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

Correlation

The correlation between L and MKL is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

L vs. MKL - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
1,978.90%
18,354.29%
L
MKL

Key characteristics

Sharpe Ratio

L:

0.79

MKL:

1.01

Sortino Ratio

L:

1.14

MKL:

1.69

Omega Ratio

L:

1.16

MKL:

1.22

Calmar Ratio

L:

1.38

MKL:

1.31

Martin Ratio

L:

5.08

MKL:

3.86

Ulcer Index

L:

3.29%

MKL:

6.27%

Daily Std Dev

L:

21.21%

MKL:

24.03%

Max Drawdown

L:

-65.58%

MKL:

-61.32%

Current Drawdown

L:

-7.35%

MKL:

-14.14%

Fundamentals

Market Cap

L:

$17.95B

MKL:

$22.48B

EPS

L:

$6.41

MKL:

$199.31

PE Ratio

L:

13.31

MKL:

8.87

PEG Ratio

L:

2.69

MKL:

4.43

PS Ratio

L:

1.02

MKL:

1.35

PB Ratio

L:

1.05

MKL:

1.37

Total Revenue (TTM)

L:

$9.44B

MKL:

$12.15B

Gross Profit (TTM)

L:

$7.55B

MKL:

$12.15B

EBITDA (TTM)

L:

$667.00M

MKL:

$2.55B

Returns By Period

In the year-to-date period, L achieves a 0.82% return, which is significantly lower than MKL's 2.45% return. Over the past 10 years, L has underperformed MKL with an annualized return of 8.11%, while MKL has yielded a comparatively higher 8.79% annualized return.


L

YTD

0.82%

1M

-2.82%

6M

4.43%

1Y

15.91%

5Y*

19.31%

10Y*

8.11%

MKL

YTD

2.45%

1M

-4.50%

6M

11.18%

1Y

23.15%

5Y*

13.16%

10Y*

8.79%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

L vs. MKL — Risk-Adjusted Performance Rank

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

L
The Risk-Adjusted Performance Rank of L is 8080
Overall Rank
The Sharpe Ratio Rank of L is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of L is 8787
Martin Ratio Rank

MKL
The Risk-Adjusted Performance Rank of MKL is 8484
Overall Rank
The Sharpe Ratio Rank of MKL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MKL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of MKL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MKL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MKL is 8484
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.

L vs. MKL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) 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 L, currently valued at 0.79, compared to the broader market-2.00-1.000.001.002.003.00
L: 0.79
MKL: 1.01
The chart of Sortino ratio for L, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
L: 1.14
MKL: 1.69
The chart of Omega ratio for L, currently valued at 1.16, compared to the broader market0.501.001.502.00
L: 1.16
MKL: 1.22
The chart of Calmar ratio for L, currently valued at 1.38, compared to the broader market0.001.002.003.004.00
L: 1.38
MKL: 1.31
The chart of Martin ratio for L, currently valued at 5.08, compared to the broader market-5.000.005.0010.0015.0020.00
L: 5.08
MKL: 3.86

The current L Sharpe Ratio is 0.79, which is comparable to the MKL Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of L 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.79
1.01
L
MKL

Dividends

L vs. MKL - Dividend Comparison

L's dividend yield for the trailing twelve months is around 0.29%, while MKL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
L
Loews Corporation
0.29%0.30%0.36%0.43%0.43%0.56%0.48%0.55%0.50%0.53%0.65%0.59%
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

L vs. MKL - Drawdown Comparison

The maximum L drawdown since its inception was -65.58%, which is greater than MKL's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for L and MKL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.35%
-14.14%
L
MKL

Volatility

L vs. MKL - Volatility Comparison

Loews Corporation (L) has a higher volatility of 12.41% compared to Markel Corporation (MKL) at 10.24%. This indicates that L'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.41%
10.24%
L
MKL

Financials

L vs. MKL - Financials Comparison

This section allows you to compare key financial metrics between Loews Corporation 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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