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PB vs. MMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PB and MMC 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.


-0.50.00.51.00.4

Performance

PB vs. MMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosperity Bancshares, Inc. (PB) and Marsh & McLennan Companies, Inc. (MMC). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,560.12%
1,272.80%
PB
MMC

Key characteristics

Sharpe Ratio

PB:

0.71

MMC:

0.88

Sortino Ratio

PB:

1.22

MMC:

1.22

Omega Ratio

PB:

1.14

MMC:

1.16

Calmar Ratio

PB:

0.78

MMC:

1.22

Martin Ratio

PB:

2.71

MMC:

4.65

Ulcer Index

PB:

6.55%

MMC:

2.63%

Daily Std Dev

PB:

25.14%

MMC:

13.95%

Max Drawdown

PB:

-47.89%

MMC:

-67.46%

Current Drawdown

PB:

-10.85%

MMC:

-10.01%

Fundamentals

Market Cap

PB:

$7.47B

MMC:

$104.70B

EPS

PB:

$4.69

MMC:

$8.10

PE Ratio

PB:

16.72

MMC:

26.32

PEG Ratio

PB:

4.26

MMC:

2.26

Total Revenue (TTM)

PB:

$1.75B

MMC:

$23.95B

Gross Profit (TTM)

PB:

$1.75B

MMC:

$10.31B

EBITDA (TTM)

PB:

$601.95M

MMC:

$7.13B

Returns By Period

In the year-to-date period, PB achieves a 14.99% return, which is significantly higher than MMC's 12.40% return. Over the past 10 years, PB has underperformed MMC with an annualized return of 6.15%, while MMC has yielded a comparatively higher 15.76% annualized return.


PB

YTD

14.99%

1M

-7.97%

6M

30.03%

1Y

16.20%

5Y*

4.12%

10Y*

6.15%

MMC

YTD

12.40%

1M

-6.16%

6M

-0.59%

1Y

13.42%

5Y*

15.09%

10Y*

15.76%

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Risk-Adjusted Performance

PB vs. MMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosperity Bancshares, Inc. (PB) 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.


Sharpe ratio
The chart of Sharpe ratio for PB, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.710.88
The chart of Sortino ratio for PB, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.221.22
The chart of Omega ratio for PB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.16
The chart of Calmar ratio for PB, currently valued at 0.78, compared to the broader market0.002.004.006.000.781.22
The chart of Martin ratio for PB, currently valued at 2.71, compared to the broader market0.0010.0020.002.714.65
PB
MMC

The current PB Sharpe Ratio is 0.71, which is comparable to the MMC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PB 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.71
0.88
PB
MMC

Dividends

PB vs. MMC - Dividend Comparison

PB's dividend yield for the trailing twelve months is around 3.00%, more than MMC's 1.45% yield.


TTM20232022202120202019201820172016201520142013
PB
Prosperity Bancshares, Inc.
3.00%3.26%2.90%2.75%2.70%2.35%2.39%1.97%1.73%2.34%1.79%1.40%
MMC
Marsh & McLennan Companies, Inc.
1.45%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%

Drawdowns

PB vs. MMC - Drawdown Comparison

The maximum PB drawdown since its inception was -47.89%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for PB and MMC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-10.01%
PB
MMC

Volatility

PB vs. MMC - Volatility Comparison

Prosperity Bancshares, Inc. (PB) has a higher volatility of 5.79% compared to Marsh & McLennan Companies, Inc. (MMC) at 5.18%. This indicates that PB'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.79%
5.18%
PB
MMC

Financials

PB vs. MMC - Financials Comparison

This section allows you to compare key financial metrics between Prosperity Bancshares, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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