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MURGY vs. MCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MURGY and MCO is 0.37, 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.


Performance

MURGY vs. MCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Muenchener Rueckver Ges (MURGY) and Moody's Corporation (MCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MURGY:

1.35

MCO:

0.84

Sortino Ratio

MURGY:

1.81

MCO:

1.12

Omega Ratio

MURGY:

1.24

MCO:

1.16

Calmar Ratio

MURGY:

2.57

MCO:

0.77

Martin Ratio

MURGY:

7.01

MCO:

2.51

Ulcer Index

MURGY:

4.91%

MCO:

7.58%

Daily Std Dev

MURGY:

26.96%

MCO:

26.48%

Max Drawdown

MURGY:

-48.43%

MCO:

-78.72%

Current Drawdown

MURGY:

-6.15%

MCO:

-8.78%

Fundamentals

Market Cap

MURGY:

$85.23B

MCO:

$86.67B

EPS

MURGY:

$0.79

MCO:

$11.50

PE Ratio

MURGY:

16.39

MCO:

41.68

PEG Ratio

MURGY:

0.22

MCO:

2.65

PS Ratio

MURGY:

1.38

MCO:

11.99

PB Ratio

MURGY:

2.29

MCO:

23.31

Total Revenue (TTM)

MURGY:

$41.80B

MCO:

$7.23B

Gross Profit (TTM)

MURGY:

$25.41B

MCO:

$5.04B

EBITDA (TTM)

MURGY:

$184.00M

MCO:

$2.91B

Returns By Period

In the year-to-date period, MURGY achieves a 33.08% return, which is significantly higher than MCO's 1.64% return. Over the past 10 years, MURGY has outperformed MCO with an annualized return of 20.73%, while MCO has yielded a comparatively lower 17.21% annualized return.


MURGY

YTD

33.08%

1M

-5.32%

6M

28.57%

1Y

35.04%

3Y*

43.49%

5Y*

28.12%

10Y*

20.73%

MCO

YTD

1.64%

1M

6.28%

6M

-3.77%

1Y

21.64%

3Y*

17.71%

5Y*

13.33%

10Y*

17.21%

*Annualized

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Muenchener Rueckver Ges

Moody's Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MURGY vs. MCO — Risk-Adjusted Performance Rank

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

MURGY
The Risk-Adjusted Performance Rank of MURGY is 8787
Overall Rank
The Sharpe Ratio Rank of MURGY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MURGY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of MURGY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MURGY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MURGY is 9090
Martin Ratio Rank

MCO
The Risk-Adjusted Performance Rank of MCO is 7474
Overall Rank
The Sharpe Ratio Rank of MCO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MURGY vs. MCO - Risk-Adjusted Performance 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.


The current MURGY Sharpe Ratio is 1.35, which is higher than the MCO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MURGY and MCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MURGY vs. MCO - Dividend Comparison

MURGY's dividend yield for the trailing twelve months is around 3.37%, more than MCO's 0.75% yield.


TTM20242023202220212020201920182017201620152014
MURGY
Muenchener Rueckver Ges
3.37%3.19%3.02%3.72%3.88%3.57%3.53%4.93%21.58%4.69%4.22%5.01%
MCO
Moody's Corporation
0.75%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%

Drawdowns

MURGY vs. MCO - Drawdown Comparison

The maximum MURGY drawdown since its inception was -48.43%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MURGY vs. MCO - Volatility Comparison

Muenchener Rueckver Ges (MURGY) has a higher volatility of 7.65% compared to Moody's Corporation (MCO) at 6.67%. This indicates that MURGY's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-10.00B-5.00B0.005.00B10.00B15.00B20.00B20212022202320242025
16.40B
1.92B
(MURGY) Total Revenue
(MCO) Total Revenue
Values in USD except per share items