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

Correlation

The correlation between MLR and VOO is 0.45, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Industries, Inc. (MLR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.50%
8.46%
MLR
VOO

Key characteristics

Sharpe Ratio

MLR:

2.21

VOO:

2.21

Sortino Ratio

MLR:

2.95

VOO:

2.92

Omega Ratio

MLR:

1.38

VOO:

1.41

Calmar Ratio

MLR:

1.56

VOO:

3.34

Martin Ratio

MLR:

9.99

VOO:

14.07

Ulcer Index

MLR:

7.79%

VOO:

2.01%

Daily Std Dev

MLR:

35.16%

VOO:

12.80%

Max Drawdown

MLR:

-98.13%

VOO:

-33.99%

Current Drawdown

MLR:

-11.90%

VOO:

-1.36%

Returns By Period

In the year-to-date period, MLR achieves a 3.89% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, MLR has outperformed VOO with an annualized return of 15.75%, while VOO has yielded a comparatively lower 13.37% annualized return.


MLR

YTD

3.89%

1M

1.28%

6M

5.50%

1Y

74.86%

5Y*

16.74%

10Y*

15.75%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MLR
The Risk-Adjusted Performance Rank of MLR is 9090
Overall Rank
The Sharpe Ratio Rank of MLR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MLR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MLR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of MLR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MLR is 9191
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MLR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Vanguard S&P 500 ETF (VOO). 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 2.21, compared to the broader market-2.000.002.004.002.212.21
The chart of Sortino ratio for MLR, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.952.92
The chart of Omega ratio for MLR, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.41
The chart of Calmar ratio for MLR, currently valued at 4.45, compared to the broader market0.002.004.006.004.453.34
The chart of Martin ratio for MLR, currently valued at 9.99, compared to the broader market-10.000.0010.0020.0030.009.9914.07
MLR
VOO

The current MLR Sharpe Ratio is 2.21, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MLR and VOO, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.21
2.21
MLR
VOO

Dividends

MLR vs. VOO - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.12%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
MLR
Miller Industries, Inc.
1.12%1.16%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MLR vs. VOO - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MLR and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.44%
-1.36%
MLR
VOO

Volatility

MLR vs. VOO - Volatility Comparison

Miller Industries, Inc. (MLR) has a higher volatility of 8.13% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that MLR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.13%
5.05%
MLR
VOO
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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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