MMC vs. TMUS

In the year-to-date period, MMC achieves a 15.82% return, which is significantly lower than TMUS's 21.77% return. Over the past 10 years, MMC has underperformed TMUS with an annualized return of 17.77%, while TMUS has yielded a comparatively higher 23.62% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc. (MMC) and T-Mobile US, Inc. (TMUS). 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 current MMC Sharpe Ratio is 1.60, which is lower than the TMUS Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of MMC and TMUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MMC's dividend yield for the trailing twelve months is around 1.33%, more than TMUS's 1.14% yield.

The maximum MMC drawdown since its inception was -67.46%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for MMC and TMUS. For additional features, visit the drawdowns tool.

The current volatility for Marsh & McLennan Companies, Inc. (MMC) is 3.61%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.26%. This indicates that MMC experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc. and T-Mobile US, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.