PortfoliosLab logo
MMC vs. TMUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MMC and TMUS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MMC vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsh & McLennan Companies, Inc. (MMC) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MMC:

0.70

TMUS:

1.83

Sortino Ratio

MMC:

1.06

TMUS:

2.22

Omega Ratio

MMC:

1.15

TMUS:

1.37

Calmar Ratio

MMC:

1.00

TMUS:

3.38

Martin Ratio

MMC:

2.92

TMUS:

9.53

Ulcer Index

MMC:

4.49%

TMUS:

5.21%

Daily Std Dev

MMC:

17.46%

TMUS:

26.65%

Max Drawdown

MMC:

-67.46%

TMUS:

-86.29%

Current Drawdown

MMC:

-7.06%

TMUS:

-11.92%

Fundamentals

Market Cap

MMC:

$111.78B

TMUS:

$276.83B

EPS

MMC:

$8.16

TMUS:

$10.24

PE Ratio

MMC:

27.80

TMUS:

23.81

PEG Ratio

MMC:

2.45

TMUS:

1.13

PS Ratio

MMC:

4.46

TMUS:

3.35

PB Ratio

MMC:

7.95

TMUS:

4.53

Total Revenue (TTM)

MMC:

$25.05B

TMUS:

$82.69B

Gross Profit (TTM)

MMC:

$10.67B

TMUS:

$52.73B

EBITDA (TTM)

MMC:

$7.08B

TMUS:

$31.54B

Returns By Period

In the year-to-date period, MMC achieves a 7.64% return, which is significantly lower than TMUS's 9.24% return. Over the past 10 years, MMC has underperformed TMUS with an annualized return of 16.69%, while TMUS has yielded a comparatively higher 21.83% annualized return.


MMC

YTD

7.64%

1M

-2.70%

6M

2.17%

1Y

12.06%

5Y*

18.45%

10Y*

16.69%

TMUS

YTD

9.24%

1M

-7.09%

6M

1.54%

1Y

48.42%

5Y*

21.65%

10Y*

21.83%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MMC vs. TMUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MMC
The Risk-Adjusted Performance Rank of MMC is 7575
Overall Rank
The Sharpe Ratio Rank of MMC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MMC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MMC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MMC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MMC is 7878
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9494
Overall Rank
The Sharpe Ratio Rank of TMUS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MMC Sharpe Ratio is 0.70, which is lower than the TMUS Sharpe Ratio of 1.83. 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.


Loading data...

Dividends

MMC vs. TMUS - Dividend Comparison

MMC's dividend yield for the trailing twelve months is around 1.44%, more than TMUS's 1.27% yield.


TTM20242023202220212020201920182017201620152014
MMC
Marsh & McLennan Companies, Inc.
1.44%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
TMUS
T-Mobile US, Inc.
1.27%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


Loading data...

Volatility

MMC vs. TMUS - Volatility Comparison

The current volatility for Marsh & McLennan Companies, Inc. (MMC) is 8.48%, while T-Mobile US, Inc. (TMUS) has a volatility of 14.28%. 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.


Loading data...

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B20212022202320242025
7.06B
20.89B
(MMC) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

MMC vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between Marsh & McLennan Companies, Inc. and T-Mobile US, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%20212022202320242025
45.5%
64.6%
(MMC) Gross Margin
(TMUS) Gross Margin
MMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported a gross profit of 3.21B and revenue of 7.06B. Therefore, the gross margin over that period was 45.5%.

TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported a gross profit of 13.49B and revenue of 20.89B. Therefore, the gross margin over that period was 64.6%.

MMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported an operating income of 2.01B and revenue of 7.06B, resulting in an operating margin of 28.4%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported an operating income of 4.80B and revenue of 20.89B, resulting in an operating margin of 23.0%.

MMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Marsh & McLennan Companies, Inc. reported a net income of 1.38B and revenue of 7.06B, resulting in a net margin of 19.6%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported a net income of 2.95B and revenue of 20.89B, resulting in a net margin of 14.1%.