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

Performance

MRSH vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsh & McLennan Companies, Inc (MRSH) and Curtiss-Wright Corporation (CW). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSH vs. CW - 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%
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

Market Cap

MRSH:

$80.77B

CW:

$28.26B

EPS

MRSH:

$7.99

CW:

$13.64

PE Ratio

MRSH:

20.80

CW:

55.91

PEG Ratio

MRSH:

2.43

CW:

3.05

PS Ratio

MRSH:

2.97

CW:

7.92

PB Ratio

MRSH:

5.46

CW:

10.74

Total Revenue (TTM)

MRSH:

$27.52B

CW:

$3.61B

Gross Profit (TTM)

MRSH:

$11.66B

CW:

$1.34B

EBITDA (TTM)

MRSH:

$6.68B

CW:

$745.31M

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. CW — 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

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8383
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
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. 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.


MRSHCWDifference
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

MRSH vs. CW - Sharpe Ratio Comparison

The current MRSH Sharpe Ratio is -0.94, which is lower than the CW Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of MRSH and CW, 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. 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.


Loading charts...

Drawdown Indicators


MRSHCWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-30.66%

0.00%

-30.66%

Average Drawdown

Average peak-to-trough decline

-17.41%

-13.89%

-3.52%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


MRSHCWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.60B
913.69M
(MRSH) Total Revenue
(CW) Total Revenue
Values in USD except per share items

MRSH vs. CW - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

36.0%38.0%40.0%42.0%44.0%46.0%20222023202420252026
45.6%
36.3%
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%.

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.

Portfolio Optimizer

Find the right allocation for MRSH and CW

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