MURGY vs. MCO
Compare and contrast key facts about Muenchener Rueckver Ges (MURGY) and Moody's Corporation (MCO).
Performance
MURGY vs. MCO - Performance Comparison
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MURGY vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | -4.70% | 36.01% | 23.53% | 34.32% | 14.50% | 2.58% | 4.34% | 38.79% | 4.17% | 28.67% |
MCO Moody's Corporation | -13.92% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
Fundamentals
MURGY:
$80.42B
MCO:
$78.41B
MURGY:
$1.29
MCO:
$13.68
MURGY:
9.72
MCO:
32.08
MURGY:
2.15
MCO:
4.19
MURGY:
0.90
MCO:
10.22
MURGY:
2.42
MCO:
19.34
MURGY:
$65.89B
MCO:
$7.72B
MURGY:
$65.89B
MCO:
$5.75B
MURGY:
$8.86B
MCO:
$3.39B
Returns By Period
In the year-to-date period, MURGY achieves a -4.70% return, which is significantly higher than MCO's -13.92% return. Both investments have delivered pretty close results over the past 10 years, with MURGY having a 17.57% annualized return and MCO not far behind at 17.39%.
MURGY
- 1D
- 0.00%
- 1M
- -2.26%
- YTD
- -4.70%
- 6M
- -2.41%
- 1Y
- 1.86%
- 3Y*
- 25.85%
- 5Y*
- 19.19%
- 10Y*
- 17.57%
MCO
- 1D
- 0.58%
- 1M
- -5.86%
- YTD
- -13.92%
- 6M
- -8.17%
- 1Y
- -5.66%
- 3Y*
- 13.69%
- 5Y*
- 8.41%
- 10Y*
- 17.39%
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Return for Risk
MURGY vs. MCO — Risk / Return Rank
MURGY
MCO
MURGY vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Muenchener Rueckver Ges (MURGY) and Moody's Corporation (MCO). 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.
| MURGY | MCO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | -0.19 | +0.26 |
Sortino ratioReturn per unit of downside risk | 0.26 | -0.06 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.99 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | -0.21 | +0.38 |
Martin ratioReturn relative to average drawdown | 0.29 | -0.59 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MURGY | MCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.19 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.32 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.63 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Correlation
The correlation between MURGY and MCO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MURGY vs. MCO - Dividend Comparison
MURGY's dividend yield for the trailing twelve months is around 3.47%, more than MCO's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 3.47% | 3.31% | 3.21% | 2.98% | 3.73% | 2.68% | 2.50% | 2.44% | 3.39% | 10.17% | 9.45% | 4.25% |
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Drawdowns
MURGY vs. MCO - Drawdown Comparison
The maximum MURGY drawdown since its inception was -48.01%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for MURGY and MCO.
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Drawdown Indicators
| MURGY | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.01% | -78.72% | +30.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.76% | -23.61% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -41.66% | +12.12% |
Max Drawdown (10Y)Largest decline over 10 years | -48.01% | -42.02% | -5.99% |
Current DrawdownCurrent decline from peak | -11.17% | -18.51% | +7.34% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -17.74% | +9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.32% | 8.57% | +0.75% |
Volatility
MURGY vs. MCO - Volatility Comparison
Muenchener Rueckver Ges (MURGY) and Moody's Corporation (MCO) have volatilities of 7.63% and 7.64%, 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
| MURGY | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.64% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 21.23% | -6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.30% | 30.25% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.32% | 26.13% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 27.79% | -1.89% |
Financials
MURGY vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between Muenchener Rueckver Ges and Moody's 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
MURGY vs. MCO - Profitability Comparison
MURGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Muenchener Rueckver Ges reported a gross profit of 17.02B and revenue of 17.02B. Therefore, the gross margin over that period was 100.0%.
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Moody's Corporation reported a gross profit of 1.75B and revenue of 1.89B. Therefore, the gross margin over that period was 92.5%.
MURGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Muenchener Rueckver Ges reported an operating income of 1.37B and revenue of 17.02B, resulting in an operating margin of 8.1%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Moody's Corporation reported an operating income of 709.00M and revenue of 1.89B, resulting in an operating margin of 37.5%.
MURGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Muenchener Rueckver Ges reported a net income of 936.14M and revenue of 17.02B, resulting in a net margin of 5.5%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Moody's Corporation reported a net income of 610.00M and revenue of 1.89B, resulting in a net margin of 32.3%.