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SNMRY vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNMRY vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snam SpA ADR (SNMRY) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNMRY achieves a 12.24% return, which is significantly higher than MPLX's 7.63% return. Over the past 10 years, SNMRY has underperformed MPLX with an annualized return of 8.72%, while MPLX has yielded a comparatively higher 14.99% annualized return.


SNMRY

1D
2.03%
1M
-4.91%
YTD
12.24%
6M
12.66%
1Y
29.05%
3Y*
17.88%
5Y*
10.07%
10Y*
8.72%

MPLX

1D
-0.75%
1M
-1.46%
YTD
7.63%
6M
4.78%
1Y
15.40%
3Y*
27.99%
5Y*
24.22%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNMRY vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNMRY
Snam SpA ADR
12.24%59.44%-8.74%12.67%-15.25%17.06%4.09%24.69%-5.97%20.21%
MPLX
MPLX LP
7.63%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-8.43%9.00%

Correlation

The correlation between SNMRY and MPLX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.14

The correlation between SNMRY and MPLX shifts across timeframes, from 0.02 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SNMRY:

$2.64

MPLX:

$6.16

PE Ratio

SNMRY:

5.52

MPLX:

8.97

PEG Ratio

SNMRY:

0.98

MPLX:

0.62

PS Ratio

SNMRY:

2.23

MPLX:

3.37

Total Revenue (TTM)

SNMRY:

$5.48B

MPLX:

$12.54B

Gross Profit (TTM)

SNMRY:

$7.03B

MPLX:

$7.52B

EBITDA (TTM)

SNMRY:

$6.33B

MPLX:

$6.90B

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Snam SpA ADR

MPLX LP

Return for Risk

SNMRY vs. MPLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNMRY
SNMRY Risk / Return Rank: 8181
Overall Rank
SNMRY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SNMRY Sortino Ratio Rank: 7878
Sortino Ratio Rank
SNMRY Omega Ratio Rank: 7878
Omega Ratio Rank
SNMRY Calmar Ratio Rank: 8181
Calmar Ratio Rank
SNMRY Martin Ratio Rank: 8686
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 6969
Overall Rank
MPLX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 6363
Sortino Ratio Rank
MPLX Omega Ratio Rank: 6161
Omega Ratio Rank
MPLX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNMRY vs. MPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snam SpA ADR (SNMRY) 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.


SNMRYMPLXDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

2.85

2.01

+0.84

Martin ratioReturn relative to average drawdown

9.32

4.73

+4.60

SNMRY vs. MPLX - Sharpe Ratio Comparison

The current SNMRY Sharpe Ratio is 1.61, which is higher than the MPLX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SNMRY and MPLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNMRYMPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.99

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.26

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.49

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.39

-0.12

Drawdowns

SNMRY vs. MPLX - Drawdown Comparison

The maximum SNMRY drawdown since its inception was -39.16%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for SNMRY and MPLX.


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Drawdown Indicators


SNMRYMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-85.72%

+46.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-7.71%

-2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-14.58%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-18.46%

-16.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-75.21%

+36.05%

Current Drawdown

Current decline from peak

-8.43%

-4.79%

-3.64%

Average Drawdown

Average peak-to-trough decline

-10.96%

-30.01%

+19.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.27%

-0.15%

Volatility

SNMRY vs. MPLX - Volatility Comparison

Snam SpA ADR (SNMRY) has a higher volatility of 6.45% compared to MPLX LP (MPLX) at 5.51%. This indicates that SNMRY's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNMRYMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

5.51%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

11.65%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

15.59%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

19.40%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.74%

30.66%

+1.08%

Dividends

SNMRY vs. MPLX - Dividend Comparison

SNMRY's dividend yield for the trailing twelve months is around 4.67%, less than MPLX's 7.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MPLX
MPLX LP
7.58%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%
SNMRY
Snam SpA ADR
4.67%4.83%6.89%5.76%5.82%4.96%3.20%3.11%3.70%3.13%20.86%4.38%

Financials

SNMRY vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between Snam SpA ADR 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B202120222023202420252026
1.01B
3.04B
(SNMRY) Total Revenue
(MPLX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SNMRY and MPLX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNMRY has higher volatility (6.45%) compared to MPLX (5.51%). In terms of maximum drawdown, SNMRY dropped -39.16% vs MPLX's -85.72%.

SNMRY currently has the higher Sharpe Ratio (1.61 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SNMRY and MPLX

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