MUSA Murphy USA I...

Fundamental Data

Get detailed Fundamental insights of Murphy USA Inc. and compare it to the S&P500.
YTD Return
MUSA +47.88%
vs.
SPY +18.46%
1-Year Return
MUSA +57.94%
vs.
SPY +27.00%
3-Year Return
MUSA +31.47%
vs.
SPY +5.68%

Worst 10 Drawdowns of MUSA

Started Recovered Drawdown Days
Mar 31, 2015 Jun 22, 2016 -33.72% 450
Nov 19, 2019 Jul 20, 2020 -32.56% 245
Jan 24, 2018 Aug 5, 2019 -29.37% 559
Aug 8, 2016 Dec 1, 2017 -27.10% 481
Nov 2, 2022 Jul 17, 2023 -24.67% 258
Mar 30, 2021 Aug 18, 2021 -16.72% 142
May 18, 2022 Jul 8, 2022 -15.95% 52
Aug 19, 2020 Mar 24, 2021 -15.85% 218
Jan 3, 2022 Mar 28, 2022 -15.01% 85
Aug 30, 2022 Oct 26, 2022 -11.31% 58

MUSA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

MUSA
S&P500
Metric MUSA S&P500
Cumulative Return +677.23% +174.09%
Compound Annual Growth Rate (CAGR) +15.7% +7.44%
Sharpe 0.85 0.67
Sortino 1.32 0.94
Max Drawdown -33.72% -34.1%
Longest Drawdown Days 559 745
Volatility (ann.) 30.14% 17.83%
Correlation 39.58% -
R^2 0.16 -
Calmar 0.47 0.22
Skew 1.12 -0.55
Kurtosis 16.89 12.49
Expected Daily +0.08% +0.04%
Expected Monthly +1.77% +0.87%
Expected Yearly +22.76% +10.61%
Kelly Criterion 6.76% 4.02%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.02% -1.80%
Expected Shortfall (cVaR) -3.02% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.17 0.14
Gain/Pain (1M) 1.00 0.78
Payoff Ratio 1.03 0.91
Profit Factor 1.17 1.14
Outlier Win Ratio 2.97 5.45
Outlier Loss Ratio 3.23 5.37
MTD +1.47% -0.11%
3M +12.01% +3.74%
6M +25.01% +10.44%
Best Day +24.35% +9.06%
Worst Day -12.82% -10.94%
Best Month +38.25% +12.70%
Worst Month -14.88% -13.00%
Best Year +52.66% +28.79%
Worst Year -10.47% -19.48%
Avg. Drawdown -5.01% -1.83%
Avg. Drawdown Days 38 22
Recovery Factor 7.37 3.41
Ulcer Index 0.12 0.08
Avg. Up Month +8.22% +3.79%
Avg. Down Month -5.78% -4.91%
Win Days 52.69% 54.39%
Win Month 55.56% 66.67%
Win Quarter 71.79% 76.92%
Win Year 80.00% 70.00%