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MRSH vs. PSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRSH vs. PSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsh & McLennan Companies, Inc (MRSH) and Public Storage (PSA). 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 PSA's 26.88% return. Over the past 10 years, MRSH has outperformed PSA with an annualized return of 11.75%, while PSA has yielded a comparatively lower 7.31% 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%

PSA

1D
0.38%
1M
11.44%
YTD
26.88%
6M
21.06%
1Y
14.03%
3Y*
8.56%
5Y*
6.47%
10Y*
7.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSH vs. PSA - 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%
PSA
Public Storage
26.88%-9.69%2.09%13.60%-20.20%66.63%12.69%8.96%0.62%-2.89%

Correlation

The correlation between MRSH and PSA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.32

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

0.39

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

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.28

The correlation between MRSH and PSA shifts across timeframes, from 0.18 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MRSH:

$81.98B

PSA:

$57.34B

EPS

MRSH:

$7.99

PSA:

$10.84

PE Ratio

MRSH:

21.11

PSA:

30.08

PEG Ratio

MRSH:

2.46

PSA:

1.81

PS Ratio

MRSH:

3.01

PSA:

11.80

PB Ratio

MRSH:

5.54

PSA:

6.22

Total Revenue (TTM)

MRSH:

$27.52B

PSA:

$4.86B

Gross Profit (TTM)

MRSH:

$11.66B

PSA:

$2.95B

EBITDA (TTM)

MRSH:

$6.68B

PSA:

$3.38B

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Return for Risk

MRSH vs. PSA — 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

PSA
PSA Risk / Return Rank: 5959
Overall Rank
PSA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSA Sortino Ratio Rank: 5656
Sortino Ratio Rank
PSA Omega Ratio Rank: 5353
Omega Ratio Rank
PSA Calmar Ratio Rank: 6161
Calmar Ratio Rank
PSA Martin Ratio Rank: 6161
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. PSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and Public Storage (PSA). 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.


MRSHPSADifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

0.85

1.11

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.80

0.83

-1.63

Martin ratioReturn relative to average drawdown

-1.40

1.82

-3.22

MRSH vs. PSA - Sharpe Ratio Comparison

The current MRSH Sharpe Ratio is -0.93, which is lower than the PSA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MRSH and PSA, 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. PSA - Drawdown Comparison

The maximum MRSH drawdown since its inception was -67.46%, which is greater than PSA's maximum drawdown of -60.19%. Use the drawdown chart below to compare losses from any high point for MRSH and PSA.


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Drawdown Indicators


MRSHPSADifference

Max Drawdown

Largest peak-to-trough decline

-67.46%

-60.19%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-27.01%

-16.20%

-10.81%

Max Drawdown (3Y)

Largest decline over 3 years

-34.36%

-25.62%

-8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-37.93%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

-37.93%

+2.13%

Current Drawdown

Current decline from peak

-29.62%

-5.92%

-23.70%

Average Drawdown

Average peak-to-trough decline

-17.41%

-15.77%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

7.37%

+8.13%

Volatility

MRSH vs. PSA - Volatility Comparison

Marsh & McLennan Companies, Inc (MRSH) and Public Storage (PSA) have volatilities of 6.91% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRSHPSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

7.03%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

17.72%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

22.80%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

23.87%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

23.46%

-2.52%

Dividends

MRSH vs. PSA - Dividend Comparison

MRSH's dividend yield for the trailing twelve months is around 2.13%, less than PSA's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PSA
Public Storage
2.76%4.62%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%

Financials

MRSH vs. PSA - Financials Comparison

This section allows you to compare key financial metrics between Marsh & McLennan Companies, Inc and Public Storage. 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
1.22B
(MRSH) Total Revenue
(PSA) Total Revenue
Values in USD except per share items

MRSH vs. PSA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
45.6%
72.1%
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%.

PSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Public Storage reported a gross profit of 877.80M and revenue of 1.22B. Therefore, the gross margin over that period was 72.1%.

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%.

PSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Public Storage reported an operating income of 474.28M and revenue of 1.22B, resulting in an operating margin of 39.0%.

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%.

PSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Public Storage reported a net income of 529.38M and revenue of 1.22B, resulting in a net margin of 43.5%.


Frequently Asked Questions


MRSH and PSA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSA has higher volatility (7.03%) compared to MRSH (6.91%). In terms of maximum drawdown, MRSH dropped -67.46% vs PSA's -60.19%.

PSA currently has the higher Sharpe Ratio (0.59 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.

Portfolio Optimizer

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