ATI vs. MLI
Compare and contrast key facts about Allegheny Technologies Incorporated (ATI) and Mueller Industries, Inc. (MLI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATI or MLI.
Key characteristics
| ATI | MLI | |
|---|---|---|
| YTD Return | 29.23% | 100.28% |
| 1Y Return | 32.19% | 145.35% |
| 3Y Return (Ann) | 50.80% | 48.17% |
| 5Y Return (Ann) | 20.47% | 45.15% |
| 10Y Return (Ann) | 6.53% | 21.82% |
| Sharpe Ratio | 0.90 | 4.41 |
| Sortino Ratio | 1.49 | 5.64 |
| Omega Ratio | 1.19 | 1.69 |
| Calmar Ratio | 0.56 | 9.51 |
| Martin Ratio | 4.72 | 45.82 |
| Ulcer Index | 7.31% | 3.22% |
| Daily Std Dev | 38.39% | 33.42% |
| Max Drawdown | -94.72% | -61.71% |
| Current Drawdown | -40.69% | -1.98% |
Fundamentals
| ATI | MLI | |
|---|---|---|
| Market Cap | $8.49B | $10.63B |
| EPS | $2.57 | $5.14 |
| PE Ratio | 22.86 | 18.18 |
| PEG Ratio | 1.20 | 0.00 |
| Total Revenue (TTM) | $5.11B | $3.58B |
| Gross Profit (TTM) | $855.30M | $975.81M |
| EBITDA (TTM) | $614.20M | $818.54M |
Correlation
The correlation between ATI and MLI is 0.53, 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.
Performance
ATI vs. MLI - Performance Comparison
In the year-to-date period, ATI achieves a 29.23% return, which is significantly lower than MLI's 100.28% return. Over the past 10 years, ATI has underperformed MLI with an annualized return of 6.53%, while MLI has yielded a comparatively higher 21.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATI vs. MLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegheny Technologies Incorporated (ATI) 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.
Dividends
ATI vs. MLI - Dividend Comparison
ATI has not paid dividends to shareholders, while MLI's dividend yield for the trailing twelve months is around 0.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATI Allegheny Technologies Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.51% | 5.51% | 2.07% | 2.02% |
MLI Mueller Industries, Inc. | 0.80% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% | 0.88% | 0.79% |
Drawdowns
ATI vs. MLI - Drawdown Comparison
The maximum ATI drawdown since its inception was -94.72%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for ATI and MLI. For additional features, visit the drawdowns tool.
Volatility
ATI vs. MLI - Volatility Comparison
The current volatility for Allegheny Technologies Incorporated (ATI) is 15.32%, while Mueller Industries, Inc. (MLI) has a volatility of 18.03%. This indicates that ATI 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.
Financials
ATI vs. MLI - Financials Comparison
This section allows you to compare key financial metrics between Allegheny Technologies Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities