MLI vs. EPOL
MLI (Mueller Industries, Inc.) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past 10 years, MLI returned 26.29%/yr vs 11.45%/yr for EPOL. At a 0.41 correlation, their price movements are largely independent.
Performance
MLI vs. EPOL - Performance Comparison
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Returns By Period
In the year-to-date period, MLI achieves a 14.78% return, which is significantly higher than EPOL's 13.58% return. Over the past 10 years, MLI has outperformed EPOL with an annualized return of 26.29%, while EPOL has yielded a comparatively lower 11.45% annualized return.
MLI
- 1D
- 0.60%
- 1M
- 0.38%
- YTD
- 14.78%
- 6M
- 18.33%
- 1Y
- 68.84%
- 3Y*
- 51.13%
- 5Y*
- 43.33%
- 10Y*
- 26.29%
EPOL
- 1D
- -0.52%
- 1M
- 5.18%
- YTD
- 13.58%
- 6M
- 22.93%
- 1Y
- 40.50%
- 3Y*
- 35.67%
- 5Y*
- 15.78%
- 10Y*
- 11.45%
MLI vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLI Mueller Industries, Inc. | 14.78% | 46.29% | 70.51% | 62.38% | 1.05% | 70.95% | 12.30% | 37.79% | -33.10% | -2.76% |
EPOL iShares MSCI Poland ETF | 13.58% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 52.43% |
Correlation
The correlation between MLI and EPOL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 27, 2010 | 0.41 |
The correlation between MLI and EPOL shifts across timeframes, from 0.30 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MLI vs. EPOL — Risk / Return Rank
MLI
EPOL
MLI vs. EPOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and iShares MSCI Poland ETF (EPOL). 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.
| MLI | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.68 | -0.59 |
| Martin ratioReturn relative to average drawdown | 8.58 | 10.07 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MLI | EPOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.76 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.32 | 0.55 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.42 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.21 | +0.27 |
Drawdowns
MLI vs. EPOL - Drawdown Comparison
The maximum MLI drawdown since its inception was -61.72%, roughly equal to the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for MLI and EPOL.
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Drawdown Indicators
| MLI | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.72% | -63.72% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -22.33% | -11.04% | -11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -27.79% | -21.81% | -5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.79% | -54.21% | +26.42% |
Max Drawdown (10Y)Largest decline over 10 years | -52.95% | -61.41% | +8.46% |
Current DrawdownCurrent decline from peak | -6.73% | -1.65% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -16.05% | -26.89% | +10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 4.03% | +4.02% |
Volatility
MLI vs. EPOL - Volatility Comparison
Mueller Industries, Inc. (MLI) has a higher volatility of 11.02% compared to iShares MSCI Poland ETF (EPOL) at 7.84%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLI | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 7.84% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 25.74% | 17.35% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.10% | 23.20% | +6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 29.06% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 27.65% | +8.11% |
Dividends
MLI vs. EPOL - Dividend Comparison
MLI's dividend yield for the trailing twelve months is around 0.84%, less than EPOL's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 4.21% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
MLI Mueller Industries, Inc. | 0.84% | 0.87% | 1.01% | 1.27% | 1.69% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% |
Frequently Asked Questions
MLI and EPOL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MLI has higher volatility (11.02%) compared to EPOL (7.84%). In terms of maximum drawdown, MLI dropped -61.72% vs EPOL's -63.72%.
MLI currently has the higher Sharpe Ratio (2.30 vs 1.76), 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.
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