MRSH vs. CB
MRSH (Marsh & McLennan Companies, Inc) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — MRSH in Insurance Brokers, CB in Insurance - Property & Casualty. Over the past 10 years, MRSH returned 11.56%/yr vs 12.26%/yr for CB. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MRSH vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, MRSH achieves a -9.50% return, which is significantly lower than CB's 5.39% return. Over the past 10 years, MRSH has underperformed CB with an annualized return of 11.56%, while CB has yielded a comparatively higher 12.26% 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%
CB
- 1D
- -0.36%
- 1M
- 1.18%
- YTD
- 5.39%
- 6M
- 5.22%
- 1Y
- 15.46%
- 3Y*
- 20.42%
- 5Y*
- 16.13%
- 10Y*
- 12.26%
MRSH vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CB Chubb Limited | 5.39% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between MRSH and CB is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.51 |
The correlation between MRSH and CB has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
Fundamentals
MRSH:
$80.77B
CB:
$129.01B
MRSH:
$7.99
CB:
$28.35
MRSH:
20.80
CB:
11.53
MRSH:
2.43
CB:
0.80
MRSH:
2.97
CB:
2.71
MRSH:
5.46
CB:
1.61
MRSH:
$27.52B
CB:
$48.15B
MRSH:
$11.66B
CB:
$17.01B
MRSH:
$6.68B
CB:
$12.22B
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Return for Risk
MRSH vs. CB — Risk / Return Rank
MRSH
CB
MRSH vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and Chubb Limited (CB). 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.
| MRSH | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.17 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 1.66 | -2.48 |
| Martin ratioReturn relative to average drawdown | -1.42 | 3.77 | -5.19 |
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Drawdowns
MRSH vs. CB - Drawdown Comparison
The maximum MRSH drawdown since its inception was -67.46%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MRSH and CB.
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Drawdown Indicators
| MRSH | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.46% | -50.99% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -27.01% | -9.36% | -17.65% |
Max Drawdown (3Y)Largest decline over 3 years | -34.36% | -14.35% | -20.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -19.26% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -42.59% | +6.79% |
Current DrawdownCurrent decline from peak | -30.66% | -4.03% | -26.63% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -10.68% | -6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.56% | 4.11% | +11.45% |
Volatility
MRSH vs. CB - Volatility Comparison
Marsh & McLennan Companies, Inc (MRSH) has a higher volatility of 7.13% compared to Chubb Limited (CB) at 5.99%. This indicates that MRSH's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRSH | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.99% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 19.09% | 12.76% | +6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.52% | 17.66% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 20.33% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 23.69% | -2.74% |
Dividends
MRSH vs. CB - Dividend Comparison
MRSH's dividend yield for the trailing twelve months is around 2.17%, more than CB's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
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. CB - Financials Comparison
This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc and Chubb Limited. 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
Frequently Asked Questions
MRSH and CB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRSH has higher volatility (7.13%) compared to CB (5.99%). In terms of maximum drawdown, MRSH dropped -67.46% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.88 vs -0.94), 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.
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