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

Correlation

The correlation between MLR and MLI is 0.31, 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. MLI - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
687.24%
22,907.17%
MLR
MLI

Key characteristics

Sharpe Ratio

MLR:

1.77

MLI:

2.22

Sortino Ratio

MLR:

2.51

MLI:

3.22

Omega Ratio

MLR:

1.32

MLI:

1.39

Calmar Ratio

MLR:

1.23

MLI:

4.26

Martin Ratio

MLR:

8.55

MLI:

14.22

Ulcer Index

MLR:

7.24%

MLI:

5.37%

Daily Std Dev

MLR:

34.94%

MLI:

34.46%

Max Drawdown

MLR:

-98.13%

MLI:

-61.71%

Current Drawdown

MLR:

-13.01%

MLI:

-15.69%

Fundamentals

Market Cap

MLR:

$877.71M

MLI:

$9.38B

EPS

MLR:

$5.58

MLI:

$5.14

PEG Ratio

MLR:

0.00

MLI:

0.00

Total Revenue (TTM)

MLR:

$1.33B

MLI:

$3.58B

Gross Profit (TTM)

MLR:

$175.99M

MLI:

$975.81M

EBITDA (TTM)

MLR:

$107.53M

MLI:

$861.56M

Returns By Period

In the year-to-date period, MLR achieves a 60.60% return, which is significantly lower than MLI's 72.27% return. Over the past 10 years, MLR has underperformed MLI with an annualized return of 15.75%, while MLI has yielded a comparatively higher 19.58% annualized return.


MLR

YTD

60.60%

1M

0.57%

6M

20.42%

1Y

60.07%

5Y*

14.98%

10Y*

15.75%

MLI

YTD

72.27%

1M

-11.67%

6M

44.80%

1Y

74.31%

5Y*

41.05%

10Y*

19.58%

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

MLR vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Mueller Industries, Inc. (MLI). 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 1.77, compared to the broader market-4.00-2.000.002.001.772.22
The chart of Sortino ratio for MLR, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.513.22
The chart of Omega ratio for MLR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.39
The chart of Calmar ratio for MLR, currently valued at 1.23, compared to the broader market0.002.004.006.001.234.26
The chart of Martin ratio for MLR, currently valued at 8.55, compared to the broader market-5.000.005.0010.0015.0020.0025.008.5514.22
MLR
MLI

The current MLR Sharpe Ratio is 1.77, which is comparable to the MLI Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of MLR and MLI, 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
1.77
2.22
MLR
MLI

Dividends

MLR vs. MLI - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.13%, more than MLI's 1.00% 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%
MLI
Mueller Industries, Inc.
1.00%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%

Drawdowns

MLR vs. MLI - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for MLR and MLI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.01%
-15.69%
MLR
MLI

Volatility

MLR vs. MLI - Volatility Comparison

The current volatility for Miller Industries, Inc. (MLR) is 9.30%, while Mueller Industries, Inc. (MLI) has a volatility of 11.58%. This indicates that MLR experiences smaller price fluctuations and is considered to be less risky than MLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
11.58%
MLR
MLI

Financials

MLR vs. MLI - Financials Comparison

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