TRU vs. MCO

Last updated Jun 4, 2026

TRU (TransUnion) and MCO (Moody's Corporation) are both stocks. TRU operates in Consulting Services (Industrials), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, TRU returned 8.20%/yr vs 17.48%/yr for MCO. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

TRU vs. MCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransUnion (TRU) and Moody's Corporation (MCO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRU achieves a -18.80% return, which is significantly lower than MCO's -11.83% return. Over the past 10 years, TRU has underperformed MCO with an annualized return of 8.20%, while MCO has yielded a comparatively higher 17.48% annualized return.

TRU

• 1D: -5.91%
• 1M: 0.67%
• YTD: -18.80%
• 6M: -16.50%
• 1Y: -18.05%
• 3Y*: -1.77%
• 5Y*: -7.58%
• 10Y*: 8.20%

MCO

• 1D: -1.15%
• 1M: -0.02%
• YTD: -11.83%
• 6M: -8.45%
• 1Y: -6.21%
• 3Y*: 12.01%
• 5Y*: 6.92%
• 10Y*: 17.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRU vs. MCO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRU TransUnion	-18.80%	-7.01%	35.59%	21.85%	-51.90%	19.91%	16.30%	51.34%	3.69%	77.69%
MCO Moody's Corporation	-11.83%	8.74%	22.17%	41.52%	-27.80%	35.57%	23.26%	71.26%	-4.10%	58.53%

Correlation

The correlation between TRU and MCO is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Jun 26, 2015	0.57

The correlation between TRU and MCO has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

Fundamentals

Market Cap TRU : $13.51B MCO : $79.50B
EPS TRU : $3.59 MCO : $13.92
PE Ratio TRU : 19.30 MCO : 32.20
PEG Ratio TRU : 0.27 MCO : 4.20
PS Ratio TRU : 2.88 MCO : 10.20
PB Ratio TRU : 2.84 MCO : 26.55
Total Revenue (TTM) TRU : $4.73B MCO : $7.87B
Gross Profit (TTM) TRU : $2.49B MCO : $5.49B
EBITDA (TTM) TRU : $1.46B MCO : $3.95B

Return for Risk

TRU vs. MCO — Risk / Return Rank

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

TRU

TRU Risk / Return Rank: 21
TRU Sharpe Ratio Rank: 21
TRU Sortino Ratio Rank: 21
TRU Omega Ratio Rank: 21
TRU Calmar Ratio Rank: 22
TRU Martin Ratio Rank: 22

MCO

MCO Risk / Return Rank: 29
MCO Sharpe Ratio Rank: 30
MCO Sortino Ratio Rank: 26
MCO Omega Ratio Rank: 26
MCO Calmar Ratio Rank: 32
MCO Martin Ratio Rank: 30

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRU vs. MCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransUnion (TRU) and Moody's Corporation (MCO). 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.

	TRU	MCO	Difference
Sharpe ratio: Return per unit of total volatility	-0.46	-0.24	-0.23
Sortino ratio: Return per unit of downside risk	-0.42	-0.15	-0.27
Omega ratio: Gain probability vs. loss probability	0.95	0.98	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.54	-0.26	-0.28
Martin ratio: Return relative to average drawdown	-0.94	-0.58	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRU vs. MCO - Sharpe Ratio Comparison

The current TRU Sharpe Ratio is -0.46, which is lower than the MCO Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of TRU and MCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRU	MCO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.46	-0.24	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.26	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	0.63	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.48	-0.19

Drawdowns

TRU vs. MCO - Drawdown Comparison

The maximum TRU drawdown since its inception was -64.92%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for TRU and MCO.

Drawdown Indicators

	TRU	MCO	Difference
Max Drawdown Largest peak-to-trough decline	-64.92%	-78.72%	+13.80%
Max Drawdown (1Y) Largest decline over 1 year	-33.43%	-23.61%	-9.82%
Max Drawdown (3Y) Largest decline over 3 years	-47.27%	-24.65%	-22.62%
Max Drawdown (5Y) Largest decline over 5 years	-64.92%	-41.66%	-23.26%
Max Drawdown (10Y) Largest decline over 10 years	-64.92%	-42.02%	-22.90%
Current Drawdown Current decline from peak	-42.90%	-16.53%	-26.37%
Average Drawdown Average peak-to-trough decline	-18.33%	-17.73%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.16%	10.64%	+8.52%

Volatility

TRU vs. MCO - Volatility Comparison

TransUnion (TRU) has a higher volatility of 12.28% compared to Moody's Corporation (MCO) at 7.54%. This indicates that TRU's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRU	MCO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.28%	7.54%	+4.74%
Volatility (6M) Calculated over the trailing 6-month period	30.22%	21.91%	+8.31%
Volatility (1Y) Calculated over the trailing 1-year period	39.02%	26.23%	+12.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.47%	26.31%	+12.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.69%	27.84%	+6.85%

Dividends

TRU vs. MCO - Dividend Comparison

TRU's dividend yield for the trailing twelve months is around 0.69%, less than MCO's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MCO Moody's Corporation	0.88%	0.74%	0.72%	0.79%	1.26%	0.63%	0.77%	0.84%	1.26%	1.03%	1.57%	1.36%
TRU TransUnion	0.69%	0.54%	0.45%	0.61%	0.70%	0.30%	0.30%	0.35%	0.40%	0.00%	0.00%	0.00%

Financials

TRU vs. MCO - Profitability Comparison

The chart below illustrates the profitability comparison between TransUnion and Moody's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TRU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransUnion reported a gross profit of 726.20M and revenue of 1.25B. Therefore, the gross margin over that period was 58.3%.

MCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.

TRU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransUnion reported an operating income of 244.80M and revenue of 1.25B, resulting in an operating margin of 19.7%.

MCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.

TRU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransUnion reported a net income of 397.20M and revenue of 1.25B, resulting in a net margin of 31.9%.

MCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.

Frequently Asked Questions

Can I hold both TRU and MCO in my portfolio?

TRU and MCO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRU or MCO?

TRU has higher volatility (12.28%) compared to MCO (7.54%). In terms of maximum drawdown, TRU dropped -64.92% vs MCO's -78.72%.

Which has better risk-adjusted returns?

MCO currently has the higher Sharpe Ratio (-0.24 vs -0.46), 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.