MLI vs. EXPD
Compare and contrast key facts about Mueller Industries, Inc. (MLI) and Expeditors International of Washington, Inc. (EXPD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MLI or EXPD.
Performance
MLI vs. EXPD - Performance Comparison
Returns By Period
In the year-to-date period, MLI achieves a 93.65% return, which is significantly higher than EXPD's -4.83% return. Over the past 10 years, MLI has outperformed EXPD with an annualized return of 21.33%, while EXPD has yielded a comparatively lower 11.94% annualized return.
MLI
93.65%
25.10%
55.75%
121.36%
45.08%
21.33%
EXPD
-4.83%
-0.14%
2.24%
2.34%
11.11%
11.94%
Fundamentals
| MLI | EXPD | |
|---|---|---|
| Market Cap | $10.63B | $16.82B |
| EPS | $5.14 | $5.13 |
| PE Ratio | 18.18 | 23.42 |
| PEG Ratio | 0.00 | 3.59 |
| Total Revenue (TTM) | $3.58B | $9.92B |
| Gross Profit (TTM) | $975.81M | $3.98B |
| EBITDA (TTM) | $818.54M | $1.02B |
Key characteristics
| MLI | EXPD | |
|---|---|---|
| Sharpe Ratio | 3.71 | 0.17 |
| Sortino Ratio | 4.96 | 0.35 |
| Omega Ratio | 1.60 | 1.05 |
| Calmar Ratio | 11.01 | 0.21 |
| Martin Ratio | 37.44 | 0.50 |
| Ulcer Index | 3.29% | 6.72% |
| Daily Std Dev | 33.28% | 19.60% |
| Max Drawdown | -61.71% | -58.07% |
| Current Drawdown | -5.22% | -8.58% |
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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.
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.
Dividends
MLI vs. EXPD - Dividend Comparison
MLI's dividend yield for the trailing twelve months is around 0.83%, less than EXPD's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXPD Expeditors International of Washington, Inc. | 1.18% | 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.
Volatility
MLI vs. EXPD - Volatility Comparison
Mueller Industries, Inc. (MLI) has a higher volatility of 18.27% compared to Expeditors International of Washington, Inc. (EXPD) at 3.51%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities