MLR vs. VOO
Compare and contrast key facts about Miller Industries, Inc. (MLR) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MLR or VOO.
Performance
MLR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MLR achieves a 60.69% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, MLR has outperformed VOO with an annualized return of 16.66%, while VOO has yielded a comparatively lower 13.18% annualized return.
MLR
60.69%
6.14%
15.64%
71.43%
15.29%
16.66%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| MLR | VOO | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.70 |
| Sortino Ratio | 2.82 | 3.60 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 1.42 | 3.90 |
| Martin Ratio | 10.26 | 17.65 |
| Ulcer Index | 6.99% | 1.86% |
| Daily Std Dev | 34.20% | 12.19% |
| Max Drawdown | -98.13% | -33.99% |
| Current Drawdown | -12.96% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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.
Dividends
MLR vs. VOO - Dividend Comparison
MLR's dividend yield for the trailing twelve months is around 1.12%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLR Miller Industries, Inc. | 1.12% | 1.70% | 2.70% | 2.16% | 1.89% | 1.94% | 3.33% | 2.79% | 2.57% | 2.94% | 2.89% | 3.01% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
MLR vs. VOO - Volatility Comparison
Miller Industries, Inc. (MLR) has a higher volatility of 16.21% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.