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MLI vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MLI vs. COST - Performance Comparison

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

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Returns By Period

In the year-to-date period, MLI achieves a 22.23% return, which is significantly higher than COST's 10.63% return. Over the past 10 years, MLI has outperformed COST with an annualized return of 27.18%, while COST has yielded a comparatively lower 21.90% annualized return.


MLI

1D
1.54%
1M
4.86%
YTD
22.23%
6M
19.55%
1Y
91.83%
3Y*
51.24%
5Y*
47.29%
10Y*
27.18%

COST

1D
-0.01%
1M
-7.48%
YTD
10.63%
6M
12.24%
1Y
-2.41%
3Y*
23.60%
5Y*
20.70%
10Y*
21.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLI vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLI
Mueller Industries, Inc.
22.23%46.29%70.51%62.38%1.05%70.95%12.30%37.79%-33.10%-2.76%
COST
Costco Wholesale Corporation
10.63%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between MLI and COST is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 22, 1993

0.28

The correlation between MLI and COST shifts across timeframes, from -0.04 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MLI:

$10.18

COST:

$26.51

PE Ratio

MLI:

13.71

COST:

35.89

PEG Ratio

MLI:

0.89

COST:

2.81

PS Ratio

MLI:

2.66

COST:

1.08

Total Revenue (TTM)

MLI:

$4.37B

COST:

$293.59B

Gross Profit (TTM)

MLI:

$871.92M

COST:

$11.12B

EBITDA (TTM)

MLI:

$1.03B

COST:

$12.48B

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Return for Risk

MLI vs. COST — Risk / Return Rank

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

MLI
MLI Risk / Return Rank: 9292
Overall Rank
MLI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MLI Sortino Ratio Rank: 9393
Sortino Ratio Rank
MLI Omega Ratio Rank: 9494
Omega Ratio Rank
MLI Calmar Ratio Rank: 8989
Calmar Ratio Rank
MLI Martin Ratio Rank: 9090
Martin Ratio Rank

COST
COST Risk / Return Rank: 3434
Overall Rank
COST Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3030
Sortino Ratio Rank
COST Omega Ratio Rank: 3131
Omega Ratio Rank
COST Calmar Ratio Rank: 3737
Calmar Ratio Rank
COST Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MLI vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Costco Wholesale Corporation (COST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLICOSTDifference
Sharpe ratioReturn per unit of total volatility

+3.21

Sortino ratioReturn per unit of downside risk

+3.62

Omega ratioGain probability vs. loss probability

1.53

0.99

+0.53

Calmar ratioReturn relative to maximum drawdown

4.13

-0.16

+4.29

Martin ratioReturn relative to average drawdown

11.47

-0.35

+11.82

MLI vs. COST - Sharpe Ratio Comparison

The current MLI Sharpe Ratio is 3.08, which is higher than the COST Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of MLI and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MLI vs. COST - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.72%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MLI and COST.


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Drawdown Indicators


MLICOSTDifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-53.39%

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-15.14%

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-27.79%

-20.74%

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

-31.40%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-52.95%

-31.40%

-21.55%

Current Drawdown

Current decline from peak

-0.68%

-13.06%

+12.38%

Average Drawdown

Average peak-to-trough decline

-16.03%

-13.36%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

6.86%

+1.17%

Volatility

MLI vs. COST - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 9.71% compared to Costco Wholesale Corporation (COST) at 6.51%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLICOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

6.51%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

25.79%

14.49%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

30.01%

18.95%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.99%

22.73%

+10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

21.98%

+13.81%

Dividends

MLI vs. COST - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.86%, more than COST's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.56%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
MLI
Mueller Industries, Inc.
0.86%0.87%1.01%1.27%1.69%0.88%1.14%1.26%1.71%9.60%0.94%1.11%

Financials

MLI vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Costco Wholesale 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
1.19B
70.53B
(MLI) Total Revenue
(COST) Total Revenue
Values in USD except per share items

MLI vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Mueller Industries, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-30.0%-20.0%-10.0%0.0%10.0%20.0%30.0%202220232024202520260
-25.1%
Portfolio components
MLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mueller Industries, Inc. reported a gross profit of 0.00 and revenue of 1.19B. Therefore, the gross margin over that period was 0.0%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.

MLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mueller Industries, Inc. reported an operating income of 312.23M and revenue of 1.19B, resulting in an operating margin of 26.2%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

MLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mueller Industries, Inc. reported a net income of 239.02M and revenue of 1.19B, resulting in a net margin of 20.0%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.


Frequently Asked Questions


MLI and COST have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLI has higher volatility (9.71%) compared to COST (6.51%). In terms of maximum drawdown, MLI dropped -61.72% vs COST's -53.39%.

MLI currently has the higher Sharpe Ratio (3.08 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MLI and COST

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