW:

$140.51B

MRO:

$15.97B

EPS

SCHW:

$2.56

MRO:

$2.32

PE Ratio

SCHW:

29.98

MRO:

12.31

PEG Ratio

SCHW:

1.24

MRO:

26.45

Total Revenue (TTM)

SCHW:

$19.48B

MRO:

$6.58B

Gross Profit (TTM)

SCHW:

$11.11B

MRO:

$3.50B

EBITDA (TTM)

SCHW:

$8.20B

MRO:

$4.23B

Returns By Period

In the year-to-date period, SCHW achieves a 9.11% return, which is significantly lower than MRO's 20.15% return. Over the past 10 years, SCHW has outperformed MRO with an annualized return of 10.84%, while MRO has yielded a comparatively lower 1.71% annualized return.


SCHW

YTD

9.11%

1M

-9.12%

6M

2.31%

1Y

7.64%

5Y*

10.58%

10Y*

10.84%

MRO

YTD

20.15%

1M

-1.52%

6M

5.32%

1Y

16.87%

5Y*

18.66%

10Y*

1.71%

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Risk-Adjusted Performance

SCHW vs. MRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) and Marathon Oil Corporation (MRO). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHW, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.320.75
The chart of Sortino ratio for SCHW, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.611.26
The chart of Omega ratio for SCHW, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.15
The chart of Calmar ratio for SCHW, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.47
The chart of Martin ratio for SCHW, currently valued at 0.79, compared to the broader market0.0010.0020.000.792.73
SCHW
MRO

The current SCHW Sharpe Ratio is 0.32, which is lower than the MRO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SCHW and MRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.75
SCHW
MRO

Dividends

SCHW vs. MRO - Dividend Comparison

SCHW's dividend yield for the trailing twelve months is around 1.35%, less than MRO's 1.54% yield.


TTM20232022202120202019201820172016201520142013
SCHW
The Charles Schwab Corporation
1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
MRO
Marathon Oil Corporation
1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%2.04%

Drawdowns

SCHW vs. MRO - Drawdown Comparison

The maximum SCHW drawdown since its inception was -86.79%, smaller than the maximum MRO drawdown of -91.74%. Use the drawdown chart below to compare losses from any high point for SCHW and MRO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-19.20%
-19.34%
SCHW
MRO

Volatility

SCHW vs. MRO - Volatility Comparison

The Charles Schwab Corporation (SCHW) has a higher volatility of 6.55% compared to Marathon Oil Corporation (MRO) at 1.65%. This indicates that SCHW's price experiences larger fluctuations and is considered to be riskier than MRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.55%
1.65%
SCHW
MRO

Financials

SCHW vs. MRO - Financials Comparison

This section allows you to compare key financial metrics between The Charles Schwab Corporation and Marathon Oil 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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