TFC vs. MRSH
TFC (Truist Financial Corporation) and MRSH (Marsh & McLennan Companies, Inc) are both stocks. Both are in the Financial Services sector — TFC in Banks - Regional, MRSH in Insurance Brokers. Over the past 10 years, TFC returned 8.15%/yr vs 11.75%/yr for MRSH. At a 0.40 correlation, their price movements are largely independent.
Performance
TFC vs. MRSH - Performance Comparison
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Returns By Period
In the year-to-date period, TFC achieves a 7.16% return, which is significantly higher than MRSH's -8.15% return. Over the past 10 years, TFC has underperformed MRSH with an annualized return of 8.15%, while MRSH has yielded a comparatively higher 11.75% annualized return.
TFC
- 1D
- 1.93%
- 1M
- 10.01%
- YTD
- 7.16%
- 6M
- 5.70%
- 1Y
- 38.57%
- 3Y*
- 22.99%
- 5Y*
- 2.50%
- 10Y*
- 8.15%
MRSH
- 1D
- 0.32%
- 1M
- 4.74%
- YTD
- -8.15%
- 6M
- -8.49%
- 1Y
- -20.92%
- 3Y*
- -0.08%
- 5Y*
- 5.55%
- 10Y*
- 11.75%
TFC vs. MRSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 7.16% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | -11.16% | 34.55% | -10.24% | 8.66% |
MRSH Marsh & McLennan Companies, Inc | -8.15% | -11.26% | 13.75% | 16.15% | -3.45% | 50.83% | 6.86% | 42.33% | -0.14% | 22.73% |
Correlation
The correlation between TFC and MRSH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.40 |
The correlation between TFC and MRSH shifts across timeframes, from 0.19 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TFC:
$65.43B
MRSH:
$81.98B
TFC:
$4.28
MRSH:
$7.99
TFC:
12.06
MRSH:
21.11
TFC:
1.41
MRSH:
2.46
TFC:
2.19
MRSH:
3.01
TFC:
1.10
MRSH:
5.54
TFC:
$30.47B
MRSH:
$27.52B
TFC:
$19.17B
MRSH:
$11.66B
TFC:
$6.99B
MRSH:
$6.68B
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Return for Risk
TFC vs. MRSH — Risk / Return Rank
TFC
MRSH
TFC vs. MRSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) and Marsh & McLennan Companies, Inc (MRSH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TFC | MRSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.85 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | -0.80 | +2.51 |
| Martin ratioReturn relative to average drawdown | 4.50 | -1.40 | +5.90 |
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Drawdowns
TFC vs. MRSH - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, roughly equal to the maximum MRSH drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for TFC and MRSH.
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Drawdown Indicators
| TFC | MRSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.56% | -67.46% | +0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -27.01% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.93% | -34.36% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -59.11% | -34.36% | -24.75% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | -35.80% | -23.31% |
Current DrawdownCurrent decline from peak | -5.51% | -29.62% | +24.11% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -17.41% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.85% | 15.50% | -7.65% |
Volatility
TFC vs. MRSH - Volatility Comparison
Truist Financial Corporation (TFC) and Marsh & McLennan Companies, Inc (MRSH) have volatilities of 7.08% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFC | MRSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 6.91% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 19.10% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 23.47% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.90% | 20.20% | +11.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 20.94% | +12.68% |
Dividends
TFC vs. MRSH - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.03%, more than MRSH's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSH Marsh & McLennan Companies, Inc | 2.13% | 1.85% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% |
TFC Truist Financial Corporation | 4.03% | 4.23% | 4.79% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% |
Financials
TFC vs. MRSH - 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.
Total Revenue: Total amount of money received from sales and other business activities
TFC vs. MRSH - Profitability Comparison
TFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a gross profit of 4.67B and revenue of 7.41B. Therefore, the gross margin over that period was 63.1%.
MRSH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a gross profit of 3.47B and revenue of 7.60B. Therefore, the gross margin over that period was 45.6%.
TFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported an operating income of 1.69B and revenue of 7.41B, resulting in an operating margin of 22.8%.
MRSH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported an operating income of 1.75B and revenue of 7.60B, resulting in an operating margin of 23.1%.
TFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a net income of 1.48B and revenue of 7.41B, resulting in a net margin of 20.0%.
MRSH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marsh & McLennan Companies, Inc reported a net income of 1.15B and revenue of 7.60B, resulting in a net margin of 15.1%.
Frequently Asked Questions
TFC and MRSH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFC has higher volatility (7.08%) compared to MRSH (6.91%). In terms of maximum drawdown, TFC dropped -66.56% vs MRSH's -67.46%.
TFC currently has the higher Sharpe Ratio (1.52 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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