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MRSH vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRSH vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsh & McLennan Companies, Inc (MRSH) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRSH achieves a -8.15% return, which is significantly lower than IAU's -2.44% return. Both investments have delivered pretty close results over the past 10 years, with MRSH having a 11.75% annualized return and IAU not far ahead at 12.31%.


MRSH

1D
0.32%
1M
4.74%
YTD
-8.15%
6M
-8.49%
1Y
-20.92%
3Y*
-0.08%
5Y*
5.55%
10Y*
11.75%

IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSH vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRSH
Marsh & McLennan Companies, Inc
-8.15%-11.26%13.75%16.15%-3.45%50.83%6.86%42.33%-0.14%22.73%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between MRSH and IAU is -0.17, 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

-0.17

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

-0.06

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

-0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

-0.01

The correlation between MRSH and IAU shifts across timeframes, from -0.17 (1 year) to -0.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MRSH vs. IAU — Risk / Return Rank

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

MRSH
MRSH Risk / Return Rank: 99
Overall Rank
MRSH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MRSH Sortino Ratio Rank: 1010
Sortino Ratio Rank
MRSH Omega Ratio Rank: 99
Omega Ratio Rank
MRSH Calmar Ratio Rank: 1212
Calmar Ratio Rank
MRSH Martin Ratio Rank: 99
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and iShares Gold Trust (IAU). 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.


MRSHIAUDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

0.85

1.19

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.80

0.99

-1.79

Martin ratioReturn relative to average drawdown

-1.40

2.83

-4.23

MRSH vs. IAU - Sharpe Ratio Comparison

The current MRSH Sharpe Ratio is -0.93, which is lower than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MRSH and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MRSH vs. IAU - Drawdown Comparison

The maximum MRSH drawdown since its inception was -67.46%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for MRSH and IAU.


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Drawdown Indicators


MRSHIAUDifference

Max Drawdown

Largest peak-to-trough decline

-67.46%

-45.14%

-22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-27.01%

-24.40%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-34.36%

-24.40%

-9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-24.40%

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

-24.40%

-11.40%

Current Drawdown

Current decline from peak

-29.62%

-22.03%

-7.59%

Average Drawdown

Average peak-to-trough decline

-17.41%

-15.97%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

8.47%

+7.03%

Volatility

MRSH vs. IAU - Volatility Comparison

The current volatility for Marsh & McLennan Companies, Inc (MRSH) is 6.91%, while iShares Gold Trust (IAU) has a volatility of 7.70%. This indicates that MRSH experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRSHIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

7.70%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

23.94%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

27.17%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

18.16%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

16.02%

+4.92%

Dividends

MRSH vs. IAU - Dividend Comparison

MRSH's dividend yield for the trailing twelve months is around 2.13%, while IAU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRSH
Marsh & McLennan Companies, Inc
2.13%1.85%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%

Frequently Asked Questions


MRSH and IAU have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (7.70%) compared to MRSH (6.91%). In terms of maximum drawdown, MRSH dropped -67.46% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.93), 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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