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

Correlation

The correlation between MLR and WDC is 0.20, 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.


-0.50.00.51.00.2

Performance

MLR vs. WDC - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
687.24%
849.11%
MLR
WDC

Key characteristics

Sharpe Ratio

MLR:

1.77

WDC:

0.56

Sortino Ratio

MLR:

2.51

WDC:

1.03

Omega Ratio

MLR:

1.32

WDC:

1.13

Calmar Ratio

MLR:

1.23

WDC:

0.44

Martin Ratio

MLR:

8.55

WDC:

1.73

Ulcer Index

MLR:

7.24%

WDC:

12.68%

Daily Std Dev

MLR:

34.94%

WDC:

38.99%

Max Drawdown

MLR:

-98.13%

WDC:

-96.20%

Current Drawdown

MLR:

-13.01%

WDC:

-38.31%

Fundamentals

Market Cap

MLR:

$877.71M

WDC:

$22.35B

EPS

MLR:

$5.58

WDC:

$0.91

PEG Ratio

MLR:

0.00

WDC:

490.33

Total Revenue (TTM)

MLR:

$1.33B

WDC:

$14.35B

Gross Profit (TTM)

MLR:

$175.99M

WDC:

$4.79B

EBITDA (TTM)

MLR:

$107.53M

WDC:

$2.10B

Returns By Period

In the year-to-date period, MLR achieves a 60.60% return, which is significantly higher than WDC's 15.03% return. Over the past 10 years, MLR has outperformed WDC with an annualized return of 15.75%, while WDC has yielded a comparatively lower -4.39% annualized return.


MLR

YTD

60.60%

1M

0.57%

6M

20.42%

1Y

60.07%

5Y*

14.98%

10Y*

15.75%

WDC

YTD

15.03%

1M

-8.56%

6M

-20.50%

1Y

14.39%

5Y*

-0.38%

10Y*

-4.39%

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. WDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) and Western Digital Corporation (WDC). 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-4.00-2.000.002.001.770.56
The chart of Sortino ratio for MLR, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.511.03
The chart of Omega ratio for MLR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.13
The chart of Calmar ratio for MLR, currently valued at 1.23, compared to the broader market0.002.004.006.001.230.44
The chart of Martin ratio for MLR, currently valued at 8.55, compared to the broader market-5.000.005.0010.0015.0020.0025.008.551.73
MLR
WDC

The current MLR Sharpe Ratio is 1.77, which is higher than the WDC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MLR and WDC, 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
1.77
0.56
MLR
WDC

Dividends

MLR vs. WDC - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.13%, while WDC has not paid dividends to shareholders.


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%
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%1.25%

Drawdowns

MLR vs. WDC - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, roughly equal to the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for MLR and WDC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.01%
-38.31%
MLR
WDC

Volatility

MLR vs. WDC - Volatility Comparison

The current volatility for Miller Industries, Inc. (MLR) is 9.30%, while Western Digital Corporation (WDC) has a volatility of 13.06%. This indicates that MLR experiences smaller price fluctuations and is considered to be less risky than WDC 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
13.06%
MLR
WDC

Financials

MLR vs. WDC - Financials Comparison

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