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

Correlation

The correlation between MLI and EXPD is 0.35, 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.


-0.50.00.51.00.3

Performance

MLI vs. EXPD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
44.18%
-10.16%
MLI
EXPD

Key characteristics

Sharpe Ratio

MLI:

2.10

EXPD:

-0.50

Sortino Ratio

MLI:

3.10

EXPD:

-0.55

Omega Ratio

MLI:

1.38

EXPD:

0.93

Calmar Ratio

MLI:

4.04

EXPD:

-0.61

Martin Ratio

MLI:

13.72

EXPD:

-1.36

Ulcer Index

MLI:

5.28%

EXPD:

7.21%

Daily Std Dev

MLI:

34.49%

EXPD:

19.71%

Max Drawdown

MLI:

-61.71%

EXPD:

-58.07%

Current Drawdown

MLI:

-16.41%

EXPD:

-13.83%

Fundamentals

Market Cap

MLI:

$9.38B

EXPD:

$16.23B

EPS

MLI:

$5.14

EXPD:

$5.14

PE Ratio

MLI:

16.05

EXPD:

22.55

PEG Ratio

MLI:

0.00

EXPD:

3.46

Total Revenue (TTM)

MLI:

$3.58B

EXPD:

$9.92B

Gross Profit (TTM)

MLI:

$975.81M

EXPD:

$1.42B

EBITDA (TTM)

MLI:

$861.56M

EXPD:

$1.02B

Returns By Period

In the year-to-date period, MLI achieves a 70.79% return, which is significantly higher than EXPD's -10.29% return. Over the past 10 years, MLI has outperformed EXPD with an annualized return of 19.59%, while EXPD has yielded a comparatively lower 11.18% annualized return.


MLI

YTD

70.79%

1M

-12.12%

6M

44.18%

1Y

74.87%

5Y*

40.84%

10Y*

19.59%

EXPD

YTD

-10.29%

1M

-3.91%

6M

-10.16%

1Y

-9.03%

5Y*

9.36%

10Y*

11.18%

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Risk-Adjusted Performance

MLI vs. EXPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Expeditors International of Washington, Inc. (EXPD). 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 2.10, compared to the broader market-4.00-2.000.002.002.10-0.50
The chart of Sortino ratio for MLI, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.10-0.55
The chart of Omega ratio for MLI, currently valued at 1.38, compared to the broader market0.501.001.502.001.380.93
The chart of Calmar ratio for MLI, currently valued at 4.04, compared to the broader market0.002.004.006.004.04-0.61
The chart of Martin ratio for MLI, currently valued at 13.72, compared to the broader market0.0010.0020.0013.72-1.36
MLI
EXPD

The current MLI Sharpe Ratio is 2.10, which is higher than the EXPD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of MLI and EXPD, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.10
-0.50
MLI
EXPD

Dividends

MLI vs. EXPD - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.01%, less than EXPD's 1.30% yield.


TTM20232022202120202019201820172016201520142013
MLI
Mueller Industries, Inc.
1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%
EXPD
Expeditors International of Washington, Inc.
1.30%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%1.36%

Drawdowns

MLI vs. EXPD - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, which is greater than EXPD's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for MLI and EXPD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.41%
-13.83%
MLI
EXPD

Volatility

MLI vs. EXPD - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 11.52% compared to Expeditors International of Washington, Inc. (EXPD) at 4.00%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than EXPD 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
11.52%
4.00%
MLI
EXPD

Financials

MLI vs. EXPD - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Expeditors International of Washington, Inc.. 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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