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

Performance

MLR vs. BLBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Industries, Inc. (MLR) and Blue Bird Corporation (BLBD). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%JuneJulyAugustSeptemberOctoberNovember
343.34%
278.07%
MLR
BLBD

Returns By Period

In the year-to-date period, MLR achieves a 58.09% return, which is significantly higher than BLBD's 34.90% return. Over the past 10 years, MLR has outperformed BLBD with an annualized return of 16.49%, while BLBD has yielded a comparatively lower 14.19% annualized return.


MLR

YTD

58.09%

1M

3.23%

6M

11.22%

1Y

70.89%

5Y (annualized)

15.10%

10Y (annualized)

16.49%

BLBD

YTD

34.90%

1M

-19.93%

6M

-31.48%

1Y

92.94%

5Y (annualized)

12.84%

10Y (annualized)

14.19%

Fundamentals


MLRBLBD
Market Cap$880.46M$1.32B
EPS$6.21$3.01
PE Ratio12.3413.52
PEG Ratio0.001.13
Total Revenue (TTM)$1.02B$996.94M
Gross Profit (TTM)$133.96M$195.95M
EBITDA (TTM)$83.85M$124.53M

Key characteristics


MLRBLBD
Sharpe Ratio2.041.71
Sortino Ratio2.772.55
Omega Ratio1.351.30
Calmar Ratio1.392.39
Martin Ratio10.276.80
Ulcer Index6.82%13.07%
Daily Std Dev34.26%51.86%
Max Drawdown-98.13%-74.16%
Current Drawdown-14.38%-37.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between MLR and BLBD is 0.32, 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

MLR vs. BLBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Blue Bird Corporation (BLBD). 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 MLR, currently valued at 2.04, compared to the broader market-4.00-2.000.002.002.041.71
The chart of Sortino ratio for MLR, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.772.55
The chart of Omega ratio for MLR, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.30
The chart of Calmar ratio for MLR, currently valued at 4.12, compared to the broader market0.002.004.006.004.122.39
The chart of Martin ratio for MLR, currently valued at 10.27, compared to the broader market0.0010.0020.0030.0010.276.80
MLR
BLBD

The current MLR Sharpe Ratio is 2.04, which is comparable to the BLBD Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MLR and BLBD, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.04
1.71
MLR
BLBD

Dividends

MLR vs. BLBD - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.13%, while BLBD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MLR
Miller Industries, Inc.
1.13%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%3.01%
BLBD
Blue Bird Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLR vs. BLBD - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than BLBD's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for MLR and BLBD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.93%
-37.15%
MLR
BLBD

Volatility

MLR vs. BLBD - Volatility Comparison

Miller Industries, Inc. (MLR) has a higher volatility of 16.19% compared to Blue Bird Corporation (BLBD) at 12.39%. This indicates that MLR's price experiences larger fluctuations and is considered to be riskier than BLBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.19%
12.39%
MLR
BLBD

Financials

MLR vs. BLBD - Financials Comparison

This section allows you to compare key financial metrics between Miller Industries, Inc. and Blue Bird 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items