MLI vs. MSFT
Compare and contrast key facts about Mueller Industries, Inc. (MLI) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MLI or MSFT.
Performance
MLI vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, MLI achieves a 93.65% return, which is significantly higher than MSFT's 11.17% return. Over the past 10 years, MLI has underperformed MSFT with an annualized return of 21.33%, while MSFT has yielded a comparatively higher 26.06% annualized return.
MLI
93.65%
25.10%
55.75%
121.36%
45.08%
21.33%
MSFT
11.17%
-0.57%
-2.08%
13.03%
23.81%
26.06%
Fundamentals
| MLI | MSFT | |
|---|---|---|
| Market Cap | $10.63B | $3.15T |
| EPS | $5.14 | $12.12 |
| PE Ratio | 18.18 | 34.90 |
| PEG Ratio | 0.00 | 2.21 |
| Total Revenue (TTM) | $3.58B | $254.19B |
| Gross Profit (TTM) | $975.81M | $176.28B |
| EBITDA (TTM) | $818.54M | $139.70B |
Key characteristics
| MLI | MSFT | |
|---|---|---|
| Sharpe Ratio | 3.71 | 0.57 |
| Sortino Ratio | 4.96 | 0.85 |
| Omega Ratio | 1.60 | 1.11 |
| Calmar Ratio | 11.01 | 0.72 |
| Martin Ratio | 37.44 | 1.73 |
| Ulcer Index | 3.29% | 6.44% |
| Daily Std Dev | 33.28% | 19.65% |
| Max Drawdown | -61.71% | -69.41% |
| Current Drawdown | -5.22% | -10.92% |
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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.
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.
Dividends
MLI vs. MSFT - Dividend Comparison
MLI's dividend yield for the trailing twelve months is around 0.83%, more than MSFT's 0.54% 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% |
MSFT Microsoft Corporation | 0.54% | 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 -69.41%. Use the drawdown chart below to compare losses from any high point for MLI and MSFT. For additional features, visit the drawdowns tool.
Volatility
MLI vs. MSFT - Volatility Comparison
Mueller Industries, Inc. (MLI) has a higher volatility of 18.27% compared to Microsoft Corporation (MSFT) at 8.27%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities