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

Performance

INTU vs. MKL - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
1.60%
4.07%
INTU
MKL

Returns By Period

In the year-to-date period, INTU achieves a 9.25% return, which is significantly lower than MKL's 20.17% return. Over the past 10 years, INTU has outperformed MKL with an annualized return of 23.23%, while MKL has yielded a comparatively lower 9.41% annualized return.


INTU

YTD

9.25%

1M

10.68%

6M

1.60%

1Y

21.91%

5Y (annualized)

20.75%

10Y (annualized)

23.23%

MKL

YTD

20.17%

1M

7.27%

6M

4.07%

1Y

21.57%

5Y (annualized)

8.74%

10Y (annualized)

9.41%

Fundamentals


INTUMKL
Market Cap$190.27B$21.28B
EPS$10.46$216.70
PE Ratio64.907.64
PEG Ratio2.107.05
Total Revenue (TTM)$13.31B$17.31B
Gross Profit (TTM)$10.48B$17.91B
EBITDA (TTM)$4.03B$1.24B

Key characteristics


INTUMKL
Sharpe Ratio0.871.19
Sortino Ratio1.241.71
Omega Ratio1.171.24
Calmar Ratio1.242.05
Martin Ratio3.835.31
Ulcer Index5.90%4.44%
Daily Std Dev26.17%19.78%
Max Drawdown-75.29%-61.32%
Current Drawdown-3.89%-0.22%

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Correlation

-0.50.00.51.00.2

The correlation between INTU and MKL is 0.23, 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.

Risk-Adjusted Performance

INTU vs. MKL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) and Markel Corporation (MKL). 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 INTU, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.871.19
The chart of Sortino ratio for INTU, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.71
The chart of Omega ratio for INTU, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.24
The chart of Calmar ratio for INTU, currently valued at 1.24, compared to the broader market0.002.004.006.001.242.05
The chart of Martin ratio for INTU, currently valued at 3.83, compared to the broader market-10.000.0010.0020.0030.003.835.31
INTU
MKL

The current INTU Sharpe Ratio is 0.87, which is comparable to the MKL Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of INTU and MKL, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.87
1.19
INTU
MKL

Dividends

INTU vs. MKL - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.55%, while MKL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INTU
Intuit Inc.
0.55%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
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%

Drawdowns

INTU vs. MKL - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, which is greater than MKL's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for INTU and MKL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.89%
-0.22%
INTU
MKL

Volatility

INTU vs. MKL - Volatility Comparison

Intuit Inc. (INTU) has a higher volatility of 7.82% compared to Markel Corporation (MKL) at 7.03%. This indicates that INTU's price experiences larger fluctuations and is considered to be riskier than MKL 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%JuneJulyAugustSeptemberOctoberNovember
7.82%
7.03%
INTU
MKL

Financials

INTU vs. MKL - Financials Comparison

This section allows you to compare key financial metrics between Intuit Inc. and Markel 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