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

Correlation

The correlation between MKL and CINF is 0.38, 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

MKL vs. CINF - Performance Comparison

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

5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%NovemberDecember2025FebruaryMarchApril
8,190.34%
5,506.16%
MKL
CINF

Key characteristics

Sharpe Ratio

MKL:

0.89

CINF:

0.52

Sortino Ratio

MKL:

1.54

CINF:

0.84

Omega Ratio

MKL:

1.20

CINF:

1.12

Calmar Ratio

MKL:

1.18

CINF:

0.67

Martin Ratio

MKL:

3.34

CINF:

1.75

Ulcer Index

MKL:

6.55%

CINF:

7.67%

Daily Std Dev

MKL:

24.47%

CINF:

25.90%

Max Drawdown

MKL:

-61.32%

CINF:

-59.64%

Current Drawdown

MKL:

-12.46%

CINF:

-15.55%

Fundamentals

Market Cap

MKL:

$22.92B

CINF:

$21.19B

EPS

MKL:

$199.29

CINF:

$14.53

PE Ratio

MKL:

9.05

CINF:

9.20

PEG Ratio

MKL:

4.43

CINF:

-158.72

PS Ratio

MKL:

1.38

CINF:

1.87

PB Ratio

MKL:

1.40

CINF:

1.50

Total Revenue (TTM)

MKL:

$12.15B

CINF:

$8.40B

Gross Profit (TTM)

MKL:

$12.15B

CINF:

$8.40B

EBITDA (TTM)

MKL:

$2.55B

CINF:

$2.04B

Returns By Period

In the year-to-date period, MKL achieves a 4.46% return, which is significantly higher than CINF's -6.41% return. Over the past 10 years, MKL has underperformed CINF with an annualized return of 9.28%, while CINF has yielded a comparatively higher 13.32% annualized return.


MKL

YTD

4.46%

1M

-3.66%

6M

16.35%

1Y

25.52%

5Y*

14.94%

10Y*

9.28%

CINF

YTD

-6.41%

1M

-9.39%

6M

-4.24%

1Y

23.59%

5Y*

13.25%

10Y*

13.32%

*Annualized

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Risk-Adjusted Performance

MKL vs. CINF — Risk-Adjusted Performance Rank

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

MKL
The Risk-Adjusted Performance Rank of MKL is 8181
Overall Rank
The Sharpe Ratio Rank of MKL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MKL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MKL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MKL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MKL is 8181
Martin Ratio Rank

CINF
The Risk-Adjusted Performance Rank of CINF is 6969
Overall Rank
The Sharpe Ratio Rank of CINF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CINF is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CINF is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CINF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CINF is 7272
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.

MKL vs. CINF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) and Cincinnati Financial Corporation (CINF). 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 chart of Sharpe ratio for MKL, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.00
MKL: 0.89
CINF: 0.52
The chart of Sortino ratio for MKL, currently valued at 1.54, compared to the broader market-6.00-4.00-2.000.002.004.00
MKL: 1.54
CINF: 0.84
The chart of Omega ratio for MKL, currently valued at 1.20, compared to the broader market0.501.001.502.00
MKL: 1.20
CINF: 1.12
The chart of Calmar ratio for MKL, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.00
MKL: 1.18
CINF: 0.67
The chart of Martin ratio for MKL, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.00
MKL: 3.34
CINF: 1.75

The current MKL Sharpe Ratio is 0.89, which is higher than the CINF Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MKL and CINF, 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.89
0.52
MKL
CINF

Dividends

MKL vs. CINF - Dividend Comparison

MKL has not paid dividends to shareholders, while CINF's dividend yield for the trailing twelve months is around 2.47%.


TTM20242023202220212020201920182017201620152014
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%
CINF
Cincinnati Financial Corporation
2.47%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%

Drawdowns

MKL vs. CINF - Drawdown Comparison

The maximum MKL drawdown since its inception was -61.32%, roughly equal to the maximum CINF drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for MKL and CINF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.46%
-15.55%
MKL
CINF

Volatility

MKL vs. CINF - Volatility Comparison

The current volatility for Markel Corporation (MKL) is 11.23%, while Cincinnati Financial Corporation (CINF) has a volatility of 13.86%. This indicates that MKL experiences smaller price fluctuations and is considered to be less risky than CINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.23%
13.86%
MKL
CINF

Financials

MKL vs. CINF - Financials Comparison

This section allows you to compare key financial metrics between Markel Corporation and Cincinnati Financial 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