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MLI vs. VYGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MLI vs. VYGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) and Voyager Therapeutics, Inc. (VYGR). 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 VYGR's -7.63% return. Over the past 10 years, MLI has outperformed VYGR with an annualized return of 26.81%, while VYGR has yielded a comparatively lower -12.79% annualized 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%

VYGR

1D
3.71%
1M
-3.59%
YTD
-7.63%
6M
-16.74%
1Y
10.00%
3Y*
-34.59%
5Y*
-5.51%
10Y*
-12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLI vs. VYGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLI
Mueller Industries, Inc.
20.69%46.29%70.51%62.38%1.05%70.95%12.30%37.79%-33.10%-2.76%
VYGR
Voyager Therapeutics, Inc.
-7.63%-30.69%-32.82%38.36%125.09%-62.10%-48.75%48.40%-43.37%30.30%

Correlation

The correlation between MLI and VYGR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2015

0.26

Fundamentals

EPS

MLI:

$10.18

VYGR:

-$1.98

PS Ratio

MLI:

2.62

VYGR:

5.86

Total Revenue (TTM)

MLI:

$4.37B

VYGR:

$36.49M

Gross Profit (TTM)

MLI:

$871.92M

VYGR:

$33.90M

EBITDA (TTM)

MLI:

$1.03B

VYGR:

-$91.32M

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Return for Risk

MLI vs. VYGR — 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

VYGR
VYGR Risk / Return Rank: 4848
Overall Rank
VYGR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
VYGR Omega Ratio Rank: 4646
Omega Ratio Rank
VYGR Calmar Ratio Rank: 4848
Calmar Ratio Rank
VYGR Martin Ratio Rank: 4848
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. VYGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Voyager Therapeutics, Inc. (VYGR). 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.


MLIVYGRDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.50

1.08

+0.42

Calmar ratioReturn relative to maximum drawdown

3.94

0.27

+3.67

Martin ratioReturn relative to average drawdown

10.92

0.48

+10.45

MLI vs. VYGR - Sharpe Ratio Comparison

The current MLI Sharpe Ratio is 2.93, which is higher than the VYGR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of MLI and VYGR, 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. VYGR - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.72%, smaller than the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for MLI and VYGR.


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Drawdown Indicators


MLIVYGRDifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-92.11%

+30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-37.71%

+15.38%

Max Drawdown (3Y)

Largest decline over 3 years

-27.79%

-80.49%

+52.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

-80.49%

+52.70%

Max Drawdown (10Y)

Largest decline over 10 years

-52.95%

-92.11%

+39.16%

Current Drawdown

Current decline from peak

-1.93%

-88.41%

+86.48%

Average Drawdown

Average peak-to-trough decline

-16.04%

-66.91%

+50.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

21.10%

-13.07%

Volatility

MLI vs. VYGR - Volatility Comparison

The current volatility for Mueller Industries, Inc. (MLI) is 10.51%, while Voyager Therapeutics, Inc. (VYGR) has a volatility of 19.66%. This indicates that MLI experiences smaller price fluctuations and is considered to be less risky than VYGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLIVYGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

19.66%

-9.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.79%

43.72%

-17.93%

Volatility (1Y)

Calculated over the trailing 1-year period

30.06%

65.19%

-35.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.07%

80.85%

-47.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

75.87%

-40.08%

Dividends

MLI vs. VYGR - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.87%, while VYGR has not paid dividends to shareholders.


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%
VYGR
Voyager Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MLI vs. VYGR - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.19B
2.59M
(MLI) Total Revenue
(VYGR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MLI and VYGR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYGR has higher volatility (19.66%) compared to MLI (10.51%). In terms of maximum drawdown, MLI dropped -61.72% vs VYGR's -92.11%.

MLI currently has the higher Sharpe Ratio (2.93 vs 0.15), 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

Find the right allocation for MLI and VYGR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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