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MWA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MWA and VOO is 0.59, 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.


Performance

MWA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Water Products, Inc. (MWA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MWA:

0.95

VOO:

0.74

Sortino Ratio

MWA:

1.66

VOO:

1.04

Omega Ratio

MWA:

1.20

VOO:

1.15

Calmar Ratio

MWA:

1.82

VOO:

0.68

Martin Ratio

MWA:

4.69

VOO:

2.58

Ulcer Index

MWA:

7.46%

VOO:

4.93%

Daily Std Dev

MWA:

37.00%

VOO:

19.54%

Max Drawdown

MWA:

-91.80%

VOO:

-33.99%

Current Drawdown

MWA:

-12.90%

VOO:

-3.55%

Returns By Period

In the year-to-date period, MWA achieves a 9.59% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, MWA has underperformed VOO with an annualized return of 11.73%, while VOO has yielded a comparatively higher 12.81% annualized return.


MWA

YTD

9.59%

1M

-7.39%

6M

-1.53%

1Y

33.64%

3Y*

29.19%

5Y*

23.30%

10Y*

11.73%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Mueller Water Products, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MWA vs. VOO — Risk-Adjusted Performance Rank

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

MWA
The Risk-Adjusted Performance Rank of MWA is 8383
Overall Rank
The Sharpe Ratio Rank of MWA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MWA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MWA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MWA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MWA is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

MWA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Water Products, Inc. (MWA) 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.


The current MWA Sharpe Ratio is 0.95, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MWA and VOO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MWA vs. VOO - Dividend Comparison

MWA's dividend yield for the trailing twelve months is around 1.08%, less than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
MWA
Mueller Water Products, Inc.
1.08%1.15%1.72%2.18%1.55%1.73%1.72%2.20%1.28%0.83%0.91%0.70%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MWA vs. VOO - Drawdown Comparison

The maximum MWA drawdown since its inception was -91.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MWA and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MWA vs. VOO - Volatility Comparison

Mueller Water Products, Inc. (MWA) has a higher volatility of 13.27% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that MWA'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.


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