PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MLI vs. BCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MLI vs. BCC - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
55.75%
7.52%
MLI
BCC

Returns By Period

In the year-to-date period, MLI achieves a 93.65% return, which is significantly higher than BCC's 14.52% return. Over the past 10 years, MLI has outperformed BCC with an annualized return of 21.33%, while BCC has yielded a comparatively lower 19.34% annualized return.


MLI

YTD

93.65%

1M

25.10%

6M

55.75%

1Y

121.36%

5Y (annualized)

45.08%

10Y (annualized)

21.33%

BCC

YTD

14.52%

1M

-0.14%

6M

7.52%

1Y

37.94%

5Y (annualized)

39.42%

10Y (annualized)

19.34%

Fundamentals


MLIBCC
Market Cap$10.63B$5.44B
EPS$5.14$10.32
PE Ratio18.1813.72
PEG Ratio0.001.09
Total Revenue (TTM)$3.58B$6.80B
Gross Profit (TTM)$975.81M$1.30B
EBITDA (TTM)$818.54M$686.62M

Key characteristics


MLIBCC
Sharpe Ratio3.711.07
Sortino Ratio4.961.63
Omega Ratio1.601.20
Calmar Ratio11.011.60
Martin Ratio37.443.87
Ulcer Index3.29%10.41%
Daily Std Dev33.28%37.58%
Max Drawdown-61.71%-67.67%
Current Drawdown-5.22%-3.71%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between MLI and BCC is 0.54, 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.

Risk-Adjusted Performance

MLI vs. BCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Boise Cascade Company (BCC). 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 3.71, compared to the broader market-4.00-2.000.002.004.003.711.07
The chart of Sortino ratio for MLI, currently valued at 4.96, compared to the broader market-4.00-2.000.002.004.004.961.63
The chart of Omega ratio for MLI, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.20
The chart of Calmar ratio for MLI, currently valued at 11.01, compared to the broader market0.002.004.006.0011.011.60
The chart of Martin ratio for MLI, currently valued at 37.44, compared to the broader market-10.000.0010.0020.0030.0037.443.87
MLI
BCC

The current MLI Sharpe Ratio is 3.71, which is higher than the BCC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MLI and BCC, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.71
1.07
MLI
BCC

Dividends

MLI vs. BCC - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.83%, less than BCC's 7.64% yield.


TTM20232022202120202019201820172016201520142013
MLI
Mueller Industries, Inc.
0.83%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%
BCC
Boise Cascade Company
7.64%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%

Drawdowns

MLI vs. BCC - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, smaller than the maximum BCC drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for MLI and BCC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.22%
-3.71%
MLI
BCC

Volatility

MLI vs. BCC - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 18.27% compared to Boise Cascade Company (BCC) at 9.48%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than BCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
18.27%
9.48%
MLI
BCC

Financials

MLI vs. BCC - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Boise Cascade Company. 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