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.
Key characteristics
| VLO | MPC | |
|---|---|---|
| YTD Return | 28.51% | 34.37% |
| 1Y Return | 49.45% | 67.05% |
| 3Y Return (Ann) | 37.38% | 58.79% |
| 5Y Return (Ann) | 18.17% | 31.52% |
| 10Y Return (Ann) | 15.76% | 19.30% |
| Sharpe Ratio | 1.71 | 2.46 |
| Daily Std Dev | 27.44% | 26.61% |
| Max Drawdown | -81.53% | -79.67% |
| Current Drawdown | -9.59% | -9.46% |
Fundamentals
| VLO | MPC | |
|---|---|---|
| Market Cap | $54.62B | $71.49B |
| EPS | $20.38 | $23.63 |
| PE Ratio | 8.14 | 8.40 |
| PEG Ratio | 0.21 | 15.65 |
| Revenue (TTM) | $134.36B | $149.35B |
| Gross Profit (TTM) | $19.22B | $26.57B |
| EBITDA (TTM) | $12.33B | $16.95B |
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.
Performance
VLO vs. MPC - Performance Comparison
In the year-to-date period, VLO achieves a 28.51% return, which is significantly lower than MPC's 34.37% return. Over the past 10 years, VLO has underperformed MPC with an annualized return of 15.76%, while MPC has yielded a comparatively higher 19.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 2.49%, more than MPC's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 2.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.65% |
MPC Marathon Petroleum Corporation | 1.59% | 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 -81.53%, 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
The current volatility for Valero Energy Corporation (VLO) is 7.02%, while Marathon Petroleum Corporation (MPC) has a volatility of 7.42%. This indicates that VLO experiences smaller price fluctuations and is considered to be less risky than MPC based on this measure. 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