MCO vs. MMC

In the year-to-date period, MCO achieves a -7.17% return, which is significantly lower than MMC's 3.95% return. Both investments have delivered pretty close results over the past 10 years, with MCO having a 16.31% annualized return and MMC not far ahead at 16.46%.

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This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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 MCO Sharpe Ratio is 0.60, which is comparable to the MMC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MCO 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.

MCO's dividend yield for the trailing twelve months is around 0.80%, less than MMC's 1.49% yield.

The maximum MCO drawdown since its inception was -78.72%, which is greater than MMC's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for MCO and MMC. For additional features, visit the drawdowns tool.

Moody's Corporation (MCO) has a higher volatility of 17.28% compared to Marsh & McLennan Companies, Inc. (MMC) at 11.43%. This indicates that MCO'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 Moody's Corporation 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.