ELV vs. MMC

In the year-to-date period, ELV achieves a 14.79% return, which is significantly higher than MMC's 3.95% return. Over the past 10 years, ELV has underperformed MMC with an annualized return of 12.13%, while MMC has yielded a comparatively higher 16.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) 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 ELV Sharpe Ratio is -0.73, which is lower than the MMC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ELV 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.

ELV's dividend yield for the trailing twelve months is around 1.57%, more than MMC's 1.49% yield.

The maximum ELV drawdown since its inception was -67.19%, roughly equal to the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for ELV and MMC. For additional features, visit the drawdowns tool.

The current volatility for Elevance Health Inc (ELV) is 10.54%, while Marsh & McLennan Companies, Inc. (MMC) has a volatility of 11.43%. This indicates that ELV experiences smaller price fluctuations and is considered to be less risky 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 Elevance Health Inc 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.