PortfoliosLab logoPortfoliosLab logo
MRSH vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRSH vs. USD=X - Performance Comparison

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

Loading charts...

Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSH vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsh & McLennan Companies, Inc (MRSH) and USD Cash (USD=X). 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.


MRSHUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.80

Martin ratioReturn relative to average drawdown

-1.40

MRSH vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MRSH vs. USD=X - Drawdown Comparison

The maximum MRSH drawdown since its inception was -67.46%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MRSH and USD=X.


Loading charts...

Drawdown Indicators


MRSHUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-67.46%

0.00%

-67.46%

Max Drawdown (1Y)

Largest decline over 1 year

-27.01%

0.00%

-27.01%

Max Drawdown (3Y)

Largest decline over 3 years

-34.36%

0.00%

-34.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

0.00%

-34.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

0.00%

-35.80%

Current Drawdown

Current decline from peak

-29.62%

0.00%

-29.62%

Average Drawdown

Average peak-to-trough decline

-17.41%

0.00%

-17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

0.00%

+15.50%

Volatility

MRSH vs. USD=X - Volatility Comparison

Marsh & McLennan Companies, Inc (MRSH) has a higher volatility of 6.91% compared to USD Cash (USD=X) at 0.00%. This indicates that MRSH's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MRSHUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

0.00%

+6.91%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

0.00%

+19.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

0.00%

+23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

0.00%

+20.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

0.00%

+20.94%

Frequently Asked Questions


MRSH has higher volatility (6.91%) compared to USD=X (0.00%). In terms of maximum drawdown, MRSH dropped -67.46% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for MRSH and USD=X

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