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

Correlation

The correlation between MLI and JHG 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

MLI vs. JHG - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
538.56%
107.09%
MLI
JHG

Key characteristics

Sharpe Ratio

MLI:

2.22

JHG:

2.18

Sortino Ratio

MLI:

3.22

JHG:

2.91

Omega Ratio

MLI:

1.39

JHG:

1.37

Calmar Ratio

MLI:

4.26

JHG:

1.44

Martin Ratio

MLI:

14.22

JHG:

14.32

Ulcer Index

MLI:

5.37%

JHG:

3.39%

Daily Std Dev

MLI:

34.46%

JHG:

22.30%

Max Drawdown

MLI:

-61.71%

JHG:

-67.20%

Current Drawdown

MLI:

-15.69%

JHG:

-6.81%

Fundamentals

Market Cap

MLI:

$9.38B

JHG:

$7.02B

EPS

MLI:

$5.14

JHG:

$2.53

PE Ratio

MLI:

16.05

JHG:

17.45

PEG Ratio

MLI:

0.00

JHG:

1.18

Total Revenue (TTM)

MLI:

$3.58B

JHG:

$2.39B

Gross Profit (TTM)

MLI:

$975.81M

JHG:

$1.80B

EBITDA (TTM)

MLI:

$861.56M

JHG:

$559.60M

Returns By Period

In the year-to-date period, MLI achieves a 72.27% return, which is significantly higher than JHG's 47.61% return.


MLI

YTD

72.27%

1M

-11.67%

6M

44.80%

1Y

74.31%

5Y*

41.05%

10Y*

19.58%

JHG

YTD

47.61%

1M

-2.99%

6M

27.93%

1Y

48.05%

5Y*

17.51%

10Y*

N/A

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

MLI vs. JHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Janus Henderson Group plc (JHG). 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 MLI, currently valued at 2.22, compared to the broader market-4.00-2.000.002.002.222.18
The chart of Sortino ratio for MLI, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.222.91
The chart of Omega ratio for MLI, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.37
The chart of Calmar ratio for MLI, currently valued at 4.26, compared to the broader market0.002.004.006.004.261.44
The chart of Martin ratio for MLI, currently valued at 14.22, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.2214.32
MLI
JHG

The current MLI Sharpe Ratio is 2.22, which is comparable to the JHG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of MLI and JHG, 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
2.22
2.18
MLI
JHG

Dividends

MLI vs. JHG - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.00%, less than JHG's 3.67% yield.


TTM20232022202120202019201820172016201520142013
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%
JHG
Janus Henderson Group plc
3.67%5.17%6.59%3.58%4.43%5.89%6.76%1.67%0.00%0.00%0.00%0.00%

Drawdowns

MLI vs. JHG - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, smaller than the maximum JHG drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for MLI and JHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-6.81%
MLI
JHG

Volatility

MLI vs. JHG - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 11.58% compared to Janus Henderson Group plc (JHG) at 6.05%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than JHG 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
11.58%
6.05%
MLI
JHG

Financials

MLI vs. JHG - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Janus Henderson Group plc. 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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