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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.

1,000.00%1,500.00%2,000.00%2,500.00%December2025FebruaryMarchAprilMay
1,264.89%
2,213.88%
MURGY
MCO

Key characteristics

Sharpe Ratio

MURGY:

1.71

MCO:

0.70

Sortino Ratio

MURGY:

2.61

MCO:

1.19

Omega Ratio

MURGY:

1.36

MCO:

1.17

Calmar Ratio

MURGY:

3.94

MCO:

0.83

Martin Ratio

MURGY:

11.44

MCO:

2.78

Ulcer Index

MURGY:

4.62%

MCO:

7.34%

Daily Std Dev

MURGY:

26.88%

MCO:

26.15%

Max Drawdown

MURGY:

-48.43%

MCO:

-78.72%

Current Drawdown

MURGY:

-1.14%

MCO:

-10.60%

Fundamentals

Market Cap

MURGY:

$89.29B

MCO:

$83.61B

EPS

MURGY:

$0.97

MCO:

$11.57

PE Ratio

MURGY:

14.01

MCO:

40.16

PEG Ratio

MURGY:

0.23

MCO:

2.57

PS Ratio

MURGY:

1.45

MCO:

11.57

PB Ratio

MURGY:

2.40

MCO:

22.60

Total Revenue (TTM)

MURGY:

$25.41B

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 37.18% return, which is significantly higher than MCO's -0.38% return. Over the past 10 years, MURGY has outperformed MCO with an annualized return of 20.68%, while MCO has yielded a comparatively lower 17.27% annualized return.


MURGY

YTD

37.18%

1M

18.63%

6M

36.97%

1Y

45.40%

5Y*

31.38%

10Y*

20.68%

MCO

YTD

-0.38%

1M

7.31%

6M

-1.00%

1Y

18.11%

5Y*

14.33%

10Y*

17.27%

*Annualized

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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 9494
Overall Rank
The Sharpe Ratio Rank of MURGY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MURGY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of MURGY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MURGY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MURGY is 9696
Martin Ratio Rank

MCO
The Risk-Adjusted Performance Rank of MCO is 7676
Overall Rank
The Sharpe Ratio Rank of MCO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 7878
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 1.71, which is higher than the MCO Sharpe Ratio of 0.70. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.71
0.70
MURGY
MCO

Dividends

MURGY vs. MCO - Dividend Comparison

MURGY's dividend yield for the trailing twelve months is around 3.26%, more than MCO's 0.74% yield.


TTM20242023202220212020201920182017201620152014
MURGY
Muenchener Rueckver Ges
3.26%3.18%3.07%3.72%3.98%3.58%3.50%4.77%21.58%4.92%4.18%5.00%
MCO
Moody's Corporation
0.74%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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.14%
-10.60%
MURGY
MCO

Volatility

MURGY vs. MCO - Volatility Comparison

Muenchener Rueckver Ges (MURGY) has a higher volatility of 10.42% compared to Moody's Corporation (MCO) at 8.18%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
10.42%
8.18%
MURGY
MCO

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
-8.73B
1.92B
(MURGY) Total Revenue
(MCO) Total Revenue
Values in USD except per share items

MURGY vs. MCO - Profitability Comparison

The chart below illustrates the profitability comparison between Muenchener Rueckver Ges and Moody's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%85.0%90.0%95.0%100.0%20212022202320242025
100.0%
74.5%
(MURGY) Gross Margin
(MCO) Gross Margin
MURGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Muenchener Rueckver Ges reported a gross profit of -8.73B and revenue of -8.73B. 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 May 2025, Moody's Corporation reported a gross profit of 1.43B and revenue of 1.92B. Therefore, the gross margin over that period was 74.5%.

MURGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Muenchener Rueckver Ges reported an operating income of 1.58B and revenue of -8.73B, resulting in an operating margin of -18.1%.

MCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported an operating income of 846.00M and revenue of 1.92B, resulting in an operating margin of 44.0%.

MURGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Muenchener Rueckver Ges reported a net income of 991.00M and revenue of -8.73B, resulting in a net margin of -11.4%.

MCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported a net income of 625.00M and revenue of 1.92B, resulting in a net margin of 32.5%.