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PPH vs. MLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPH vs. MLI - Performance Comparison

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

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Returns By Period

In the year-to-date period, PPH achieves a 2.96% return, which is significantly lower than MLI's 20.69% return. Over the past 10 years, PPH has underperformed MLI with an annualized return of 8.39%, while MLI has yielded a comparatively higher 26.81% annualized return.


PPH

1D
-1.04%
1M
4.48%
YTD
2.96%
6M
3.80%
1Y
18.69%
3Y*
12.38%
5Y*
9.47%
10Y*
8.39%

MLI

1D
-0.25%
1M
1.23%
YTD
20.69%
6M
20.88%
1Y
87.45%
3Y*
52.10%
5Y*
45.38%
10Y*
26.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPH vs. MLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPH
VanEck Pharmaceutical ETF
2.96%22.00%8.05%6.95%2.64%17.79%5.49%19.39%-5.89%15.23%
MLI
Mueller Industries, Inc.
20.69%46.29%70.51%62.38%1.05%70.95%12.30%37.79%-33.10%-2.76%

Correlation

The correlation between PPH and MLI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.24

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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2000

0.39

The correlation between PPH and MLI shifts across timeframes, from 0.24 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PPH vs. MLI — Risk / Return Rank

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

PPH
PPH Risk / Return Rank: 3434
Overall Rank
PPH Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PPH Sortino Ratio Rank: 3535
Sortino Ratio Rank
PPH Omega Ratio Rank: 3131
Omega Ratio Rank
PPH Calmar Ratio Rank: 3838
Calmar Ratio Rank
PPH Martin Ratio Rank: 3232
Martin Ratio Rank

MLI
MLI Risk / Return Rank: 9292
Overall Rank
MLI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MLI Sortino Ratio Rank: 9393
Sortino Ratio Rank
MLI Omega Ratio Rank: 9494
Omega Ratio Rank
MLI Calmar Ratio Rank: 8989
Calmar Ratio Rank
MLI Martin Ratio Rank: 8989
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.

PPH vs. MLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Pharmaceutical ETF (PPH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPHMLIDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.20

1.50

-0.31

Calmar ratioReturn relative to maximum drawdown

1.74

3.94

-2.19

Martin ratioReturn relative to average drawdown

4.30

10.92

-6.63

PPH vs. MLI - Sharpe Ratio Comparison

The current PPH Sharpe Ratio is 1.07, which is lower than the MLI Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of PPH and MLI, 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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Drawdowns

PPH vs. MLI - Drawdown Comparison

The maximum PPH drawdown since its inception was -51.45%, smaller than the maximum MLI drawdown of -61.72%. Use the drawdown chart below to compare losses from any high point for PPH and MLI.


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Drawdown Indicators


PPHMLIDifference

Max Drawdown

Largest peak-to-trough decline

-51.45%

-61.72%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-22.33%

+11.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

-27.79%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.26%

-27.79%

+7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

-52.95%

+23.25%

Current Drawdown

Current decline from peak

-4.90%

-1.93%

-2.97%

Average Drawdown

Average peak-to-trough decline

-17.29%

-16.04%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

8.03%

-3.58%

Volatility

PPH vs. MLI - Volatility Comparison

The current volatility for VanEck Pharmaceutical ETF (PPH) is 5.95%, while Mueller Industries, Inc. (MLI) has a volatility of 10.51%. This indicates that PPH 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.


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Volatility by Period


PPHMLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

10.51%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

25.79%

-13.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

30.06%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

33.07%

-17.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

35.79%

-18.79%

Dividends

PPH vs. MLI - Dividend Comparison

PPH's dividend yield for the trailing twelve months is around 2.05%, more than MLI's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
MLI
Mueller Industries, Inc.
0.87%0.87%1.01%1.27%1.69%0.88%1.14%1.26%1.71%9.60%0.94%1.11%
PPH
VanEck Pharmaceutical ETF
2.05%1.78%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%

Frequently Asked Questions


PPH and MLI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLI has higher volatility (10.51%) compared to PPH (5.95%). In terms of maximum drawdown, PPH dropped -51.45% vs MLI's -61.72%.

MLI currently has the higher Sharpe Ratio (2.93 vs 1.07), 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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