MKL vs. WTM
Compare and contrast key facts about Markel Corporation (MKL) and White Mountains Insurance Group, Ltd. (WTM).
Performance
MKL vs. WTM - Performance Comparison
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MKL vs. WTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MKL Markel Corporation | -10.96% | 24.53% | 21.57% | 7.77% | 6.77% | 19.42% | -9.61% | 10.13% | -8.87% | 25.94% |
WTM White Mountains Insurance Group, Ltd. | 5.77% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
Fundamentals
MKL:
$22.65B
WTM:
$5.61B
MKL:
$169.50
WTM:
$434.62
MKL:
11.29
WTM:
5.05
MKL:
0.20
WTM:
0.06
MKL:
1.46
WTM:
2.07
MKL:
1.22
WTM:
1.03
MKL:
$16.34B
WTM:
$2.71B
MKL:
$9.30B
WTM:
$1.45B
MKL:
$3.08B
WTM:
$1.41B
Returns By Period
In the year-to-date period, MKL achieves a -10.96% return, which is significantly lower than WTM's 5.77% return. Over the past 10 years, MKL has underperformed WTM with an annualized return of 7.79%, while WTM has yielded a comparatively higher 10.63% annualized return.
MKL
- 1D
- 1.46%
- 1M
- -7.64%
- YTD
- -10.96%
- 6M
- 0.14%
- 1Y
- 2.38%
- 3Y*
- 14.43%
- 5Y*
- 10.59%
- 10Y*
- 7.79%
WTM
- 1D
- 0.14%
- 1M
- -1.02%
- YTD
- 5.77%
- 6M
- 31.49%
- 1Y
- 14.13%
- 3Y*
- 16.90%
- 5Y*
- 14.35%
- 10Y*
- 10.63%
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Return for Risk
MKL vs. WTM — Risk / Return Rank
MKL
WTM
MKL vs. WTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) and White Mountains Insurance Group, Ltd. (WTM). 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.
| MKL | WTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.57 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.32 | 1.02 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.13 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 1.09 | -0.87 |
Martin ratioReturn relative to average drawdown | 0.61 | 2.70 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MKL | WTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.57 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.61 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.46 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between MKL and WTM is 0.29, 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.
Dividends
MKL vs. WTM - Dividend Comparison
MKL has not paid dividends to shareholders, while WTM's dividend yield for the trailing twelve months is around 0.05%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTM White Mountains Insurance Group, Ltd. | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.10% | 0.10% | 0.09% | 0.12% | 0.12% | 0.12% | 0.14% |
Drawdowns
MKL vs. WTM - Drawdown Comparison
The maximum MKL drawdown since its inception was -61.32%, smaller than the maximum WTM drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for MKL and WTM.
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Drawdown Indicators
| MKL | WTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -77.47% | +16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -13.22% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.87% | -20.23% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -44.66% | -40.16% | -4.50% |
Current DrawdownCurrent decline from peak | -12.68% | -2.06% | -10.62% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -14.19% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 5.75% | -0.55% |
Volatility
MKL vs. WTM - Volatility Comparison
The current volatility for Markel Corporation (MKL) is 5.21%, while White Mountains Insurance Group, Ltd. (WTM) has a volatility of 6.58%. This indicates that MKL experiences smaller price fluctuations and is considered to be less risky than WTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKL | WTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.58% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 17.61% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 24.71% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.25% | 23.46% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 23.23% | +1.92% |
Financials
MKL vs. WTM - Financials Comparison
This section allows you to compare key financial metrics between Markel Corporation and White Mountains Insurance Group, Ltd.. 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