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MLR vs. CAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MLR and CAT is 0.26, 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.


-0.50.00.51.00.3

Performance

MLR vs. CAT - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.66%
10.77%
MLR
CAT

Key characteristics

Sharpe Ratio

MLR:

1.83

CAT:

0.96

Sortino Ratio

MLR:

2.58

CAT:

1.47

Omega Ratio

MLR:

1.33

CAT:

1.19

Calmar Ratio

MLR:

1.27

CAT:

1.58

Martin Ratio

MLR:

8.91

CAT:

3.47

Ulcer Index

MLR:

7.20%

CAT:

7.20%

Daily Std Dev

MLR:

34.95%

CAT:

26.07%

Max Drawdown

MLR:

-98.13%

CAT:

-73.43%

Current Drawdown

MLR:

-12.84%

CAT:

-13.56%

Fundamentals

Market Cap

MLR:

$877.71M

CAT:

$181.44B

EPS

MLR:

$5.58

CAT:

$21.52

PEG Ratio

MLR:

0.00

CAT:

1.69

Total Revenue (TTM)

MLR:

$1.33B

CAT:

$65.66B

Gross Profit (TTM)

MLR:

$175.99M

CAT:

$23.58B

EBITDA (TTM)

MLR:

$107.53M

CAT:

$16.27B

Returns By Period

In the year-to-date period, MLR achieves a 60.91% return, which is significantly higher than CAT's 23.84% return. Over the past 10 years, MLR has underperformed CAT with an annualized return of 15.79%, while CAT has yielded a comparatively higher 17.73% annualized return.


MLR

YTD

60.91%

1M

-0.92%

6M

16.63%

1Y

62.22%

5Y*

15.03%

10Y*

15.79%

CAT

YTD

23.84%

1M

-5.74%

6M

10.33%

1Y

26.38%

5Y*

22.26%

10Y*

17.73%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MLR vs. CAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Caterpillar Inc. (CAT). 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 1.83, compared to the broader market-4.00-2.000.002.001.830.96
The chart of Sortino ratio for MLR, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.581.47
The chart of Omega ratio for MLR, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.19
The chart of Calmar ratio for MLR, currently valued at 1.27, compared to the broader market0.002.004.006.001.271.58
The chart of Martin ratio for MLR, currently valued at 8.91, compared to the broader market0.0010.0020.008.913.47
MLR
CAT

The current MLR Sharpe Ratio is 1.83, which is higher than the CAT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MLR and CAT, 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
1.83
0.96
MLR
CAT

Dividends

MLR vs. CAT - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.13%, less than CAT's 1.50% yield.


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%
CAT
Caterpillar Inc.
1.50%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Drawdowns

MLR vs. CAT - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for MLR and CAT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.84%
-13.56%
MLR
CAT

Volatility

MLR vs. CAT - Volatility Comparison

Miller Industries, Inc. (MLR) has a higher volatility of 9.45% compared to Caterpillar Inc. (CAT) at 6.54%. This indicates that MLR's price experiences larger fluctuations and is considered to be riskier than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.45%
6.54%
MLR
CAT

Financials

MLR vs. CAT - Financials Comparison

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