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MRUS vs. MLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRUS and MLI is 0.14, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

MRUS vs. MLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merus N.V. (MRUS) and Mueller Industries, Inc. (MLI). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
328.83%
486.02%
MRUS
MLI

Key characteristics

Sharpe Ratio

MRUS:

0.12

MLI:

1.01

Sortino Ratio

MRUS:

0.70

MLI:

1.77

Omega Ratio

MRUS:

1.08

MLI:

1.21

Calmar Ratio

MRUS:

0.16

MLI:

1.37

Martin Ratio

MRUS:

0.33

MLI:

3.45

Ulcer Index

MRUS:

20.51%

MLI:

11.00%

Daily Std Dev

MRUS:

59.13%

MLI:

37.43%

Max Drawdown

MRUS:

-67.42%

MLI:

-61.71%

Current Drawdown

MRUS:

-28.48%

MLI:

-25.15%

Fundamentals

Market Cap

MRUS:

$2.97B

MLI:

$7.86B

EPS

MRUS:

-$3.35

MLI:

$5.31

PEG Ratio

MRUS:

0.00

MLI:

0.00

PS Ratio

MRUS:

82.33

MLI:

2.09

PB Ratio

MRUS:

4.59

MLI:

2.83

Total Revenue (TTM)

MRUS:

$37.38M

MLI:

$2.92B

Gross Profit (TTM)

MRUS:

$37.38M

MLI:

$803.49M

EBITDA (TTM)

MRUS:

-$331.91M

MLI:

$663.33M

Returns By Period

In the year-to-date period, MRUS achieves a 2.39% return, which is significantly higher than MLI's -10.31% return.


MRUS

YTD

2.39%

1M

-8.39%

6M

-18.29%

1Y

6.39%

5Y*

26.96%

10Y*

N/A

MLI

YTD

-10.31%

1M

-12.89%

6M

-1.21%

1Y

37.29%

5Y*

43.73%

10Y*

17.42%

*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

MRUS vs. MLI — Risk-Adjusted Performance Rank

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

MRUS
The Risk-Adjusted Performance Rank of MRUS is 5959
Overall Rank
The Sharpe Ratio Rank of MRUS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MRUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MRUS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MRUS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MRUS is 5858
Martin Ratio Rank

MLI
The Risk-Adjusted Performance Rank of MLI is 8484
Overall Rank
The Sharpe Ratio Rank of MLI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MLI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of MLI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MLI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MLI is 8282
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.

MRUS vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merus N.V. (MRUS) and Mueller Industries, Inc. (MLI). 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 MRUS, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
MRUS: 0.12
MLI: 1.01
The chart of Sortino ratio for MRUS, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
MRUS: 0.70
MLI: 1.77
The chart of Omega ratio for MRUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
MRUS: 1.08
MLI: 1.21
The chart of Calmar ratio for MRUS, currently valued at 0.16, compared to the broader market0.001.002.003.004.00
MRUS: 0.16
MLI: 1.37
The chart of Martin ratio for MRUS, currently valued at 0.33, compared to the broader market-5.000.005.0010.0015.0020.00
MRUS: 0.33
MLI: 3.45

The current MRUS Sharpe Ratio is 0.12, which is lower than the MLI Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MRUS and MLI, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.12
1.01
MRUS
MLI

Dividends

MRUS vs. MLI - Dividend Comparison

MRUS has not paid dividends to shareholders, while MLI's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
MRUS
Merus N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLI
Mueller Industries, Inc.
1.20%1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%

Drawdowns

MRUS vs. MLI - Drawdown Comparison

The maximum MRUS drawdown since its inception was -67.42%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for MRUS and MLI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.48%
-25.15%
MRUS
MLI

Volatility

MRUS vs. MLI - Volatility Comparison

Merus N.V. (MRUS) has a higher volatility of 25.12% compared to Mueller Industries, Inc. (MLI) at 15.84%. This indicates that MRUS's price experiences larger fluctuations and is considered to be riskier than MLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.12%
15.84%
MRUS
MLI

Financials

MRUS vs. MLI - Financials Comparison

This section allows you to compare key financial metrics between Merus N.V. and Mueller Industries, Inc.. 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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