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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.


-0.50.00.51.0
Correlation: 0.6

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.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
1,197.63%
576.04%
MWA
VOO

Key characteristics

Sharpe Ratio

MWA:

2.03

VOO:

0.75

Sortino Ratio

MWA:

3.14

VOO:

1.15

Omega Ratio

MWA:

1.39

VOO:

1.17

Calmar Ratio

MWA:

3.85

VOO:

0.77

Martin Ratio

MWA:

10.39

VOO:

3.04

Ulcer Index

MWA:

7.11%

VOO:

4.72%

Daily Std Dev

MWA:

36.38%

VOO:

19.15%

Max Drawdown

MWA:

-91.80%

VOO:

-33.99%

Current Drawdown

MWA:

-3.65%

VOO:

-7.30%

Returns By Period

In the year-to-date period, MWA achieves a 21.23% return, which is significantly higher than VOO's -3.02% return. Both investments have delivered pretty close results over the past 10 years, with MWA having a 12.89% annualized return and VOO not far behind at 12.58%.


MWA

YTD

21.23%

1M

11.93%

6M

24.84%

1Y

69.64%

5Y*

26.08%

10Y*

12.89%

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

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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 9595
Overall Rank
The Sharpe Ratio Rank of MWA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MWA is 9595
Sortino Ratio Rank
The Omega Ratio Rank of MWA is 9292
Omega Ratio Rank
The Calmar Ratio Rank of MWA is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MWA is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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 chart of Sharpe ratio for MWA, currently valued at 2.03, compared to the broader market-2.00-1.000.001.002.003.00
MWA: 2.03
VOO: 0.75
The chart of Sortino ratio for MWA, currently valued at 3.14, compared to the broader market-6.00-4.00-2.000.002.004.00
MWA: 3.14
VOO: 1.15
The chart of Omega ratio for MWA, currently valued at 1.39, compared to the broader market0.501.001.502.00
MWA: 1.39
VOO: 1.17
The chart of Calmar ratio for MWA, currently valued at 3.85, compared to the broader market0.001.002.003.004.005.00
MWA: 3.85
VOO: 0.77
The chart of Martin ratio for MWA, currently valued at 10.38, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
MWA: 10.39
VOO: 3.04

The current MWA Sharpe Ratio is 2.03, which is higher than the VOO Sharpe Ratio of 0.75. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
2.03
0.75
MWA
VOO

Dividends

MWA vs. VOO - Dividend Comparison

MWA's dividend yield for the trailing twelve months is around 0.96%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
MWA
Mueller Water Products, Inc.
0.96%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
1.34%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.65%
-7.30%
MWA
VOO

Volatility

MWA vs. VOO - Volatility Comparison

Mueller Water Products, Inc. (MWA) has a higher volatility of 14.76% compared to Vanguard S&P 500 ETF (VOO) at 13.90%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.76%
13.90%
MWA
VOO