TSCO vs. MMC
Compare and contrast key facts about Tractor Supply Company (TSCO) and Marsh & McLennan Companies, Inc. (MMC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCO or MMC.
Key characteristics
| TSCO | MMC | |
|---|---|---|
| YTD Return | 35.89% | 20.68% |
| 1Y Return | 50.57% | 15.55% |
| 3Y Return (Ann) | 11.28% | 12.60% |
| 5Y Return (Ann) | 26.92% | 18.69% |
| 10Y Return (Ann) | 16.35% | 16.97% |
| Sharpe Ratio | 1.89 | 1.11 |
| Sortino Ratio | 2.51 | 1.47 |
| Omega Ratio | 1.33 | 1.21 |
| Calmar Ratio | 2.23 | 1.99 |
| Martin Ratio | 9.08 | 5.78 |
| Ulcer Index | 5.20% | 2.81% |
| Daily Std Dev | 25.00% | 14.65% |
| Max Drawdown | -76.15% | -67.46% |
| Current Drawdown | -5.00% | -2.44% |
Fundamentals
| TSCO | MMC | |
|---|---|---|
| Market Cap | $30.83B | $110.68B |
| EPS | $10.24 | $8.18 |
| PE Ratio | 28.18 | 27.55 |
| PEG Ratio | 2.60 | 2.40 |
| Total Revenue (TTM) | $14.77B | $23.95B |
| Gross Profit (TTM) | $5.36B | $10.31B |
| EBITDA (TTM) | $1.91B | $6.95B |
Correlation
The correlation between TSCO and MMC is 0.26, 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.
Performance
TSCO vs. MMC - Performance Comparison
In the year-to-date period, TSCO achieves a 35.89% return, which is significantly higher than MMC's 20.68% return. Both investments have delivered pretty close results over the past 10 years, with TSCO having a 16.35% annualized return and MMC not far ahead at 16.97%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TSCO vs. MMC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.
Dividends
TSCO vs. MMC - Dividend Comparison
TSCO's dividend yield for the trailing twelve months is around 1.50%, more than MMC's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCO Tractor Supply Company | 1.50% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
MMC Marsh & McLennan Companies, Inc. | 1.35% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% | 1.99% |
Drawdowns
TSCO vs. MMC - Drawdown Comparison
The maximum TSCO drawdown since its inception was -76.15%, which is greater than MMC's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for TSCO and MMC. For additional features, visit the drawdowns tool.
Volatility
TSCO vs. MMC - Volatility Comparison
Tractor Supply Company (TSCO) has a higher volatility of 9.09% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.34%. This indicates that TSCO'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.
Financials
TSCO vs. MMC - Financials Comparison
This section allows you to compare key financial metrics between Tractor Supply Company 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