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

Correlation

The correlation between MLI and MSFT is 0.30, 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. MSFT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
44.80%
-2.56%
MLI
MSFT

Key characteristics

Sharpe Ratio

MLI:

2.22

MSFT:

0.94

Sortino Ratio

MLI:

3.22

MSFT:

1.30

Omega Ratio

MLI:

1.39

MSFT:

1.18

Calmar Ratio

MLI:

4.26

MSFT:

1.21

Martin Ratio

MLI:

14.22

MSFT:

2.77

Ulcer Index

MLI:

5.37%

MSFT:

6.75%

Daily Std Dev

MLI:

34.46%

MSFT:

19.81%

Max Drawdown

MLI:

-61.71%

MSFT:

-69.39%

Current Drawdown

MLI:

-15.69%

MSFT:

-6.27%

Fundamentals

Market Cap

MLI:

$9.38B

MSFT:

$3.38T

EPS

MLI:

$5.14

MSFT:

$12.10

PE Ratio

MLI:

16.05

MSFT:

37.56

PEG Ratio

MLI:

0.00

MSFT:

2.41

Total Revenue (TTM)

MLI:

$3.58B

MSFT:

$254.19B

Gross Profit (TTM)

MLI:

$975.81M

MSFT:

$176.28B

EBITDA (TTM)

MLI:

$861.56M

MSFT:

$139.14B

Returns By Period

In the year-to-date period, MLI achieves a 72.27% return, which is significantly higher than MSFT's 16.97% return. Over the past 10 years, MLI has underperformed MSFT with an annualized return of 19.58%, while MSFT has yielded a comparatively higher 26.56% annualized return.


MLI

YTD

72.27%

1M

-11.67%

6M

44.80%

1Y

74.31%

5Y*

41.05%

10Y*

19.58%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MLI vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Microsoft Corporation (MSFT). 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 2.22, compared to the broader market-4.00-2.000.002.002.220.94
The chart of Sortino ratio for MLI, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.221.30
The chart of Omega ratio for MLI, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.18
The chart of Calmar ratio for MLI, currently valued at 4.26, compared to the broader market0.002.004.006.004.261.21
The chart of Martin ratio for MLI, currently valued at 14.22, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.222.77
MLI
MSFT

The current MLI Sharpe Ratio is 2.22, which is higher than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MLI and MSFT, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.22
0.94
MLI
MSFT

Dividends

MLI vs. MSFT - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.00%, more than MSFT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
MLI
Mueller Industries, Inc.
1.00%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

MLI vs. MSFT - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for MLI and MSFT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-6.27%
MLI
MSFT

Volatility

MLI vs. MSFT - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 11.58% compared to Microsoft Corporation (MSFT) at 5.74%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than MSFT 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
11.58%
5.74%
MLI
MSFT

Financials

MLI vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Mueller Industries, Inc. and Microsoft Corporation. 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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