SIGA vs. MLI
SIGA (SIGA Technologies, Inc.) and MLI (Mueller Industries, Inc.) are both stocks. SIGA operates in Biotechnology (Healthcare), while MLI operates in Metal Fabrication (Industrials). Over the past 10 years, SIGA returned 8.86%/yr vs 25.71%/yr for MLI. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
SIGA vs. MLI - Performance Comparison
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Returns By Period
In the year-to-date period, SIGA achieves a -39.50% return, which is significantly lower than MLI's 16.37% return. Over the past 10 years, SIGA has underperformed MLI with an annualized return of 8.86%, while MLI has yielded a comparatively higher 25.71% annualized return.
SIGA
- 1D
- 0.62%
- 1M
- -15.28%
- 6M
- -44.83%
- YTD
- -39.50%
- 1Y
- -42.78%
- 3Y*
- -8.01%
- 5Y*
- -4.55%
- 10Y*
- 8.86%
- ALL TIME*
- -0.30%
MLI
- 1D
- -0.67%
- 1M
- 17.54%
- 6M
- -1.87%
- YTD
- 16.37%
- 1Y
- 61.07%
- 3Y*
- 51.41%
- 5Y*
- 45.63%
- 10Y*
- 25.71%
- ALL TIME*
- 17.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $96.51M | $99.99M | $92.66M | |
| $3.41M | $2.66M | $2.49M |
SIGA vs. MLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -39.50% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
MLI Mueller Industries, Inc. | 16.37% | 46.29% | 70.51% | 62.38% | 1.05% | 70.95% | 12.30% | 37.79% | -33.10% | -2.76% |
Correlation
The correlation between SIGA and MLI is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1997 | 0.18 |
The correlation between SIGA and MLI shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SIGA:
$234.54M
MLI:
$14.69B
SIGA:
-$56.46K
MLI:
$3.84
SIGA:
2.50
MLI:
3.16
SIGA:
0.00
MLI:
4.14
SIGA:
$93.78M
MLI:
$4.66B
SIGA:
$57.99M
MLI:
$1.26B
SIGA:
$29.70M
MLI:
$1.18B
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Return for Risk
SIGA vs. MLI — Risk / Return Rank
SIGA
MLI
SIGA vs. MLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) 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.
| SIGA | MLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.33 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.58 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.20 | 6.20 | -7.41 |
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Drawdowns
SIGA vs. MLI - Drawdown Comparison
The maximum SIGA drawdown since its inception was -98.01%, which is greater than MLI's maximum drawdown of -61.72%. Use the drawdown chart below to compare losses from any high point for SIGA and MLI.
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Drawdown Indicators
| SIGA | MLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -61.72% | -36.29% |
Max Drawdown (1Y)Largest decline over 1 year | -63.03% | -22.33% | -40.70% |
Max Drawdown (3Y)Largest decline over 3 years | -67.67% | -27.79% | -39.88% |
Max Drawdown (5Y)Largest decline over 5 years | -82.80% | -27.79% | -55.01% |
Max Drawdown (10Y)Largest decline over 10 years | -82.80% | -52.95% | -29.85% |
Current DrawdownCurrent decline from peak | -81.86% | -5.44% | -76.42% |
Average DrawdownAverage peak-to-trough decline | -66.98% | -16.02% | -50.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.66% | 9.26% | +27.40% |
Volatility
SIGA vs. MLI - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 16.37% compared to Mueller Industries, Inc. (MLI) at 9.62%. This indicates that SIGA'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.
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Volatility by Period
| SIGA | MLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.37% | 9.62% | +6.75% |
Volatility (6M)Calculated over the trailing 6-month period | 32.14% | 28.57% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.42% | 32.10% | +18.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.16% | 33.22% | +35.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.67% | 35.95% | +23.72% |
Dividends
SIGA vs. MLI - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 18.35%, more than MLI's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLI Mueller Industries, Inc. | 0.90% | 0.87% | 1.01% | 1.27% | 1.69% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% |
SIGA SIGA Technologies, Inc. | 18.35% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SIGA vs. MLI - Financials Comparison
This section allows you to compare key financial metrics between SIGA Technologies, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SIGA and MLI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (16.37%) compared to MLI (9.62%). In terms of maximum drawdown, SIGA dropped -98.01% vs MLI's -61.72%.
MLI currently has the higher Sharpe Ratio (1.80 vs -0.88), 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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