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Martin Marietta Materials, Inc. (MLM) Sharpe Ratio: 0.96

MLM's Sharpe Ratio of 0.96 indicates that for each unit of volatility, it generates 0.96 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MLM Sharpe Ratio Rank

MLM Sharpe Ratio Rank: 74.274
Above Average

MLM ranks above 74.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

MLM Sharpe Ratio Market Positioning

The chart shows MLM's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.07
  • Green zone (top 25%): 1.07 or higher
  • Top 1%: 4.64+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Martin Marietta Materials, Inc.'s Sharpe Ratio with other stocks in the Building Materials industry across multiple time periods, showing how MLM's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CXCEMEX, S.A.B. de C.V.3.02
HCMLFHolcim Ltd1.69
CPACCementos Pacasmayo S.A.A.1.44
USLMUnited States Lime & Minerals, Inc.1.26
MDUMDU Resources Group, Inc.1.15
CMTOYCementos Argos SA ADR1.14
HCMLYLafargeholcim Ltd ADR1.10
MLMMartin Marietta Materials, Inc.0.96
XYIGYXinyi Glass Holdings Ltd0.86
VMCVulcan Materials Company0.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MLM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MLM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore MLM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

MLM Sortino Ratio