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

Performance

PBA vs. MLI - Performance Comparison

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

0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
17.26%
54.94%
PBA
MLI

Returns By Period

In the year-to-date period, PBA achieves a 28.25% return, which is significantly lower than MLI's 94.34% return. Over the past 10 years, PBA has underperformed MLI with an annualized return of 6.64%, while MLI has yielded a comparatively higher 21.36% annualized return.


PBA

YTD

28.25%

1M

-1.46%

6M

17.26%

1Y

37.40%

5Y (annualized)

10.00%

10Y (annualized)

6.64%

MLI

YTD

94.34%

1M

25.54%

6M

54.94%

1Y

122.36%

5Y (annualized)

45.17%

10Y (annualized)

21.36%

Fundamentals


PBAMLI
Market Cap$24.08B$10.63B
EPS$2.37$5.14
PE Ratio17.4918.18
PEG Ratio1.360.00
Total Revenue (TTM)$5.25B$3.58B
Gross Profit (TTM)$2.04B$975.81M
EBITDA (TTM)$2.39B$818.54M

Key characteristics


PBAMLI
Sharpe Ratio2.833.68
Sortino Ratio3.734.93
Omega Ratio1.501.60
Calmar Ratio2.2810.90
Martin Ratio21.9536.93
Ulcer Index1.73%3.31%
Daily Std Dev13.44%33.21%
Max Drawdown-70.87%-61.71%
Current Drawdown-2.15%-4.89%

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Correlation

-0.50.00.51.00.4

The correlation between PBA and MLI is 0.39, 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.

Risk-Adjusted Performance

PBA vs. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PBA) 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 PBA, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.002.833.68
The chart of Sortino ratio for PBA, currently valued at 3.73, compared to the broader market-4.00-2.000.002.004.003.734.93
The chart of Omega ratio for PBA, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.60
The chart of Calmar ratio for PBA, currently valued at 2.28, compared to the broader market0.002.004.006.002.2810.90
The chart of Martin ratio for PBA, currently valued at 21.95, compared to the broader market-10.000.0010.0020.0030.0021.9536.93
PBA
MLI

The current PBA Sharpe Ratio is 2.83, which is comparable to the MLI Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of PBA 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.83
3.68
PBA
MLI

Dividends

PBA vs. MLI - Dividend Comparison

PBA's dividend yield for the trailing twelve months is around 4.69%, more than MLI's 0.83% yield.


TTM20232022202120202019201820172016201520142013
PBA
Pembina Pipeline Corporation
4.69%5.67%5.78%6.63%7.92%4.93%5.81%4.36%4.57%6.45%4.27%4.52%
MLI
Mueller Industries, Inc.
0.83%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%

Drawdowns

PBA vs. MLI - Drawdown Comparison

The maximum PBA drawdown since its inception was -70.87%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for PBA and MLI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.15%
-4.89%
PBA
MLI

Volatility

PBA vs. MLI - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PBA) is 5.40%, while Mueller Industries, Inc. (MLI) has a volatility of 18.24%. This indicates that PBA experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
5.40%
18.24%
PBA
MLI

Financials

PBA vs. MLI - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation 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