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

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.

100.00%150.00%200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
108.96%
321.16%
SLRC
MPLX

Returns By Period

In the year-to-date period, SLRC achieves a 16.23% return, which is significantly lower than MPLX's 39.23% return. Over the past 10 years, SLRC has outperformed MPLX with an annualized return of 8.09%, while MPLX has yielded a comparatively lower 4.73% annualized return.


SLRC

YTD

16.23%

1M

5.48%

6M

4.96%

1Y

20.88%

5Y (annualized)

5.43%

10Y (annualized)

8.09%

MPLX

YTD

39.23%

1M

7.93%

6M

21.10%

1Y

44.14%

5Y (annualized)

27.48%

10Y (annualized)

4.73%

Fundamentals


SLRCMPLX
Market Cap$871.24M$46.87B
EPS$1.77$4.24
PE Ratio9.0210.85
PEG Ratio2.652.21
Total Revenue (TTM)$238.66M$11.11B
Gross Profit (TTM)$192.99M$6.30B
EBITDA (TTM)$189.18M$5.88B

Key characteristics


SLRCMPLX
Sharpe Ratio1.463.57
Sortino Ratio2.175.11
Omega Ratio1.271.63
Calmar Ratio1.975.05
Martin Ratio6.5725.10
Ulcer Index3.01%1.75%
Daily Std Dev13.49%12.32%
Max Drawdown-63.06%-85.72%
Current Drawdown-0.06%0.00%

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Correlation

-0.50.00.51.00.3

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.

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 1.46, compared to the broader market-4.00-2.000.002.001.463.57
The chart of Sortino ratio for SLRC, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.175.11
The chart of Omega ratio for SLRC, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.63
The chart of Calmar ratio for SLRC, currently valued at 1.97, compared to the broader market0.002.004.006.001.975.05
The chart of Martin ratio for SLRC, currently valued at 6.57, compared to the broader market0.0010.0020.0030.006.5725.10
SLRC
MPLX

The current SLRC Sharpe Ratio is 1.46, which is lower than the MPLX Sharpe Ratio of 3.57. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.46
3.57
SLRC
MPLX

Dividends

SLRC vs. MPLX - Dividend Comparison

SLRC's dividend yield for the trailing twelve months is around 10.15%, more than MPLX's 7.46% yield.


TTM20232022202120202019201820172016201520142013
SLRC
SLR Investment Corp.
10.15%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
7.46%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%JuneJulyAugustSeptemberOctoberNovember
-0.06%
0
SLRC
MPLX

Volatility

SLRC vs. MPLX - Volatility Comparison

SLR Investment Corp. (SLRC) and MPLX LP (MPLX) have volatilities of 5.08% and 4.91%, 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.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.08%
4.91%
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