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

Correlation

The correlation between TFC and MMC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

TFC vs. MMC - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
1,837.24%
5,729.00%
TFC
MMC

Key characteristics

Sharpe Ratio

TFC:

0.09

MMC:

1.60

Sortino Ratio

TFC:

0.34

MMC:

2.17

Omega Ratio

TFC:

1.04

MMC:

1.27

Calmar Ratio

TFC:

0.06

MMC:

2.12

Martin Ratio

TFC:

0.41

MMC:

5.97

Ulcer Index

TFC:

6.36%

MMC:

3.76%

Daily Std Dev

TFC:

28.67%

MMC:

14.08%

Max Drawdown

TFC:

-66.56%

MMC:

-67.46%

Current Drawdown

TFC:

-35.14%

MMC:

0.00%

Fundamentals

Market Cap

TFC:

$48.35B

MMC:

$120.40B

EPS

TFC:

-$0.30

MMC:

$8.18

PEG Ratio

TFC:

1.94

MMC:

2.59

Total Revenue (TTM)

TFC:

$8.46B

MMC:

$17.99B

Gross Profit (TTM)

TFC:

$8.46B

MMC:

$11.09B

EBITDA (TTM)

TFC:

-$1.49B

MMC:

$4.78B

Returns By Period

In the year-to-date period, TFC achieves a -13.65% return, which is significantly lower than MMC's 15.82% return. Over the past 10 years, TFC has underperformed MMC with an annualized return of 3.34%, while MMC has yielded a comparatively higher 17.77% annualized return.


TFC

YTD

-13.65%

1M

-15.36%

6M

-8.69%

1Y

2.43%

5Y*

11.46%

10Y*

3.34%

MMC

YTD

15.82%

1M

3.51%

6M

11.29%

1Y

21.79%

5Y*

27.12%

10Y*

17.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TFC vs. MMC — Risk-Adjusted Performance Rank

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

TFC
The Risk-Adjusted Performance Rank of TFC is 5555
Overall Rank
The Sharpe Ratio Rank of TFC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TFC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of TFC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of TFC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TFC is 6060
Martin Ratio Rank

MMC
The Risk-Adjusted Performance Rank of MMC is 9090
Overall Rank
The Sharpe Ratio Rank of MMC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MMC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MMC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MMC is 9494
Calmar Ratio Rank
The Martin Ratio Rank of MMC is 8989
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.

TFC vs. MMC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TFC, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
TFC: 0.09
MMC: 1.60
The chart of Sortino ratio for TFC, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
TFC: 0.34
MMC: 2.17
The chart of Omega ratio for TFC, currently valued at 1.04, compared to the broader market0.501.001.502.00
TFC: 1.04
MMC: 1.27
The chart of Calmar ratio for TFC, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
TFC: 0.06
MMC: 2.12
The chart of Martin ratio for TFC, currently valued at 0.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TFC: 0.41
MMC: 5.97

The current TFC Sharpe Ratio is 0.09, which is lower than the MMC Sharpe Ratio of 1.60. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.09
1.60
TFC
MMC

Dividends

TFC vs. MMC - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 5.62%, more than MMC's 1.33% yield.


TTM20242023202220212020201920182017201620152014
TFC
Truist Financial Corporation
5.62%4.79%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%
MMC
Marsh & McLennan Companies, Inc.
1.33%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%

Drawdowns

TFC vs. MMC - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.14%
0
TFC
MMC

Volatility

TFC vs. MMC - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 13.46% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.61%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.46%
3.61%
TFC
MMC

Financials

TFC vs. MMC - Financials Comparison

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.


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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