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

Performance

MLI vs. LECO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
55.75%
-8.40%
MLI
LECO

Returns By Period

In the year-to-date period, MLI achieves a 93.65% return, which is significantly higher than LECO's -3.79% return. Over the past 10 years, MLI has outperformed LECO with an annualized return of 21.33%, while LECO has yielded a comparatively lower 12.78% annualized return.


MLI

YTD

93.65%

1M

25.10%

6M

55.75%

1Y

121.36%

5Y (annualized)

45.08%

10Y (annualized)

21.33%

LECO

YTD

-3.79%

1M

1.95%

6M

-8.40%

1Y

7.53%

5Y (annualized)

20.09%

10Y (annualized)

12.78%

Fundamentals


MLILECO
Market Cap$10.63B$12.11B
EPS$5.14$8.38
PE Ratio18.1825.60
PEG Ratio0.002.00
Total Revenue (TTM)$3.58B$4.04B
Gross Profit (TTM)$975.81M$1.47B
EBITDA (TTM)$818.54M$741.53M

Key characteristics


MLILECO
Sharpe Ratio3.710.28
Sortino Ratio4.960.59
Omega Ratio1.601.08
Calmar Ratio11.010.24
Martin Ratio37.440.44
Ulcer Index3.29%17.98%
Daily Std Dev33.28%27.66%
Max Drawdown-61.71%-68.89%
Current Drawdown-5.22%-19.25%

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Correlation

-0.50.00.51.00.5

The correlation between MLI and LECO is 0.48, 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.

Risk-Adjusted Performance

MLI vs. LECO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Lincoln Electric Holdings, Inc. (LECO). 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 3.71, compared to the broader market-4.00-2.000.002.004.003.710.28
The chart of Sortino ratio for MLI, currently valued at 4.96, compared to the broader market-4.00-2.000.002.004.004.960.59
The chart of Omega ratio for MLI, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.08
The chart of Calmar ratio for MLI, currently valued at 11.01, compared to the broader market0.002.004.006.0011.010.24
The chart of Martin ratio for MLI, currently valued at 37.44, compared to the broader market-10.000.0010.0020.0030.0037.440.44
MLI
LECO

The current MLI Sharpe Ratio is 3.71, which is higher than the LECO Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MLI and LECO, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.71
0.28
MLI
LECO

Dividends

MLI vs. LECO - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.83%, less than LECO's 1.37% yield.


TTM20232022202120202019201820172016201520142013
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%
LECO
Lincoln Electric Holdings, Inc.
1.37%1.21%1.61%1.50%1.70%1.96%2.08%1.57%1.71%2.29%1.42%1.16%

Drawdowns

MLI vs. LECO - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, smaller than the maximum LECO drawdown of -68.89%. Use the drawdown chart below to compare losses from any high point for MLI and LECO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.22%
-19.25%
MLI
LECO

Volatility

MLI vs. LECO - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 18.27% compared to Lincoln Electric Holdings, Inc. (LECO) at 10.75%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than LECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
18.27%
10.75%
MLI
LECO

Financials

MLI vs. LECO - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Lincoln Electric Holdings, 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