TFC vs. MMC

In the year-to-date period, TFC achieves a -12.18% return, which is significantly lower than MMC's 3.95% return. Over the past 10 years, TFC has underperformed MMC with an annualized return of 3.85%, while MMC has yielded a comparatively higher 16.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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 TFC Sharpe Ratio is 0.06, which is lower than the MMC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TFC 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.

TFC's dividend yield for the trailing twelve months is around 5.52%, more than MMC's 1.49% yield.

The maximum TFC drawdown since its inception was -66.56%, roughly equal to the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for TFC and MMC. For additional features, visit the drawdowns tool.

Truist Financial Corporation (TFC) has a higher volatility of 18.32% compared to Marsh & McLennan Companies, Inc. (MMC) at 11.43%. This indicates that TFC'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 Truist Financial Corporation 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.