MRSH vs. CW
MRSH (Marsh & McLennan Companies, Inc) and CW (Curtiss-Wright Corporation) are both stocks. MRSH operates in Insurance Brokers (Financial Services), while CW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MRSH returned 11.56%/yr vs 25.25%/yr for CW. At a 0.31 correlation, their price movements are largely independent.
Performance
MRSH vs. CW - 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 CW's 38.43% return. Over the past 10 years, MRSH has underperformed CW with an annualized return of 11.56%, while CW has yielded a comparatively higher 25.25% 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%
CW
- 1D
- 0.64%
- 1M
- 7.03%
- YTD
- 38.43%
- 6M
- 39.42%
- 1Y
- 61.45%
- 3Y*
- 63.27%
- 5Y*
- 43.89%
- 10Y*
- 25.25%
MRSH vs. CW - 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% |
CW Curtiss-Wright Corporation | 38.43% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
Correlation
The correlation between MRSH and CW is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.31 |
The correlation between MRSH and CW shifts across timeframes, from -0.15 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MRSH:
$80.77B
CW:
$28.26B
MRSH:
$7.99
CW:
$13.64
MRSH:
20.80
CW:
55.91
MRSH:
2.43
CW:
3.05
MRSH:
2.97
CW:
7.92
MRSH:
5.46
CW:
10.74
MRSH:
$27.52B
CW:
$3.61B
MRSH:
$11.66B
CW:
$1.34B
MRSH:
$6.68B
CW:
$745.31M
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Return for Risk
MRSH vs. CW — Risk / Return Rank
MRSH
CW
MRSH vs. CW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and Curtiss-Wright Corporation (CW). 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 | CW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.31 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 4.76 | -5.58 |
| Martin ratioReturn relative to average drawdown | -1.42 | 13.83 | -15.25 |
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Drawdowns
MRSH vs. CW - Drawdown Comparison
The maximum MRSH drawdown since its inception was -67.46%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for MRSH and CW.
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Drawdown Indicators
| MRSH | CW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.46% | -59.19% | -8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -27.01% | -12.97% | -14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -34.36% | -27.21% | -7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -27.21% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -48.73% | +12.93% |
Current DrawdownCurrent decline from peak | -30.66% | 0.00% | -30.66% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -13.89% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.56% | 4.46% | +11.10% |
Volatility
MRSH vs. CW - Volatility Comparison
The current volatility for Marsh & McLennan Companies, Inc (MRSH) is 7.13%, while Curtiss-Wright Corporation (CW) has a volatility of 10.42%. This indicates that MRSH experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRSH | CW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 10.42% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 19.09% | 25.90% | -6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.52% | 33.02% | -9.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 27.89% | -7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 30.32% | -9.37% |
Dividends
MRSH vs. CW - Dividend Comparison
MRSH's dividend yield for the trailing twelve months is around 2.17%, more than CW's 0.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.16% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
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. CW - Financials Comparison
This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc and Curtiss-Wright Corporation. 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
MRSH vs. CW - Profitability Comparison
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%.
CW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.
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%.
CW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.
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%.
CW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.
Frequently Asked Questions
MRSH and CW have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (10.42%) compared to MRSH (7.13%). In terms of maximum drawdown, MRSH dropped -67.46% vs CW's -59.19%.
CW currently has the higher Sharpe Ratio (1.87 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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