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

Correlation

The correlation between FLR and MLI is 0.52, 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

FLR vs. MLI - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
12.01%
44.18%
FLR
MLI

Key characteristics

Sharpe Ratio

FLR:

0.67

MLI:

2.10

Sortino Ratio

FLR:

1.07

MLI:

3.10

Omega Ratio

FLR:

1.16

MLI:

1.38

Calmar Ratio

FLR:

0.43

MLI:

4.04

Martin Ratio

FLR:

3.59

MLI:

13.72

Ulcer Index

FLR:

6.79%

MLI:

5.28%

Daily Std Dev

FLR:

36.47%

MLI:

34.49%

Max Drawdown

FLR:

-95.89%

MLI:

-61.71%

Current Drawdown

FLR:

-39.40%

MLI:

-16.41%

Fundamentals

Market Cap

FLR:

$9.17B

MLI:

$9.38B

EPS

FLR:

$1.45

MLI:

$5.14

PE Ratio

FLR:

36.86

MLI:

16.05

PEG Ratio

FLR:

0.38

MLI:

0.00

Total Revenue (TTM)

FLR:

$15.88B

MLI:

$3.58B

Gross Profit (TTM)

FLR:

$431.00M

MLI:

$975.81M

EBITDA (TTM)

FLR:

$278.00M

MLI:

$861.56M

Returns By Period

In the year-to-date period, FLR achieves a 27.85% return, which is significantly lower than MLI's 70.79% return. Over the past 10 years, FLR has underperformed MLI with an annualized return of -0.66%, while MLI has yielded a comparatively higher 19.59% annualized return.


FLR

YTD

27.85%

1M

-4.92%

6M

12.01%

1Y

28.31%

5Y*

22.53%

10Y*

-0.66%

MLI

YTD

70.79%

1M

-12.12%

6M

44.18%

1Y

74.87%

5Y*

40.84%

10Y*

19.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FLR vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) 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 FLR, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.672.10
The chart of Sortino ratio for FLR, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.073.10
The chart of Omega ratio for FLR, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.38
The chart of Calmar ratio for FLR, currently valued at 0.43, compared to the broader market0.002.004.006.000.434.04
The chart of Martin ratio for FLR, currently valued at 3.59, compared to the broader market0.0010.0020.003.5913.72
FLR
MLI

The current FLR Sharpe Ratio is 0.67, which is lower than the MLI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FLR 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.67
2.10
FLR
MLI

Dividends

FLR vs. MLI - Dividend Comparison

FLR has not paid dividends to shareholders, while MLI's dividend yield for the trailing twelve months is around 1.01%.


TTM20232022202120202019201820172016201520142013
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
MLI
Mueller Industries, Inc.
1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%

Drawdowns

FLR vs. MLI - Drawdown Comparison

The maximum FLR drawdown since its inception was -95.89%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for FLR and MLI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.40%
-16.41%
FLR
MLI

Volatility

FLR vs. MLI - Volatility Comparison

The current volatility for Fluor Corporation (FLR) is 9.43%, while Mueller Industries, Inc. (MLI) has a volatility of 11.52%. This indicates that FLR 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
9.43%
11.52%
FLR
MLI

Financials

FLR vs. MLI - Financials Comparison

This section allows you to compare key financial metrics between Fluor Corporation 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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