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VLO vs. MPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VLO and MPC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VLO vs. MPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valero Energy Corporation (VLO) and Marathon Petroleum Corporation (MPC). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
647.58%
871.96%
VLO
MPC

Key characteristics

Sharpe Ratio

VLO:

-0.80

MPC:

-0.80

Sortino Ratio

VLO:

-0.99

MPC:

-0.98

Omega Ratio

VLO:

0.87

MPC:

0.87

Calmar Ratio

VLO:

-0.72

MPC:

-0.65

Martin Ratio

VLO:

-1.72

MPC:

-1.37

Ulcer Index

VLO:

17.25%

MPC:

21.32%

Daily Std Dev

VLO:

37.05%

MPC:

36.72%

Max Drawdown

VLO:

-87.50%

MPC:

-79.67%

Current Drawdown

VLO:

-36.35%

MPC:

-35.90%

Fundamentals

Market Cap

VLO:

$36.01B

MPC:

$41.84B

EPS

VLO:

$8.74

MPC:

$10.30

PE Ratio

VLO:

13.10

MPC:

13.04

PEG Ratio

VLO:

5.29

MPC:

2.26

PS Ratio

VLO:

0.29

MPC:

0.30

PB Ratio

VLO:

1.47

MPC:

2.31

Total Revenue (TTM)

VLO:

$98.07B

MPC:

$106.60B

Gross Profit (TTM)

VLO:

$2.68B

MPC:

$9.07B

EBITDA (TTM)

VLO:

$4.41B

MPC:

$7.05B

Returns By Period

In the year-to-date period, VLO achieves a -6.77% return, which is significantly lower than MPC's -0.84% return. Over the past 10 years, VLO has underperformed MPC with an annualized return of 11.03%, while MPC has yielded a comparatively higher 13.90% annualized return.


VLO

YTD

-6.77%

1M

-14.12%

6M

-12.34%

1Y

-30.11%

5Y*

21.73%

10Y*

11.03%

MPC

YTD

-0.84%

1M

-7.75%

6M

-8.99%

1Y

-29.46%

5Y*

44.54%

10Y*

13.90%

*Annualized

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Risk-Adjusted Performance

VLO vs. MPC — Risk-Adjusted Performance Rank

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

VLO
The Risk-Adjusted Performance Rank of VLO is 1010
Overall Rank
The Sharpe Ratio Rank of VLO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of VLO is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VLO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VLO is 99
Calmar Ratio Rank
The Martin Ratio Rank of VLO is 44
Martin Ratio Rank

MPC
The Risk-Adjusted Performance Rank of MPC is 1313
Overall Rank
The Sharpe Ratio Rank of MPC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MPC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MPC is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MPC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of MPC is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VLO, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
VLO: -0.80
MPC: -0.80
The chart of Sortino ratio for VLO, currently valued at -0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
VLO: -0.99
MPC: -0.98
The chart of Omega ratio for VLO, currently valued at 0.87, compared to the broader market0.501.001.502.00
VLO: 0.87
MPC: 0.87
The chart of Calmar ratio for VLO, currently valued at -0.72, compared to the broader market0.001.002.003.004.005.00
VLO: -0.72
MPC: -0.65
The chart of Martin ratio for VLO, currently valued at -1.72, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
VLO: -1.72
MPC: -1.37

The current VLO Sharpe Ratio is -0.80, which is comparable to the MPC Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of VLO and MPC, 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 Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.80
-0.80
VLO
MPC

Dividends

VLO vs. MPC - Dividend Comparison

VLO's dividend yield for the trailing twelve months is around 3.83%, more than MPC's 2.52% yield.


TTM20242023202220212020201920182017201620152014
VLO
Valero Energy Corporation
3.83%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%
MPC
Marathon Petroleum Corporation
2.52%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%

Drawdowns

VLO vs. MPC - Drawdown Comparison

The maximum VLO drawdown since its inception was -87.50%, which is greater than MPC's maximum 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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-36.35%
-35.90%
VLO
MPC

Volatility

VLO vs. MPC - Volatility Comparison

Valero Energy Corporation (VLO) and Marathon Petroleum Corporation (MPC) have volatilities of 22.64% and 21.90%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.64%
21.90%
VLO
MPC

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.


Quarterly
Annual

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


Values in USD except per share items