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MLR vs. WDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, MLR achieves a 29.47% return, which is significantly lower than WDC's 245.04% return. Over the past 10 years, MLR has underperformed WDC with an annualized return of 10.86%, while WDC has yielded a comparatively higher 34.20% annualized return.


MLR

1D
-1.74%
1M
1.16%
YTD
29.47%
6M
25.77%
1Y
7.20%
3Y*
13.89%
5Y*
5.01%
10Y*
10.86%

WDC

1D
5.51%
1M
34.30%
YTD
245.04%
6M
282.33%
1Y
1,009.68%
3Y*
169.70%
5Y*
59.21%
10Y*
34.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLR vs. WDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLR
Miller Industries, Inc.
29.47%-41.73%56.58%61.77%-17.93%-10.51%4.82%40.68%7.49%0.32%
WDC
Western Digital Corporation
245.04%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%

Correlation

The correlation between MLR and WDC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 3, 1994

0.20

The correlation between MLR and WDC shifts across timeframes, from 0.09 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MLR:

$1.34

WDC:

$23.29

PE Ratio

MLR:

35.78

WDC:

25.51

PEG Ratio

MLR:

0.91

WDC:

0.59

PS Ratio

MLR:

0.75

WDC:

14.05

Total Revenue (TTM)

MLR:

$744.73M

WDC:

$11.78B

Gross Profit (TTM)

MLR:

$112.13M

WDC:

$5.35B

EBITDA (TTM)

MLR:

$33.28M

WDC:

$10.88B

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Return for Risk

MLR vs. WDC — Risk / Return Rank

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

MLR
MLR Risk / Return Rank: 4646
Overall Rank
MLR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MLR Sortino Ratio Rank: 4343
Sortino Ratio Rank
MLR Omega Ratio Rank: 4242
Omega Ratio Rank
MLR Calmar Ratio Rank: 4848
Calmar Ratio Rank
MLR Martin Ratio Rank: 4848
Martin Ratio Rank

WDC
WDC Risk / Return Rank: 100100
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MLR vs. WDC - Risk-Adjusted Trends 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.


MLRWDCDifference
Sharpe ratioReturn per unit of total volatility

-15.87

Sortino ratioReturn per unit of downside risk

-7.01

Omega ratioGain probability vs. loss probability

1.06

2.05

-0.98

Calmar ratioReturn relative to maximum drawdown

0.32

49.55

-49.24

Martin ratioReturn relative to average drawdown

0.66

177.25

-176.59

MLR vs. WDC - Sharpe Ratio Comparison

The current MLR Sharpe Ratio is 0.25, which is lower than the WDC Sharpe Ratio of 16.12. The chart below compares the historical Sharpe Ratios of MLR and WDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MLRWDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

16.12

-15.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.23

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.71

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.21

-0.09

Drawdowns

MLR vs. WDC - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.14%, 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.


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Drawdown Indicators


MLRWDCDifference

Max Drawdown

Largest peak-to-trough decline

-98.14%

-96.20%

-1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-22.80%

-20.59%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-52.70%

-49.65%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-52.70%

-60.85%

+8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

-70.49%

+17.24%

Current Drawdown

Current decline from peak

-36.49%

0.00%

-36.49%

Average Drawdown

Average peak-to-trough decline

-69.63%

-52.10%

-17.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.87%

5.75%

+5.12%

Volatility

MLR vs. WDC - Volatility Comparison

The current volatility for Miller Industries, Inc. (MLR) is 8.49%, while Western Digital Corporation (WDC) has a volatility of 17.18%. 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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Volatility by Period


MLRWDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

17.18%

-8.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

51.44%

-32.28%

Volatility (1Y)

Calculated over the trailing 1-year period

29.25%

63.33%

-34.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.61%

48.32%

-17.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.94%

48.38%

-17.44%

Dividends

MLR vs. WDC - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.71%, more than WDC's 0.08% yield.


PositionTTM20252024202320222021202020192018201720162015
MLR
Miller Industries, Inc.
1.71%2.14%1.16%1.70%2.70%2.16%1.89%1.94%2.67%2.79%2.57%2.94%
WDC
Western Digital Corporation
0.08%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
180.86M
3.34B
(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%50.0%20222023202420252026
14.2%
50.2%
Portfolio components
MLR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Miller Industries, Inc. reported a gross profit of 25.68M and revenue of 180.86M. Therefore, the gross margin over that period was 14.2%.

WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.

MLR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Miller Industries, Inc. reported an operating income of 1.73M and revenue of 180.86M, resulting in an operating margin of 1.0%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.

MLR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Miller Industries, Inc. reported a net income of 555.00K and revenue of 180.86M, resulting in a net margin of 0.3%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.


Frequently Asked Questions


MLR and WDC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (17.18%) compared to MLR (8.49%). In terms of maximum drawdown, MLR dropped -98.14% vs WDC's -96.20%.

WDC currently has the higher Sharpe Ratio (16.12 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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