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APAM vs. MLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APAM and MLI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

APAM vs. MLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Partners Asset Management Inc. (APAM) and Mueller Industries, Inc. (MLI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
10.92%
40.51%
APAM
MLI

Key characteristics

Sharpe Ratio

APAM:

0.19

MLI:

2.12

Sortino Ratio

APAM:

0.46

MLI:

3.12

Omega Ratio

APAM:

1.05

MLI:

1.38

Calmar Ratio

APAM:

0.31

MLI:

4.08

Martin Ratio

APAM:

0.72

MLI:

13.37

Ulcer Index

APAM:

7.48%

MLI:

5.47%

Daily Std Dev

APAM:

28.64%

MLI:

34.50%

Max Drawdown

APAM:

-59.70%

MLI:

-61.71%

Current Drawdown

APAM:

-10.57%

MLI:

-16.28%

Fundamentals

Market Cap

APAM:

$3.21B

MLI:

$9.38B

EPS

APAM:

$3.60

MLI:

$5.14

PE Ratio

APAM:

12.71

MLI:

16.05

PEG Ratio

APAM:

1.38

MLI:

0.00

Total Revenue (TTM)

APAM:

$1.13B

MLI:

$3.58B

Gross Profit (TTM)

APAM:

$522.28M

MLI:

$975.81M

EBITDA (TTM)

APAM:

$378.89M

MLI:

$861.56M

Returns By Period

In the year-to-date period, APAM achieves a 6.94% return, which is significantly lower than MLI's 71.07% return. Over the past 10 years, APAM has underperformed MLI with an annualized return of 8.14%, while MLI has yielded a comparatively higher 19.29% annualized return.


APAM

YTD

6.94%

1M

-7.95%

6M

10.06%

1Y

5.27%

5Y*

15.79%

10Y*

8.14%

MLI

YTD

71.07%

1M

-9.19%

6M

41.33%

1Y

70.38%

5Y*

40.23%

10Y*

19.29%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

APAM vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Partners Asset Management Inc. (APAM) and Mueller Industries, Inc. (MLI). 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.


Sharpe ratio
The chart of Sharpe ratio for APAM, currently valued at 0.19, compared to the broader market-4.00-2.000.002.000.192.12
The chart of Sortino ratio for APAM, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.463.12
The chart of Omega ratio for APAM, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.38
The chart of Calmar ratio for APAM, currently valued at 0.31, compared to the broader market0.002.004.006.000.314.08
The chart of Martin ratio for APAM, currently valued at 0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7213.37
APAM
MLI

The current APAM Sharpe Ratio is 0.19, which is lower than the MLI Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of APAM and MLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.19
2.12
APAM
MLI

Dividends

APAM vs. MLI - Dividend Comparison

APAM's dividend yield for the trailing twelve months is around 7.20%, more than MLI's 1.00% yield.


TTM20232022202120202019201820172016201520142013
APAM
Artisan Partners Asset Management Inc.
7.20%6.02%12.36%8.88%6.73%10.49%14.43%6.99%9.41%9.29%7.58%1.32%
MLI
Mueller Industries, Inc.
1.00%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%

Drawdowns

APAM vs. MLI - Drawdown Comparison

The maximum APAM drawdown since its inception was -59.70%, roughly equal to the maximum MLI drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for APAM and MLI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.57%
-16.28%
APAM
MLI

Volatility

APAM vs. MLI - Volatility Comparison

The current volatility for Artisan Partners Asset Management Inc. (APAM) is 7.49%, while Mueller Industries, Inc. (MLI) has a volatility of 11.49%. This indicates that APAM experiences smaller price fluctuations and is considered to be less risky than MLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.49%
11.49%
APAM
MLI

Financials

APAM vs. MLI - Financials Comparison

This section allows you to compare key financial metrics between Artisan Partners Asset Management Inc. and Mueller Industries, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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