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

Correlation

The correlation between MLR and WDC is 0.32, 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.


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.

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Key characteristics

Sharpe Ratio

MLR:

-0.60

WDC:

-0.27

Sortino Ratio

MLR:

-0.48

WDC:

0.13

Omega Ratio

MLR:

0.94

WDC:

1.02

Calmar Ratio

MLR:

-0.39

WDC:

-0.12

Martin Ratio

MLR:

-0.88

WDC:

-0.34

Ulcer Index

MLR:

21.91%

WDC:

21.08%

Daily Std Dev

MLR:

38.90%

WDC:

48.96%

Max Drawdown

MLR:

-98.13%

WDC:

-97.33%

Current Drawdown

MLR:

-40.04%

WDC:

-32.57%

Fundamentals

Market Cap

MLR:

$527.13M

WDC:

$17.16B

EPS

MLR:

$4.70

WDC:

$2.92

PE Ratio

MLR:

9.79

WDC:

16.85

PEG Ratio

MLR:

0.00

WDC:

490.33

PS Ratio

MLR:

0.47

WDC:

1.10

PB Ratio

MLR:

1.29

WDC:

3.30

Total Revenue (TTM)

MLR:

$1.13B

WDC:

$14.44B

Gross Profit (TTM)

MLR:

$160.51M

WDC:

$5.33B

EBITDA (TTM)

MLR:

$86.45M

WDC:

$2.92B

Returns By Period

In the year-to-date period, MLR achieves a -29.30% return, which is significantly lower than WDC's 10.41% return. Over the past 10 years, MLR has outperformed WDC with an annualized return of 10.98%, while WDC has yielded a comparatively lower -2.25% annualized return.


MLR

YTD

-29.30%

1M

13.13%

6M

-31.28%

1Y

-23.10%

5Y*

13.34%

10Y*

10.98%

WDC

YTD

10.41%

1M

38.46%

6M

4.14%

1Y

-13.01%

5Y*

10.96%

10Y*

-2.25%

*Annualized

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Risk-Adjusted Performance

MLR vs. WDC — 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 2323
Overall Rank
The Sharpe Ratio Rank of MLR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MLR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of MLR is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MLR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MLR is 3030
Martin Ratio Rank

WDC
The Risk-Adjusted Performance Rank of WDC is 4040
Overall Rank
The Sharpe Ratio Rank of WDC is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of WDC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of WDC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of WDC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of WDC is 4444
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. 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.


The current MLR Sharpe Ratio is -0.60, which is lower than the WDC Sharpe Ratio of -0.27. 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.


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Dividends

MLR vs. WDC - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.67%, while WDC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MLR
Miller Industries, Inc.
1.67%1.16%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.52%2.94%4.21%1.36%

Drawdowns

MLR vs. WDC - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, roughly equal to the maximum WDC drawdown of -97.33%. Use the drawdown chart below to compare losses from any high point for MLR and WDC. For additional features, visit the drawdowns tool.


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Volatility

MLR vs. WDC - Volatility Comparison

The current volatility for Miller Industries, Inc. (MLR) is 9.93%, while Western Digital Corporation (WDC) has a volatility of 11.94%. 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.


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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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
225.65M
2.29B
(MLR) Total Revenue
(WDC) Total Revenue
Values in USD except per share items

MLR vs. WDC - Profitability Comparison

The chart below illustrates the profitability comparison between Miller Industries, Inc. and Western Digital Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
15.0%
39.8%
(MLR) Gross Margin
(WDC) Gross Margin
MLR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Miller Industries, Inc. reported a gross profit of 33.94M and revenue of 225.65M. Therefore, the gross margin over that period was 15.0%.

WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Western Digital Corporation reported a gross profit of 912.00M and revenue of 2.29B. Therefore, the gross margin over that period was 39.8%.

MLR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Miller Industries, Inc. reported an operating income of 10.68M and revenue of 225.65M, resulting in an operating margin of 4.7%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Western Digital Corporation reported an operating income of 760.00M and revenue of 2.29B, resulting in an operating margin of 33.1%.

MLR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Miller Industries, Inc. reported a net income of 8.07M and revenue of 225.65M, resulting in a net margin of 3.6%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Western Digital Corporation reported a net income of 524.00M and revenue of 2.29B, resulting in a net margin of 22.8%.