EG vs. MMC

In the year-to-date period, EG achieves a -3.35% return, which is significantly lower than MMC's 9.76% return. Over the past 10 years, EG has underperformed MMC with an annualized return of 9.10%, while MMC has yielded a comparatively higher 16.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) and Marsh & McLennan Companies, Inc. (MMC). 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 EG Sharpe Ratio is -0.28, which is lower than the MMC Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of EG and MMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EG's dividend yield for the trailing twelve months is around 2.31%, more than MMC's 1.41% yield.

The maximum EG drawdown since its inception was -52.96%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for EG and MMC.

Everest Group Ltd (EG) has a higher volatility of 9.19% compared to Marsh & McLennan Companies, Inc. (MMC) at 4.42%. This indicates that EG's price experiences larger fluctuations and is considered to be riskier than MMC 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 Everest Group Ltd and Marsh & McLennan Companies, 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.