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SLRC vs. MPLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLRC and MPLX is 0.25, 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

SLRC vs. MPLX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.20%
16.05%
SLRC
MPLX

Key characteristics

Sharpe Ratio

SLRC:

1.35

MPLX:

2.72

Sortino Ratio

SLRC:

1.99

MPLX:

3.79

Omega Ratio

SLRC:

1.24

MPLX:

1.48

Calmar Ratio

SLRC:

1.84

MPLX:

3.53

Martin Ratio

SLRC:

6.07

MPLX:

16.31

Ulcer Index

SLRC:

3.03%

MPLX:

2.31%

Daily Std Dev

SLRC:

13.62%

MPLX:

13.85%

Max Drawdown

SLRC:

-63.06%

MPLX:

-85.72%

Current Drawdown

SLRC:

-1.88%

MPLX:

-10.69%

Fundamentals

Market Cap

SLRC:

$873.96M

MPLX:

$48.60B

EPS

SLRC:

$1.77

MPLX:

$4.24

PE Ratio

SLRC:

9.05

MPLX:

11.25

PEG Ratio

SLRC:

2.65

MPLX:

2.27

Total Revenue (TTM)

SLRC:

$238.66M

MPLX:

$10.91B

Gross Profit (TTM)

SLRC:

$192.99M

MPLX:

$4.95B

EBITDA (TTM)

SLRC:

$189.18M

MPLX:

$6.10B

Returns By Period

In the year-to-date period, SLRC achieves a 19.00% return, which is significantly lower than MPLX's 36.63% return. Over the past 10 years, SLRC has outperformed MPLX with an annualized return of 8.38%, while MPLX has yielded a comparatively lower 5.03% annualized return.


SLRC

YTD

19.00%

1M

0.95%

6M

6.20%

1Y

18.37%

5Y*

5.17%

10Y*

8.38%

MPLX

YTD

36.63%

1M

-3.21%

6M

16.76%

1Y

38.17%

5Y*

24.79%

10Y*

5.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SLRC vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) 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.


Sharpe ratio
The chart of Sharpe ratio for SLRC, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.352.76
The chart of Sortino ratio for SLRC, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.993.83
The chart of Omega ratio for SLRC, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.48
The chart of Calmar ratio for SLRC, currently valued at 1.84, compared to the broader market0.002.004.006.001.843.57
The chart of Martin ratio for SLRC, currently valued at 6.07, compared to the broader market-5.000.005.0010.0015.0020.0025.006.0715.86
SLRC
MPLX

The current SLRC Sharpe Ratio is 1.35, which is lower than the MPLX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of SLRC and MPLX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.35
2.76
SLRC
MPLX

Dividends

SLRC vs. MPLX - Dividend Comparison

SLRC's dividend yield for the trailing twelve months is around 10.16%, more than MPLX's 7.60% yield.


TTM20232022202120202019201820172016201520142013
SLRC
SLR Investment Corp.
10.16%10.93%11.81%8.90%9.37%7.95%8.55%7.92%7.68%9.74%8.88%8.87%
MPLX
MPLX LP
7.60%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%

Drawdowns

SLRC vs. MPLX - Drawdown Comparison

The maximum SLRC drawdown since its inception was -63.06%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for SLRC and MPLX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.88%
-10.69%
SLRC
MPLX

Volatility

SLRC vs. MPLX - Volatility Comparison

The current volatility for SLR Investment Corp. (SLRC) is 3.68%, while MPLX LP (MPLX) has a volatility of 6.85%. This indicates that SLRC experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
6.85%
SLRC
MPLX

Financials

SLRC vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between SLR Investment Corp. 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


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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