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

Correlation

The correlation between MLI and EXPD is 0.47, 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.


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.

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Key characteristics

Sharpe Ratio

MLI:

1.03

EXPD:

0.07

Sortino Ratio

MLI:

1.68

EXPD:

0.28

Omega Ratio

MLI:

1.20

EXPD:

1.04

Calmar Ratio

MLI:

1.26

EXPD:

0.09

Martin Ratio

MLI:

2.80

EXPD:

0.20

Ulcer Index

MLI:

12.50%

EXPD:

9.76%

Daily Std Dev

MLI:

37.13%

EXPD:

25.80%

Max Drawdown

MLI:

-61.71%

EXPD:

-58.07%

Current Drawdown

MLI:

-16.26%

EXPD:

-9.55%

Fundamentals

Market Cap

MLI:

$8.78B

EXPD:

$16.21B

EPS

MLI:

$5.51

EXPD:

$6.01

PE Ratio

MLI:

14.41

EXPD:

19.69

PEG Ratio

MLI:

0.00

EXPD:

4.15

PS Ratio

MLI:

2.24

EXPD:

1.47

PB Ratio

MLI:

3.28

EXPD:

6.89

Total Revenue (TTM)

MLI:

$3.92B

EXPD:

$11.06B

Gross Profit (TTM)

MLI:

$1.08B

EXPD:

$1.42B

EBITDA (TTM)

MLI:

$891.70M

EXPD:

$1.15B

Returns By Period

In the year-to-date period, MLI achieves a 0.35% return, which is significantly lower than EXPD's 6.82% return. Over the past 10 years, MLI has outperformed EXPD with an annualized return of 18.69%, while EXPD has yielded a comparatively lower 11.07% annualized return.


MLI

YTD

0.35%

1M

11.88%

6M

-9.97%

1Y

39.74%

5Y*

47.01%

10Y*

18.69%

EXPD

YTD

6.82%

1M

10.90%

6M

-0.93%

1Y

1.58%

5Y*

11.25%

10Y*

11.07%

*Annualized

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Risk-Adjusted Performance

MLI vs. EXPD — Risk-Adjusted Performance Rank

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

MLI
The Risk-Adjusted Performance Rank of MLI is 8181
Overall Rank
The Sharpe Ratio Rank of MLI is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MLI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MLI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MLI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MLI is 7777
Martin Ratio Rank

EXPD
The Risk-Adjusted Performance Rank of EXPD is 5050
Overall Rank
The Sharpe Ratio Rank of EXPD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MLI Sharpe Ratio is 1.03, which is higher than the EXPD Sharpe Ratio of 0.07. 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.


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Dividends

MLI vs. EXPD - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.07%, less than EXPD's 1.23% yield.


TTM20242023202220212020201920182017201620152014
MLI
Mueller Industries, Inc.
1.07%1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%
EXPD
Expeditors International of Washington, Inc.
1.23%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%

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.


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Volatility

MLI vs. EXPD - Volatility Comparison

The current volatility for Mueller Industries, Inc. (MLI) is 8.09%, while Expeditors International of Washington, Inc. (EXPD) has a volatility of 10.91%. This indicates that MLI experiences smaller price fluctuations and is considered to be less risky than EXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
1.00B
2.67B
(MLI) Total Revenue
(EXPD) Total Revenue
Values in USD except per share items

MLI vs. EXPD - Profitability Comparison

The chart below illustrates the profitability comparison between Mueller Industries, Inc. and Expeditors International of Washington, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20212022202320242025
27.2%
13.2%
(MLI) Gross Margin
(EXPD) Gross Margin
MLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mueller Industries, Inc. reported a gross profit of 271.98M and revenue of 1.00B. Therefore, the gross margin over that period was 27.2%.

EXPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a gross profit of 352.86M and revenue of 2.67B. Therefore, the gross margin over that period was 13.2%.

MLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mueller Industries, Inc. reported an operating income of 206.26M and revenue of 1.00B, resulting in an operating margin of 20.6%.

EXPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported an operating income of 265.86M and revenue of 2.67B, resulting in an operating margin of 10.0%.

MLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mueller Industries, Inc. reported a net income of 157.43M and revenue of 1.00B, resulting in a net margin of 15.7%.

EXPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a net income of 203.80M and revenue of 2.67B, resulting in a net margin of 7.6%.