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MLR vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLR and SCHD is 0.46, 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

MLR vs. SCHD - Performance Comparison

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

300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
389.79%
394.81%
MLR
SCHD

Key characteristics

Sharpe Ratio

MLR:

1.77

SCHD:

1.20

Sortino Ratio

MLR:

2.51

SCHD:

1.76

Omega Ratio

MLR:

1.32

SCHD:

1.21

Calmar Ratio

MLR:

1.23

SCHD:

1.69

Martin Ratio

MLR:

8.55

SCHD:

5.86

Ulcer Index

MLR:

7.24%

SCHD:

2.30%

Daily Std Dev

MLR:

34.94%

SCHD:

11.25%

Max Drawdown

MLR:

-98.13%

SCHD:

-33.37%

Current Drawdown

MLR:

-13.01%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, MLR achieves a 60.60% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, MLR has outperformed SCHD with an annualized return of 15.75%, while SCHD has yielded a comparatively lower 10.86% annualized return.


MLR

YTD

60.60%

1M

0.57%

6M

20.42%

1Y

60.07%

5Y*

14.98%

10Y*

15.75%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

MLR vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Schwab US Dividend Equity ETF (SCHD). 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-4.00-2.000.002.001.771.20
The chart of Sortino ratio for MLR, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.511.76
The chart of Omega ratio for MLR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.21
The chart of Calmar ratio for MLR, currently valued at 3.64, compared to the broader market0.002.004.006.003.641.69
The chart of Martin ratio for MLR, currently valued at 8.55, compared to the broader market-5.000.005.0010.0015.0020.0025.008.555.86
MLR
SCHD

The current MLR Sharpe Ratio is 1.77, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MLR and SCHD, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.77
1.20
MLR
SCHD

Dividends

MLR vs. SCHD - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.13%, less than SCHD's 3.64% 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%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

MLR vs. SCHD - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MLR and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.56%
-6.72%
MLR
SCHD

Volatility

MLR vs. SCHD - Volatility Comparison

Miller Industries, Inc. (MLR) has a higher volatility of 9.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that MLR's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
3.88%
MLR
SCHD
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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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