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MLI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLI and VOO is 0.62, 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.


-0.50.00.51.00.6

Performance

MLI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
44.18%
7.93%
MLI
VOO

Key characteristics

Sharpe Ratio

MLI:

2.10

VOO:

2.04

Sortino Ratio

MLI:

3.10

VOO:

2.72

Omega Ratio

MLI:

1.38

VOO:

1.38

Calmar Ratio

MLI:

4.04

VOO:

3.02

Martin Ratio

MLI:

13.72

VOO:

13.60

Ulcer Index

MLI:

5.28%

VOO:

1.88%

Daily Std Dev

MLI:

34.49%

VOO:

12.52%

Max Drawdown

MLI:

-61.71%

VOO:

-33.99%

Current Drawdown

MLI:

-16.41%

VOO:

-3.52%

Returns By Period

In the year-to-date period, MLI achieves a 70.79% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, MLI has outperformed VOO with an annualized return of 19.59%, while VOO has yielded a comparatively lower 13.02% annualized return.


MLI

YTD

70.79%

1M

-12.12%

6M

44.18%

1Y

74.87%

5Y*

40.84%

10Y*

19.59%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MLI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Vanguard S&P 500 ETF (VOO). 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 2.10, compared to the broader market-4.00-2.000.002.002.101.98
The chart of Sortino ratio for MLI, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.102.65
The chart of Omega ratio for MLI, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.37
The chart of Calmar ratio for MLI, currently valued at 4.04, compared to the broader market0.002.004.006.004.042.93
The chart of Martin ratio for MLI, currently valued at 13.72, compared to the broader market0.0010.0020.0013.7213.12
MLI
VOO

The current MLI Sharpe Ratio is 2.10, which is comparable to the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MLI and VOO, 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
2.10
1.98
MLI
VOO

Dividends

MLI vs. VOO - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.01%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
MLI
Mueller Industries, Inc.
1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MLI vs. VOO - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MLI and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.41%
-3.52%
MLI
VOO

Volatility

MLI vs. VOO - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 11.52% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.52%
3.56%
MLI
VOO
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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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