MMC vs. XLF
Compare and contrast key facts about Marsh & McLennan Companies, Inc. (MMC) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMC or XLF.
Key characteristics
| MMC | XLF | |
|---|---|---|
| YTD Return | 20.68% | 32.31% |
| 1Y Return | 15.55% | 49.11% |
| 3Y Return (Ann) | 12.60% | 9.15% |
| 5Y Return (Ann) | 18.69% | 12.75% |
| 10Y Return (Ann) | 16.97% | 14.22% |
| Sharpe Ratio | 1.11 | 3.50 |
| Sortino Ratio | 1.47 | 4.91 |
| Omega Ratio | 1.21 | 1.64 |
| Calmar Ratio | 1.99 | 2.99 |
| Martin Ratio | 5.78 | 25.14 |
| Ulcer Index | 2.81% | 1.93% |
| Daily Std Dev | 14.65% | 13.84% |
| Max Drawdown | -67.46% | -82.43% |
| Current Drawdown | -2.44% | -0.73% |
Correlation
The correlation between MMC and XLF is 0.64, 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. XLF - Performance Comparison
In the year-to-date period, MMC achieves a 20.68% return, which is significantly lower than XLF's 32.31% return. Over the past 10 years, MMC has outperformed XLF with an annualized return of 16.97%, while XLF has yielded a comparatively lower 14.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc. (MMC) and Financial Select Sector SPDR Fund (XLF). 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. XLF - Dividend Comparison
MMC's dividend yield for the trailing twelve months is around 1.35%, which matches XLF's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMC Marsh & McLennan Companies, Inc. | 1.35% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% | 1.99% |
XLF Financial Select Sector SPDR Fund | 1.35% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
MMC vs. XLF - Drawdown Comparison
The maximum MMC drawdown since its inception was -67.46%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for MMC and XLF. For additional features, visit the drawdowns tool.
Volatility
MMC vs. XLF - Volatility Comparison
The current volatility for Marsh & McLennan Companies, Inc. (MMC) is 3.34%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 7.16%. This indicates that MMC experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.