PANW vs. MMC

In the year-to-date period, PANW achieves a -7.50% return, which is significantly lower than MMC's 3.85% return. Over the past 10 years, PANW has outperformed MMC with an annualized return of 20.76%, while MMC has yielded a comparatively lower 16.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) and Marsh & McLennan Companies, Inc. (MMC). 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 PANW Sharpe Ratio is 0.59, which is comparable to the MMC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PANW and MMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PANW has not paid dividends to shareholders, while MMC's dividend yield for the trailing twelve months is around 1.49%.

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for PANW and MMC. For additional features, visit the drawdowns tool.

Palo Alto Networks, Inc. (PANW) has a higher volatility of 18.82% compared to Marsh & McLennan Companies, Inc. (MMC) at 11.55%. This indicates that PANW's price experiences larger fluctuations and is considered to be riskier than MMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Palo Alto Networks, Inc. and Marsh & McLennan Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.