PortfoliosLab logoPortfoliosLab logo
MRSH vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRSH vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsh & McLennan Companies, Inc (MRSH) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MRSH achieves a -9.50% return, which is significantly higher than AJG's -16.10% return. Over the past 10 years, MRSH has underperformed AJG with an annualized return of 11.56%, while AJG has yielded a comparatively higher 18.45% annualized return.


MRSH

1D
-1.48%
1M
3.19%
YTD
-9.50%
6M
-10.36%
1Y
-22.08%
3Y*
-1.27%
5Y*
5.12%
10Y*
11.56%

AJG

1D
-1.35%
1M
8.26%
YTD
-16.10%
6M
-15.25%
1Y
-31.10%
3Y*
1.26%
5Y*
9.90%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSH vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRSH
Marsh & McLennan Companies, Inc
-9.50%-11.26%13.75%16.15%-3.45%50.83%6.86%42.33%-0.14%22.73%
AJG
Arthur J. Gallagher & Co.
-16.10%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between MRSH and AJG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.46

Over the past year, MRSH and AJG have become more correlated (0.71) than their long-term average of 0.46, meaning their price movements have been converging.

Fundamentals

EPS

MRSH:

$7.99

AJG:

$5.74

PE Ratio

MRSH:

20.80

AJG:

37.60

PEG Ratio

MRSH:

2.43

AJG:

3.90

PS Ratio

MRSH:

2.97

AJG:

4.03

Total Revenue (TTM)

MRSH:

$27.52B

AJG:

$13.94B

Gross Profit (TTM)

MRSH:

$11.66B

AJG:

$7.63B

EBITDA (TTM)

MRSH:

$6.68B

AJG:

$3.66B

Compare stocks, funds, or ETFs

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


Return for Risk

MRSH vs. AJG — Risk / Return Rank

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

MRSH
MRSH Risk / Return Rank: 88
Overall Rank
MRSH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MRSH Sortino Ratio Rank: 99
Sortino Ratio Rank
MRSH Omega Ratio Rank: 99
Omega Ratio Rank
MRSH Calmar Ratio Rank: 1010
Calmar Ratio Rank
MRSH Martin Ratio Rank: 88
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1313
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRSH vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and Arthur J. Gallagher & Co. (AJG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MRSHAJGDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

0.84

0.81

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.77

-0.05

Martin ratioReturn relative to average drawdown

-1.42

-1.30

-0.12

MRSH vs. AJG - Sharpe Ratio Comparison

The current MRSH Sharpe Ratio is -0.94, which is comparable to the AJG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of MRSH and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MRSH vs. AJG - Drawdown Comparison

The maximum MRSH drawdown since its inception was -67.46%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for MRSH and AJG.


Loading charts...

Drawdown Indicators


MRSHAJGDifference

Max Drawdown

Largest peak-to-trough decline

-67.46%

-57.49%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.01%

-40.64%

+13.63%

Max Drawdown (3Y)

Largest decline over 3 years

-34.36%

-44.40%

+10.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-44.40%

+10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

-44.40%

+8.60%

Current Drawdown

Current decline from peak

-30.66%

-37.32%

+6.66%

Average Drawdown

Average peak-to-trough decline

-17.41%

-12.84%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.56%

23.96%

-8.40%

Volatility

MRSH vs. AJG - Volatility Comparison

The current volatility for Marsh & McLennan Companies, Inc (MRSH) is 7.13%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.23%. This indicates that MRSH experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MRSHAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

8.23%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.09%

22.31%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

27.80%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

23.00%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

23.09%

-2.14%

Dividends

MRSH vs. AJG - Dividend Comparison

MRSH's dividend yield for the trailing twelve months is around 2.17%, more than AJG's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.25%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
MRSH
Marsh & McLennan Companies, Inc
2.17%1.85%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%

Financials

MRSH vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc and Arthur J. Gallagher & Co.. 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
7.60B
3.63B
(MRSH) Total Revenue
(AJG) Total Revenue
Values in USD except per share items

MRSH vs. AJG - Profitability Comparison

The chart below illustrates the profitability comparison between Marsh & McLennan Companies, Inc and Arthur J. Gallagher & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
45.6%
39.1%
Portfolio components
MRSH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a gross profit of 3.47B and revenue of 7.60B. Therefore, the gross margin over that period was 45.6%.

AJG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.

MRSH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported an operating income of 1.75B and revenue of 7.60B, resulting in an operating margin of 23.1%.

AJG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.

MRSH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a net income of 1.15B and revenue of 7.60B, resulting in a net margin of 15.1%.

AJG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.


Frequently Asked Questions


MRSH and AJG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AJG has higher volatility (8.23%) compared to MRSH (7.13%). In terms of maximum drawdown, MRSH dropped -67.46% vs AJG's -57.49%.

MRSH currently has the higher Sharpe Ratio (-0.94 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MRSH and AJG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer