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FWONK vs. MMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FWONK and MMC is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FWONK vs. MMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formula One Group (FWONK) and Marsh & McLennan Companies, Inc. (MMC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FWONK:

1.25

MMC:

0.71

Sortino Ratio

FWONK:

1.68

MMC:

1.05

Omega Ratio

FWONK:

1.22

MMC:

1.15

Calmar Ratio

FWONK:

1.32

MMC:

0.99

Martin Ratio

FWONK:

4.21

MMC:

2.90

Ulcer Index

FWONK:

7.68%

MMC:

4.47%

Daily Std Dev

FWONK:

27.42%

MMC:

17.44%

Max Drawdown

FWONK:

-57.74%

MMC:

-67.46%

Current Drawdown

FWONK:

-6.71%

MMC:

-7.13%

Fundamentals

Market Cap

FWONK:

$22.56B

MMC:

$111.99B

EPS

FWONK:

-$0.13

MMC:

$8.16

PEG Ratio

FWONK:

4.51

MMC:

2.42

PS Ratio

FWONK:

6.18

MMC:

4.47

PB Ratio

FWONK:

3.08

MMC:

7.96

Total Revenue (TTM)

FWONK:

$3.51B

MMC:

$25.05B

Gross Profit (TTM)

FWONK:

$916.00M

MMC:

$10.67B

EBITDA (TTM)

FWONK:

-$2.27B

MMC:

$7.08B

Returns By Period

In the year-to-date period, FWONK achieves a 2.89% return, which is significantly lower than MMC's 7.56% return. Over the past 10 years, FWONK has underperformed MMC with an annualized return of 13.81%, while MMC has yielded a comparatively higher 16.75% annualized return.


FWONK

YTD

2.89%

1M

16.28%

6M

17.05%

1Y

34.00%

5Y*

26.36%

10Y*

13.81%

MMC

YTD

7.56%

1M

-1.18%

6M

1.38%

1Y

12.36%

5Y*

18.66%

10Y*

16.75%

*Annualized

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Risk-Adjusted Performance

FWONK vs. MMC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWONK
The Risk-Adjusted Performance Rank of FWONK is 8484
Overall Rank
The Sharpe Ratio Rank of FWONK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FWONK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FWONK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FWONK is 8484
Martin Ratio Rank

MMC
The Risk-Adjusted Performance Rank of MMC is 7575
Overall Rank
The Sharpe Ratio Rank of MMC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MMC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MMC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MMC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MMC is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWONK vs. MMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONK) 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 FWONK Sharpe Ratio is 1.25, which is higher than the MMC Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FWONK 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.


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Dividends

FWONK vs. MMC - Dividend Comparison

FWONK has not paid dividends to shareholders, while MMC's dividend yield for the trailing twelve months is around 1.44%.


TTM20242023202220212020201920182017201620152014
FWONK
Formula One Group
0.00%0.00%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
Marsh & McLennan Companies, Inc.
1.44%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%

Drawdowns

FWONK vs. MMC - Drawdown Comparison

The maximum FWONK drawdown since its inception was -57.74%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for FWONK and MMC. For additional features, visit the drawdowns tool.


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Volatility

FWONK vs. MMC - Volatility Comparison


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Financials

FWONK vs. MMC - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20212022202320242025
447.00M
7.06B
(FWONK) Total Revenue
(MMC) Total Revenue
Values in USD except per share items

FWONK vs. MMC - Profitability Comparison

The chart below illustrates the profitability comparison between Formula One Group and Marsh & McLennan Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20212022202320242025
27.3%
45.5%
(FWONK) Gross Margin
(MMC) Gross Margin
FWONK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Formula One Group reported a gross profit of 122.00M and revenue of 447.00M. Therefore, the gross margin over that period was 27.3%.

MMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported a gross profit of 3.21B and revenue of 7.06B. Therefore, the gross margin over that period was 45.5%.

FWONK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Formula One Group reported an operating income of -60.00M and revenue of 447.00M, resulting in an operating margin of -13.4%.

MMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported an operating income of 2.01B and revenue of 7.06B, resulting in an operating margin of 28.4%.

FWONK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Formula One Group reported a net income of 5.00M and revenue of 447.00M, resulting in a net margin of 1.1%.

MMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported a net income of 1.38B and revenue of 7.06B, resulting in a net margin of 19.6%.