MKL vs. FFH.TO
Compare and contrast key facts about Markel Corporation (MKL) and Fairfax Financial Holdings Limited (FFH.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKL or FFH.TO.
Key characteristics
| MKL | FFH.TO | |
|---|---|---|
| YTD Return | 9.70% | 37.72% |
| 1Y Return | 2.50% | 48.25% |
| 3Y Return (Ann) | 8.27% | 47.87% |
| 5Y Return (Ann) | 5.99% | 25.40% |
| 10Y Return (Ann) | 9.32% | 15.13% |
| Sharpe Ratio | 0.15 | 1.94 |
| Daily Std Dev | 23.09% | 25.26% |
| Max Drawdown | -61.32% | -88.18% |
| Current Drawdown | -6.35% | -0.72% |
Fundamentals
| MKL | FFH.TO | |
|---|---|---|
| Market Cap | $20.16B | CA$38.07B |
| EPS | $153.95 | CA$221.93 |
| PE Ratio | 10.12 | 7.46 |
| PEG Ratio | 4.35 | 0.28 |
| Total Revenue (TTM) | $16.19B | CA$27.40B |
| Gross Profit (TTM) | $16.63B | CA$28.95B |
| EBITDA (TTM) | -$61.03M | CA$3.48B |
Correlation
The correlation between MKL and FFH.TO is 0.17, 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.
Performance
MKL vs. FFH.TO - Performance Comparison
In the year-to-date period, MKL achieves a 9.70% return, which is significantly lower than FFH.TO's 37.72% return. Over the past 10 years, MKL has underperformed FFH.TO with an annualized return of 9.32%, while FFH.TO has yielded a comparatively higher 15.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MKL vs. FFH.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) and Fairfax Financial Holdings Limited (FFH.TO). 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.
Dividends
MKL vs. FFH.TO - Dividend Comparison
MKL has not paid dividends to shareholders, while FFH.TO's dividend yield for the trailing twelve months is around 0.91%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FFH.TO Fairfax Financial Holdings Limited | 0.91% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
Drawdowns
MKL vs. FFH.TO - Drawdown Comparison
The maximum MKL drawdown since its inception was -61.32%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for MKL and FFH.TO. For additional features, visit the drawdowns tool.
Volatility
MKL vs. FFH.TO - Volatility Comparison
The current volatility for Markel Corporation (MKL) is 4.24%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 5.56%. This indicates that MKL experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MKL vs. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between Markel Corporation and Fairfax Financial Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities