MRSH vs. MSFT
MRSH (Marsh & McLennan Companies, Inc) and MSFT (Microsoft Corporation) are both stocks. MRSH operates in Insurance Brokers (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, MRSH returned 11.75%/yr vs 24.39%/yr for MSFT. At a 0.35 correlation, their price movements are largely independent.
Performance
MRSH vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MRSH achieves a -8.15% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, MRSH has underperformed MSFT with an annualized return of 11.75%, while MSFT has yielded a comparatively higher 24.39% annualized return.
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%
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
MRSH vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between MRSH and MSFT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.35 |
Over the past year, the correlation between MRSH and MSFT has dropped to 0.10 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
MRSH:
$81.98B
MSFT:
$2.91T
MRSH:
$7.99
MSFT:
$16.79
MRSH:
21.11
MSFT:
23.27
MRSH:
2.46
MSFT:
1.63
MRSH:
3.01
MSFT:
9.16
MRSH:
5.54
MSFT:
7.02
MRSH:
$27.52B
MSFT:
$318.27B
MRSH:
$11.66B
MSFT:
$217.41B
MRSH:
$6.68B
MSFT:
$200.96B
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Return for Risk
MRSH vs. MSFT — Risk / Return Rank
MRSH
MSFT
MRSH vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.89 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.53 | -0.28 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.08 | -0.32 |
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Drawdowns
MRSH vs. MSFT - Drawdown Comparison
The maximum MRSH drawdown since its inception was -67.46%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MRSH and MSFT.
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Drawdown Indicators
| MRSH | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.46% | -69.38% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -27.01% | -33.91% | +6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.36% | -33.91% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -37.15% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -37.15% | +1.35% |
Current DrawdownCurrent decline from peak | -29.62% | -27.46% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -21.78% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.50% | 16.48% | -0.98% |
Volatility
MRSH vs. MSFT - Volatility Comparison
The current volatility for Marsh & McLennan Companies, Inc (MRSH) is 6.91%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that MRSH experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRSH | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 10.52% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 22.31% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 25.42% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 26.66% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 27.06% | -6.12% |
Dividends
MRSH vs. MSFT - Dividend Comparison
MRSH's dividend yield for the trailing twelve months is around 2.13%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MRSH vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc and Microsoft 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. MSFT - 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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
MRSH and MSFT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to MRSH (6.91%). In terms of maximum drawdown, MRSH dropped -67.46% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.70 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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