PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MLM vs. EXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MLM and EXP is 0.53, 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.


-0.50.00.51.00.5

Performance

MLM vs. EXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Martin Marietta Materials, Inc. (MLM) and Eagle Materials Inc. (EXP). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
15.79%
MLM
EXP

Key characteristics

Sharpe Ratio

MLM:

0.31

EXP:

0.73

Sortino Ratio

MLM:

0.59

EXP:

1.19

Omega Ratio

MLM:

1.07

EXP:

1.14

Calmar Ratio

MLM:

0.38

EXP:

1.03

Martin Ratio

MLM:

0.83

EXP:

2.54

Ulcer Index

MLM:

8.76%

EXP:

9.04%

Daily Std Dev

MLM:

23.12%

EXP:

31.42%

Max Drawdown

MLM:

-63.73%

EXP:

-79.52%

Current Drawdown

MLM:

-15.06%

EXP:

-20.57%

Fundamentals

Market Cap

MLM:

$33.30B

EXP:

$8.94B

EPS

MLM:

$32.24

EXP:

$14.15

PE Ratio

MLM:

16.90

EXP:

18.83

PEG Ratio

MLM:

3.71

EXP:

2.51

Total Revenue (TTM)

MLM:

$6.51B

EXP:

$2.27B

Gross Profit (TTM)

MLM:

$1.87B

EXP:

$691.02M

EBITDA (TTM)

MLM:

$1.93B

EXP:

$789.89M

Returns By Period

In the year-to-date period, MLM achieves a 5.96% return, which is significantly lower than EXP's 23.83% return. Over the past 10 years, MLM has outperformed EXP with an annualized return of 17.50%, while EXP has yielded a comparatively lower 13.13% annualized return.


MLM

YTD

5.96%

1M

-9.65%

6M

-2.45%

1Y

8.32%

5Y*

14.84%

10Y*

17.50%

EXP

YTD

23.83%

1M

-16.43%

6M

15.60%

1Y

24.63%

5Y*

23.34%

10Y*

13.13%

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

MLM vs. EXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Martin Marietta Materials, Inc. (MLM) and Eagle Materials Inc. (EXP). 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 MLM, currently valued at 0.31, compared to the broader market-4.00-2.000.002.000.310.73
The chart of Sortino ratio for MLM, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.591.19
The chart of Omega ratio for MLM, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.14
The chart of Calmar ratio for MLM, currently valued at 0.38, compared to the broader market0.002.004.006.000.381.03
The chart of Martin ratio for MLM, currently valued at 0.83, compared to the broader market0.0010.0020.000.832.54
MLM
EXP

The current MLM Sharpe Ratio is 0.31, which is lower than the EXP Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MLM and EXP, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.31
0.73
MLM
EXP

Dividends

MLM vs. EXP - Dividend Comparison

MLM's dividend yield for the trailing twelve months is around 0.58%, more than EXP's 0.40% yield.


TTM20232022202120202019201820172016201520142013
MLM
Martin Marietta Materials, Inc.
0.58%0.56%0.75%0.54%0.79%0.74%1.07%0.78%0.74%1.17%1.45%1.60%
EXP
Eagle Materials Inc.
0.40%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%

Drawdowns

MLM vs. EXP - Drawdown Comparison

The maximum MLM drawdown since its inception was -63.73%, smaller than the maximum EXP drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for MLM and EXP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.06%
-20.57%
MLM
EXP

Volatility

MLM vs. EXP - Volatility Comparison

The current volatility for Martin Marietta Materials, Inc. (MLM) is 4.27%, while Eagle Materials Inc. (EXP) has a volatility of 7.67%. This indicates that MLM experiences smaller price fluctuations and is considered to be less risky than EXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
4.27%
7.67%
MLM
EXP

Financials

MLM vs. EXP - Financials Comparison

This section allows you to compare key financial metrics between Martin Marietta Materials, Inc. and Eagle Materials 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab