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MLI vs. SGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLI vs. SGVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) and Schwab Government Money Market ETF (SGVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLI achieves a 20.69% return, which is significantly higher than SGVT's 1.51% return.


MLI

1D
-0.25%
1M
1.23%
YTD
20.69%
6M
20.88%
1Y
87.45%
3Y*
52.10%
5Y*
45.38%
10Y*
26.81%

SGVT

1D
-0.01%
1M
0.26%
YTD
1.51%
6M
1.68%
1Y
3.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLI vs. SGVT - Yearly Performance Comparison


2026 (YTD)2025
MLI
Mueller Industries, Inc.
20.69%47.21%
SGVT
Schwab Government Money Market ETF
1.51%2.22%

Correlation

The correlation between MLI and SGVT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

-0.05

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Return for Risk

MLI vs. SGVT — Risk / Return Rank

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

MLI
MLI Risk / Return Rank: 9292
Overall Rank
MLI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MLI Sortino Ratio Rank: 9393
Sortino Ratio Rank
MLI Omega Ratio Rank: 9494
Omega Ratio Rank
MLI Calmar Ratio Rank: 8989
Calmar Ratio Rank
MLI Martin Ratio Rank: 8989
Martin Ratio Rank

SGVT
SGVT Risk / Return Rank: 100100
Overall Rank
SGVT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGVT Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGVT Omega Ratio Rank: 100100
Omega Ratio Rank
SGVT Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGVT Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MLI vs. SGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Schwab Government Money Market ETF (SGVT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLISGVTDifference
Sharpe ratioReturn per unit of total volatility

-15.40

Sortino ratioReturn per unit of downside risk

-97.47

Omega ratioGain probability vs. loss probability

1.50

36.10

-34.60

Calmar ratioReturn relative to maximum drawdown

3.94

138.97

-135.04

Martin ratioReturn relative to average drawdown

10.92

1,477.41

-1,466.49

MLI vs. SGVT - Sharpe Ratio Comparison

The current MLI Sharpe Ratio is 2.93, which is lower than the SGVT Sharpe Ratio of 18.33. The chart below compares the historical Sharpe Ratios of MLI and SGVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MLI vs. SGVT - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.72%, which is greater than SGVT's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for MLI and SGVT.


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Drawdown Indicators


MLISGVTDifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-0.03%

-61.69%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-0.03%

-22.30%

Max Drawdown (3Y)

Largest decline over 3 years

-27.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

Max Drawdown (10Y)

Largest decline over 10 years

-52.95%

Current Drawdown

Current decline from peak

-1.93%

-0.01%

-1.92%

Average Drawdown

Average peak-to-trough decline

-16.04%

-0.00%

-16.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

0.00%

+8.03%

Volatility

MLI vs. SGVT - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 10.51% compared to Schwab Government Money Market ETF (SGVT) at 0.07%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than SGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLISGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

0.07%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

25.79%

0.13%

+25.66%

Volatility (1Y)

Calculated over the trailing 1-year period

30.06%

0.21%

+29.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.07%

0.21%

+32.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

0.21%

+35.58%

Dividends

MLI vs. SGVT - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.87%, less than SGVT's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
MLI
Mueller Industries, Inc.
0.87%0.87%1.01%1.27%1.69%0.88%1.14%1.26%1.71%9.60%0.94%1.11%
SGVT
Schwab Government Money Market ETF
3.12%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLI and SGVT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLI has higher volatility (10.51%) compared to SGVT (0.07%). In terms of maximum drawdown, MLI dropped -61.72% vs SGVT's -0.03%.

SGVT currently has the higher Sharpe Ratio (18.33 vs 2.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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