WLK vs. MLI

In the year-to-date period, WLK achieves a -8.28% return, which is significantly lower than MLI's 93.65% return. Over the past 10 years, WLK has underperformed MLI with an annualized return of 7.38%, while MLI has yielded a comparatively higher 21.33% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Westlake Corporation (WLK) 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.

The current WLK Sharpe Ratio is 0.02, which is lower than the MLI Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of WLK 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.

WLK's dividend yield for the trailing twelve months is around 1.59%, more than MLI's 0.83% yield.

The maximum WLK drawdown since its inception was -75.16%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for WLK and MLI. For additional features, visit the drawdowns tool.

The current volatility for Westlake Corporation (WLK) is 6.41%, while Mueller Industries, Inc. (MLI) has a volatility of 18.27%. This indicates that WLK 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.

This section allows you to compare key financial metrics between Westlake 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.