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MDU vs. DLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MDUDLX
YTD Return67.81%13.53%
1Y Return79.50%29.71%
3Y Return (Ann)23.01%-9.97%
5Y Return (Ann)15.60%-10.42%
10Y Return (Ann)11.87%-5.86%
Sharpe Ratio3.300.82
Sortino Ratio4.401.40
Omega Ratio1.561.17
Calmar Ratio4.820.42
Martin Ratio20.772.54
Ulcer Index3.81%11.67%
Daily Std Dev24.00%36.00%
Max Drawdown-62.17%-84.62%
Current Drawdown-2.03%-60.32%

Fundamentals


MDUDLX
Market Cap$3.67B$1.05B
EPS$1.94$1.24
PE Ratio9.2819.11
PEG Ratio1.990.57
Total Revenue (TTM)$4.45B$2.14B
Gross Profit (TTM)$62.94M$1.14B
EBITDA (TTM)$693.63M$315.75M

Correlation

-0.50.00.51.00.3

The correlation between MDU and DLX is 0.31, 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.

Performance

MDU vs. DLX - Performance Comparison

In the year-to-date period, MDU achieves a 67.81% return, which is significantly higher than DLX's 13.53% return. Over the past 10 years, MDU has outperformed DLX with an annualized return of 11.87%, while DLX has yielded a comparatively lower -5.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.08%
2.44%
MDU
DLX

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Risk-Adjusted Performance

MDU vs. DLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MDU Resources Group, Inc. (MDU) and Deluxe Corporation (DLX). 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.


MDU
Sharpe ratio
The chart of Sharpe ratio for MDU, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.30
Sortino ratio
The chart of Sortino ratio for MDU, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.006.004.40
Omega ratio
The chart of Omega ratio for MDU, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for MDU, currently valued at 4.82, compared to the broader market0.002.004.006.004.82
Martin ratio
The chart of Martin ratio for MDU, currently valued at 20.77, compared to the broader market0.0010.0020.0030.0020.77
DLX
Sharpe ratio
The chart of Sharpe ratio for DLX, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.82
Sortino ratio
The chart of Sortino ratio for DLX, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.006.001.40
Omega ratio
The chart of Omega ratio for DLX, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for DLX, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for DLX, currently valued at 2.54, compared to the broader market0.0010.0020.0030.002.54

MDU vs. DLX - Sharpe Ratio Comparison

The current MDU Sharpe Ratio is 3.30, which is higher than the DLX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of MDU and DLX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.30
0.82
MDU
DLX

Dividends

MDU vs. DLX - Dividend Comparison

MDU's dividend yield for the trailing twelve months is around 1.56%, less than DLX's 5.14% yield.


TTM20232022202120202019201820172016201520142013
MDU
MDU Resources Group, Inc.
1.56%4.06%4.06%4.46%5.10%2.75%5.37%4.06%3.69%5.65%4.29%3.65%
DLX
Deluxe Corporation
5.14%5.59%7.07%3.74%4.11%2.40%3.12%1.56%1.68%2.20%1.85%1.92%

Drawdowns

MDU vs. DLX - Drawdown Comparison

The maximum MDU drawdown since its inception was -62.17%, smaller than the maximum DLX drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for MDU and DLX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.03%
-60.32%
MDU
DLX

Volatility

MDU vs. DLX - Volatility Comparison

The current volatility for MDU Resources Group, Inc. (MDU) is 12.77%, while Deluxe Corporation (DLX) has a volatility of 14.78%. This indicates that MDU experiences smaller price fluctuations and is considered to be less risky than DLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.77%
14.78%
MDU
DLX

Financials

MDU vs. DLX - Financials Comparison

This section allows you to compare key financial metrics between MDU Resources Group, Inc. and Deluxe Corporation. 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