MMC vs. TMUS
Compare and contrast key facts about Marsh & McLennan Companies, Inc. (MMC) and T-Mobile US, Inc. (TMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMC or TMUS.
Key characteristics
| MMC | TMUS | |
|---|---|---|
| YTD Return | 19.84% | 50.29% |
| 1Y Return | 13.28% | 63.96% |
| 3Y Return (Ann) | 11.97% | 27.13% |
| 5Y Return (Ann) | 18.17% | 25.56% |
| 10Y Return (Ann) | 16.98% | 23.93% |
| Sharpe Ratio | 1.01 | 4.24 |
| Sortino Ratio | 1.35 | 5.81 |
| Omega Ratio | 1.19 | 1.82 |
| Calmar Ratio | 1.81 | 12.70 |
| Martin Ratio | 5.23 | 30.96 |
| Ulcer Index | 2.82% | 2.09% |
| Daily Std Dev | 14.64% | 15.30% |
| Max Drawdown | -67.46% | -86.29% |
| Current Drawdown | -3.12% | 0.00% |
Fundamentals
| MMC | TMUS | |
|---|---|---|
| Market Cap | $109.91B | $276.57B |
| EPS | $8.10 | $8.77 |
| PE Ratio | 27.63 | 27.17 |
| PEG Ratio | 2.39 | 0.96 |
| Total Revenue (TTM) | $23.95B | $80.01B |
| Gross Profit (TTM) | $10.31B | $44.30B |
| EBITDA (TTM) | $6.95B | $30.13B |
Correlation
The correlation between MMC and TMUS is 0.34, 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
MMC vs. TMUS - Performance Comparison
In the year-to-date period, MMC achieves a 19.84% return, which is significantly lower than TMUS's 50.29% return. Over the past 10 years, MMC has underperformed TMUS with an annualized return of 16.98%, while TMUS has yielded a comparatively higher 23.93% 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
MMC vs. TMUS - Risk-Adjusted Performance Comparison
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.
Dividends
MMC vs. TMUS - Dividend Comparison
MMC's dividend yield for the trailing twelve months is around 1.36%, more than TMUS's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMC Marsh & McLennan Companies, Inc. | 1.36% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% | 1.99% |
TMUS T-Mobile US, Inc. | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
Drawdowns
MMC vs. TMUS - Drawdown Comparison
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.
Volatility
MMC vs. TMUS - Volatility Comparison
The current volatility for Marsh & McLennan Companies, Inc. (MMC) is 3.35%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.77%. 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.
Financials
MMC vs. TMUS - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities