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

Correlation

The correlation between EXPD and MLI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EXPD vs. MLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) and Mueller Industries, Inc. (MLI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025
-9.08%
16.48%
EXPD
MLI

Key characteristics

Sharpe Ratio

EXPD:

-0.55

MLI:

1.93

Sortino Ratio

EXPD:

-0.63

MLI:

2.88

Omega Ratio

EXPD:

0.92

MLI:

1.35

Calmar Ratio

EXPD:

-0.66

MLI:

3.72

Martin Ratio

EXPD:

-1.37

MLI:

9.38

Ulcer Index

EXPD:

7.99%

MLI:

7.11%

Daily Std Dev

EXPD:

19.78%

MLI:

34.48%

Max Drawdown

EXPD:

-58.07%

MLI:

-61.71%

Current Drawdown

EXPD:

-12.63%

MLI:

-16.39%

Fundamentals

Market Cap

EXPD:

$16.14B

MLI:

$8.97B

EPS

EXPD:

$5.13

MLI:

$5.14

PE Ratio

EXPD:

22.48

MLI:

15.35

PEG Ratio

EXPD:

3.38

MLI:

0.00

Total Revenue (TTM)

EXPD:

$7.65B

MLI:

$2.85B

Gross Profit (TTM)

EXPD:

$1.08B

MLI:

$789.07M

EBITDA (TTM)

EXPD:

$786.13M

MLI:

$673.73M

Returns By Period

In the year-to-date period, EXPD achieves a 3.19% return, which is significantly higher than MLI's 0.19% return. Over the past 10 years, EXPD has underperformed MLI with an annualized return of 11.56%, while MLI has yielded a comparatively higher 20.30% annualized return.


EXPD

YTD

3.19%

1M

3.16%

6M

-7.88%

1Y

-9.96%

5Y*

10.69%

10Y*

11.56%

MLI

YTD

0.19%

1M

-0.33%

6M

12.70%

1Y

61.78%

5Y*

42.84%

10Y*

20.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EXPD vs. MLI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXPD
The Risk-Adjusted Performance Rank of EXPD is 1414
Overall Rank
The Sharpe Ratio Rank of EXPD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 99
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 99
Martin Ratio Rank

MLI
The Risk-Adjusted Performance Rank of MLI is 9292
Overall Rank
The Sharpe Ratio Rank of MLI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MLI is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MLI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of MLI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of MLI is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXPD vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) 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 EXPD, currently valued at -0.55, compared to the broader market-2.000.002.00-0.551.93
The chart of Sortino ratio for EXPD, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.632.88
The chart of Omega ratio for EXPD, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.35
The chart of Calmar ratio for EXPD, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.663.72
The chart of Martin ratio for EXPD, currently valued at -1.37, compared to the broader market0.0010.0020.00-1.379.38
EXPD
MLI

The current EXPD Sharpe Ratio is -0.55, which is lower than the MLI Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EXPD 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 Ratio-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025
-0.55
1.93
EXPD
MLI

Dividends

EXPD vs. MLI - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.28%, more than MLI's 1.01% yield.


TTM20242023202220212020201920182017201620152014
EXPD
Expeditors International of Washington, Inc.
1.28%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%
MLI
Mueller Industries, Inc.
1.01%1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%

Drawdowns

EXPD vs. MLI - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum MLI drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for EXPD and MLI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-12.63%
-16.39%
EXPD
MLI

Volatility

EXPD vs. MLI - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) and Mueller Industries, Inc. (MLI) have volatilities of 5.84% and 5.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
5.84%
5.79%
EXPD
MLI

Financials

EXPD vs. MLI - Financials Comparison

This section allows you to compare key financial metrics between Expeditors International of Washington, 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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