VLO vs. MPC
Compare and contrast key facts about Valero Energy Corporation (VLO) and Marathon Petroleum Corporation (MPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or MPC.
Performance
VLO vs. MPC - Performance Comparison
Returns By Period
In the year-to-date period, VLO achieves a 10.11% return, which is significantly higher than MPC's 7.95% return. Over the past 10 years, VLO has underperformed MPC with an annualized return of 15.27%, while MPC has yielded a comparatively higher 16.32% annualized return.
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
MPC
7.95%
-0.28%
-11.71%
8.28%
24.58%
16.32%
Fundamentals
| VLO | MPC | |
|---|---|---|
| Market Cap | $43.38B | $49.88B |
| EPS | $11.37 | $12.89 |
| PE Ratio | 12.05 | 12.04 |
| PEG Ratio | 0.21 | 15.65 |
| Total Revenue (TTM) | $134.49B | $142.17B |
| Gross Profit (TTM) | $5.88B | $11.45B |
| EBITDA (TTM) | $7.73B | $10.28B |
Key characteristics
| VLO | MPC | |
|---|---|---|
| Sharpe Ratio | 0.48 | 0.35 |
| Sortino Ratio | 0.85 | 0.67 |
| Omega Ratio | 1.10 | 1.09 |
| Calmar Ratio | 0.47 | 0.30 |
| Martin Ratio | 0.91 | 0.59 |
| Ulcer Index | 15.19% | 17.44% |
| Daily Std Dev | 29.11% | 29.23% |
| Max Drawdown | -81.92% | -79.67% |
| Current Drawdown | -22.53% | -27.27% |
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Correlation
The correlation between VLO and MPC is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VLO vs. MPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) 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.
Dividends
VLO vs. MPC - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 2.29%, more than MPC's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
MPC Marathon Petroleum Corporation | 1.57% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
Drawdowns
VLO vs. MPC - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, roughly equal to the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for VLO and MPC. For additional features, visit the drawdowns tool.
Volatility
VLO vs. MPC - Volatility Comparison
Valero Energy Corporation (VLO) and Marathon Petroleum Corporation (MPC) have volatilities of 7.84% and 8.23%, 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.
Financials
VLO vs. MPC - Financials Comparison
This section allows you to compare key financial metrics between Valero Energy Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities