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WRTBY vs. MPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WRTBY vs. MPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, WRTBY achieves a 12.87% return, which is significantly lower than MPC's 65.76% return. Over the past 10 years, WRTBY has underperformed MPC with an annualized return of 3.00%, while MPC has yielded a comparatively higher 26.16% annualized return.


WRTBY

1D
3.41%
1M
-2.50%
YTD
12.87%
6M
26.78%
1Y
108.78%
3Y*
55.39%
5Y*
27.62%
10Y*
3.00%

MPC

1D
1.58%
1M
6.21%
YTD
65.76%
6M
42.31%
1Y
68.20%
3Y*
37.67%
5Y*
36.42%
10Y*
26.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRTBY vs. MPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRTBY
Wartsila Oyj Abp ADR
12.87%120.40%25.36%76.47%-38.37%46.08%-6.00%-35.99%-72.28%43.41%
MPC
Marathon Petroleum Corporation
65.76%19.17%-4.06%30.46%86.62%61.00%-27.38%6.05%-8.23%34.78%

Correlation

The correlation between WRTBY and MPC 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

0.02

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2011

0.04

Fundamentals

Market Cap

WRTBY:

$24.13B

MPC:

$78.83B

EPS

WRTBY:

$0.21

MPC:

$15.35

PE Ratio

WRTBY:

38.43

MPC:

17.41

PEG Ratio

WRTBY:

0.82

MPC:

0.08

PS Ratio

WRTBY:

3.49

MPC:

0.59

PB Ratio

WRTBY:

10.11

MPC:

4.71

Total Revenue (TTM)

WRTBY:

$6.89B

MPC:

$135.75B

Gross Profit (TTM)

WRTBY:

$2.41B

MPC:

$11.95B

EBITDA (TTM)

WRTBY:

$1.03B

MPC:

$12.39B

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Return for Risk

WRTBY vs. MPC — Risk / Return Rank

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

WRTBY
WRTBY Risk / Return Rank: 8888
Overall Rank
WRTBY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WRTBY Sortino Ratio Rank: 8585
Sortino Ratio Rank
WRTBY Omega Ratio Rank: 8282
Omega Ratio Rank
WRTBY Calmar Ratio Rank: 9393
Calmar Ratio Rank
WRTBY Martin Ratio Rank: 9393
Martin Ratio Rank

MPC
MPC Risk / Return Rank: 8686
Overall Rank
MPC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MPC Sortino Ratio Rank: 8484
Sortino Ratio Rank
MPC Omega Ratio Rank: 8585
Omega Ratio Rank
MPC Calmar Ratio Rank: 8686
Calmar Ratio Rank
MPC Martin Ratio Rank: 8686
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.

WRTBY vs. MPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wartsila Oyj Abp ADR (WRTBY) 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.


WRTBYMPCDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.18

-0.08

Sortino ratio

Return per unit of downside risk

2.70

2.73

-0.03

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

5.87

3.74

+2.13

Martin ratio

Return relative to average drawdown

15.48

9.89

+5.59

WRTBY vs. MPC - Sharpe Ratio Comparison

The current WRTBY Sharpe Ratio is 2.10, which is comparable to the MPC Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of WRTBY and MPC, 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


WRTBYMPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.18

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.11

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.65

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.56

-0.55

Drawdowns

WRTBY vs. MPC - Drawdown Comparison

The maximum WRTBY drawdown since its inception was -98.10%, which is greater than MPC's maximum drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for WRTBY and MPC.


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Drawdown Indicators


WRTBYMPCDifference

Max Drawdown

Largest peak-to-trough decline

-98.10%

-79.67%

-18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-18.33%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-32.90%

-44.75%

+11.85%

Max Drawdown (5Y)

Largest decline over 5 years

-57.97%

-44.75%

-13.22%

Max Drawdown (10Y)

Largest decline over 10 years

-98.10%

-79.67%

-18.43%

Current Drawdown

Current decline from peak

-80.89%

0.00%

-80.89%

Average Drawdown

Average peak-to-trough decline

-53.69%

-17.36%

-36.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

6.93%

+0.12%

Volatility

WRTBY vs. MPC - Volatility Comparison

Wartsila Oyj Abp ADR (WRTBY) has a higher volatility of 16.26% compared to Marathon Petroleum Corporation (MPC) at 11.31%. This indicates that WRTBY's price experiences larger fluctuations and is considered to be riskier than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRTBYMPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

11.31%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

33.44%

25.81%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

52.23%

31.50%

+20.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.15%

33.04%

+19.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

386.37%

40.26%

+346.11%

Dividends

WRTBY vs. MPC - Dividend Comparison

WRTBY's dividend yield for the trailing twelve months is around 2.90%, more than MPC's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
MPC
Marathon Petroleum Corporation
1.46%2.29%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%
WRTBY
Wartsila Oyj Abp ADR
2.90%1.30%2.04%2.00%3.13%1.75%4.20%5.09%6.56%3.38%6.04%2.58%

Financials

WRTBY vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Wartsila Oyj Abp ADR 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
1.56B
34.57B
(WRTBY) Total Revenue
(MPC) Total Revenue
Values in USD except per share items

WRTBY vs. MPC - Profitability Comparison

The chart below illustrates the profitability comparison between Wartsila Oyj Abp ADR and Marathon Petroleum Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
9.6%
Portfolio components
WRTBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wartsila Oyj Abp ADR reported a gross profit of 1.56B and revenue of 1.56B. Therefore, the gross margin over that period was 100.0%.

MPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported a gross profit of 3.31B and revenue of 34.57B. Therefore, the gross margin over that period was 9.6%.

WRTBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wartsila Oyj Abp ADR reported an operating income of 180.00M and revenue of 1.56B, resulting in an operating margin of 11.6%.

MPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported an operating income of 1.40B and revenue of 34.57B, resulting in an operating margin of 4.1%.

WRTBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wartsila Oyj Abp ADR reported a net income of 146.00M and revenue of 1.56B, resulting in a net margin of 9.4%.

MPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marathon Petroleum Corporation reported a net income of 511.00M and revenue of 34.57B, resulting in a net margin of 1.5%.


Frequently Asked Questions


WRTBY and MPC 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.

WRTBY has higher volatility (16.26%) compared to MPC (11.31%). In terms of maximum drawdown, WRTBY dropped -98.10% vs MPC's -79.67%.

MPC currently has the higher Sharpe Ratio (2.18 vs 2.10), 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

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