FFH.TO vs. MKL
Compare and contrast key facts about Fairfax Financial Holdings Limited (FFH.TO) and Markel Corporation (MKL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFH.TO or MKL.
Key characteristics
| FFH.TO | MKL | |
|---|---|---|
| YTD Return | 56.95% | 8.81% |
| 1Y Return | 56.82% | 15.56% |
| 3Y Return (Ann) | 58.09% | 5.94% |
| 5Y Return (Ann) | 29.54% | 5.76% |
| 10Y Return (Ann) | 15.72% | 8.31% |
| Sharpe Ratio | 2.47 | 0.15 |
| Sortino Ratio | 3.02 | 0.33 |
| Omega Ratio | 1.46 | 1.06 |
| Calmar Ratio | 5.03 | 0.22 |
| Martin Ratio | 21.19 | 0.80 |
| Ulcer Index | 3.08% | 4.40% |
| Daily Std Dev | 26.46% | 22.99% |
| Max Drawdown | -88.18% | -61.32% |
| Current Drawdown | 0.00% | -7.11% |
Fundamentals
| FFH.TO | MKL | |
|---|---|---|
| Market Cap | CA$43.03B | $19.87B |
| EPS | CA$247.33 | $216.76 |
| PE Ratio | 7.63 | 7.13 |
| PEG Ratio | 0.28 | 6.59 |
| Total Revenue (TTM) | CA$21.10B | $17.42B |
| Gross Profit (TTM) | CA$22.66B | $17.91B |
| EBITDA (TTM) | CA$2.11B | $1.24B |
Correlation
The correlation between FFH.TO and MKL is 0.17, 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.
Performance
FFH.TO vs. MKL - Performance Comparison
In the year-to-date period, FFH.TO achieves a 56.95% return, which is significantly higher than MKL's 8.81% return. Over the past 10 years, FFH.TO has outperformed MKL with an annualized return of 15.72%, while MKL has yielded a comparatively lower 8.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FFH.TO vs. MKL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) 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.
Dividends
FFH.TO vs. MKL - Dividend Comparison
FFH.TO's dividend yield for the trailing twelve months is around 0.79%, while MKL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.79% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
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
FFH.TO vs. MKL - Drawdown Comparison
The maximum FFH.TO drawdown since its inception was -88.18%, which is greater than MKL's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for FFH.TO and MKL. For additional features, visit the drawdowns tool.
Volatility
FFH.TO vs. MKL - Volatility Comparison
Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 10.95% compared to Markel Corporation (MKL) at 5.71%. This indicates that FFH.TO'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.
Financials
FFH.TO vs. MKL - Financials Comparison
This section allows you to compare key financial metrics between Fairfax Financial Holdings Limited 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.
Total Revenue: Total amount of money received from sales and other business activities