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MCY vs. ERIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCY and ERIE is 0.34, 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.


-0.50.00.51.00.3

Performance

MCY vs. ERIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercury General Corporation (MCY) and Erie Indemnity Company (ERIE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-12.56%
-17.29%
MCY
ERIE

Key characteristics

Sharpe Ratio

MCY:

0.63

ERIE:

0.42

Sortino Ratio

MCY:

1.07

ERIE:

0.80

Omega Ratio

MCY:

1.16

ERIE:

1.10

Calmar Ratio

MCY:

0.66

ERIE:

0.41

Martin Ratio

MCY:

2.02

ERIE:

0.85

Ulcer Index

MCY:

13.05%

ERIE:

14.65%

Daily Std Dev

MCY:

39.83%

ERIE:

29.56%

Max Drawdown

MCY:

-68.83%

ERIE:

-50.74%

Current Drawdown

MCY:

-32.70%

ERIE:

-27.82%

Fundamentals

Market Cap

MCY:

$2.93B

ERIE:

$20.45B

EPS

MCY:

$8.45

ERIE:

$10.70

PE Ratio

MCY:

6.26

ERIE:

36.54

PEG Ratio

MCY:

1.19

ERIE:

3.05

Total Revenue (TTM)

MCY:

$4.11B

ERIE:

$2.87B

Gross Profit (TTM)

MCY:

$3.87B

ERIE:

$506.69M

EBITDA (TTM)

MCY:

$446.61M

ERIE:

$512.13M

Returns By Period

In the year-to-date period, MCY achieves a -20.41% return, which is significantly lower than ERIE's -4.83% return. Over the past 10 years, MCY has underperformed ERIE with an annualized return of 4.36%, while ERIE has yielded a comparatively higher 18.33% annualized return.


MCY

YTD

-20.41%

1M

9.79%

6M

-11.13%

1Y

6.81%

5Y*

4.95%

10Y*

4.36%

ERIE

YTD

-4.83%

1M

-3.59%

6M

-15.82%

1Y

10.02%

5Y*

22.04%

10Y*

18.33%

*Annualized

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Risk-Adjusted Performance

MCY vs. ERIE — Risk-Adjusted Performance Rank

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

MCY
The Risk-Adjusted Performance Rank of MCY is 6565
Overall Rank
The Sharpe Ratio Rank of MCY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MCY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MCY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of MCY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MCY is 6666
Martin Ratio Rank

ERIE
The Risk-Adjusted Performance Rank of ERIE is 5757
Overall Rank
The Sharpe Ratio Rank of ERIE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ERIE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of ERIE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ERIE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ERIE is 5555
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.

MCY vs. ERIE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury General Corporation (MCY) and Erie Indemnity Company (ERIE). 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 MCY, currently valued at 0.63, compared to the broader market-2.000.002.004.000.630.42
The chart of Sortino ratio for MCY, currently valued at 1.07, compared to the broader market-6.00-4.00-2.000.002.004.006.001.070.80
The chart of Omega ratio for MCY, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.10
The chart of Calmar ratio for MCY, currently valued at 0.66, compared to the broader market0.002.004.006.000.660.41
The chart of Martin ratio for MCY, currently valued at 2.02, compared to the broader market0.0010.0020.0030.002.020.85
MCY
ERIE

The current MCY Sharpe Ratio is 0.63, which is higher than the ERIE Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of MCY and ERIE, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.63
0.42
MCY
ERIE

Dividends

MCY vs. ERIE - Dividend Comparison

MCY's dividend yield for the trailing twelve months is around 2.40%, more than ERIE's 1.33% yield.


TTM20242023202220212020201920182017201620152014
MCY
Mercury General Corporation
2.40%1.91%3.41%5.57%4.78%4.83%5.16%4.84%4.67%4.12%5.31%4.35%
ERIE
Erie Indemnity Company
1.33%1.24%1.42%1.79%2.15%2.39%2.17%2.52%2.57%1.95%3.61%2.80%

Drawdowns

MCY vs. ERIE - Drawdown Comparison

The maximum MCY drawdown since its inception was -68.83%, which is greater than ERIE's maximum drawdown of -50.74%. Use the drawdown chart below to compare losses from any high point for MCY and ERIE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.70%
-27.82%
MCY
ERIE

Volatility

MCY vs. ERIE - Volatility Comparison

Mercury General Corporation (MCY) has a higher volatility of 17.57% compared to Erie Indemnity Company (ERIE) at 11.05%. This indicates that MCY's price experiences larger fluctuations and is considered to be riskier than ERIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
17.57%
11.05%
MCY
ERIE

Financials

MCY vs. ERIE - Financials Comparison

This section allows you to compare key financial metrics between Mercury General Corporation and Erie Indemnity Company. 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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