Marathon Petroleum (MPC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Marathon Petroleum, a component of the S&P 500 in the Energy. Data as of 2026-10-29.
| Last close price | $440.77 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +47.58% |
| Total return over period | +219.42% |
| Annualized volatility | 33.44% |
| Period volatility | 57.77% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.58 |
| Sortino ratio | 5.15 |
| Max drawdown | -44.75% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.95% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $115.62 – $484.92 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Marathon Petroleum (MPC) has posted an annualized return of +47.58% with annual volatility of 33.44%, a Sharpe ratio of 3.58. Its worst stretch (max drawdown from a peak) was -44.75%. Its correlation with the S&P 500 is 0.27, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MPC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Marathon Petroleum (MPC) is of the S&P 500.
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