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APO vs. MKL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

APO vs. MKL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apollo Global Management, Inc. (APO) and Markel Corporation (MKL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
48.84%
1.35%
APO
MKL

Returns By Period

In the year-to-date period, APO achieves a 83.24% return, which is significantly higher than MKL's 17.64% return. Over the past 10 years, APO has outperformed MKL with an annualized return of 27.85%, while MKL has yielded a comparatively lower 9.18% annualized return.


APO

YTD

83.24%

1M

16.36%

6M

47.72%

1Y

93.34%

5Y (annualized)

35.91%

10Y (annualized)

27.85%

MKL

YTD

17.64%

1M

5.01%

6M

2.02%

1Y

18.48%

5Y (annualized)

8.69%

10Y (annualized)

9.18%

Fundamentals


APOMKL
Market Cap$92.97B$21.28B
EPS$9.46$216.70
PE Ratio17.377.64
PEG Ratio1.377.05
Total Revenue (TTM)$31.88B$17.31B
Gross Profit (TTM)$29.78B$17.91B
EBITDA (TTM)$9.18B$1.24B

Key characteristics


APOMKL
Sharpe Ratio3.110.96
Sortino Ratio3.651.41
Omega Ratio1.541.20
Calmar Ratio4.631.65
Martin Ratio18.574.28
Ulcer Index5.20%4.44%
Daily Std Dev31.03%19.86%
Max Drawdown-56.98%-61.32%
Current Drawdown0.00%-2.32%

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Correlation

-0.50.00.51.00.3

The correlation between APO and MKL is 0.34, 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

APO vs. MKL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apollo Global Management, Inc. (APO) and Markel Corporation (MKL). 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 APO, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.110.96
The chart of Sortino ratio for APO, currently valued at 3.65, compared to the broader market-4.00-2.000.002.004.003.651.41
The chart of Omega ratio for APO, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.20
The chart of Calmar ratio for APO, currently valued at 4.63, compared to the broader market0.002.004.006.004.631.65
The chart of Martin ratio for APO, currently valued at 18.57, compared to the broader market-10.000.0010.0020.0030.0018.574.28
APO
MKL

The current APO Sharpe Ratio is 3.11, which is higher than the MKL Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of APO and MKL, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
3.11
0.96
APO
MKL

Dividends

APO vs. MKL - Dividend Comparison

APO's dividend yield for the trailing twelve months is around 1.08%, while MKL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
APO
Apollo Global Management, Inc.
1.08%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%
MKL
Markel Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APO vs. MKL - Drawdown Comparison

The maximum APO drawdown since its inception was -56.98%, smaller than the maximum MKL drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for APO and MKL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.32%
APO
MKL

Volatility

APO vs. MKL - Volatility Comparison

Apollo Global Management, Inc. (APO) has a higher volatility of 13.11% compared to Markel Corporation (MKL) at 7.45%. This indicates that APO's price experiences larger fluctuations and is considered to be riskier than MKL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.11%
7.45%
APO
MKL

Financials

APO vs. MKL - Financials Comparison

This section allows you to compare key financial metrics between Apollo Global Management, Inc. and Markel Corporation. 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