WTW vs. MMC
Compare and contrast key facts about Willis Towers Watson Public Limited Company (WTW) and Marsh & McLennan Companies, Inc. (MMC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTW or MMC.
Key characteristics
| WTW | MMC | |
|---|---|---|
| YTD Return | 32.86% | 20.58% |
| 1Y Return | 32.05% | 14.13% |
| 3Y Return (Ann) | 12.83% | 12.18% |
| 5Y Return (Ann) | 12.43% | 18.24% |
| Sharpe Ratio | 1.97 | 0.96 |
| Sortino Ratio | 2.96 | 1.29 |
| Omega Ratio | 1.38 | 1.18 |
| Calmar Ratio | 3.47 | 1.71 |
| Martin Ratio | 8.46 | 4.96 |
| Ulcer Index | 4.00% | 2.82% |
| Daily Std Dev | 17.22% | 14.62% |
| Max Drawdown | -32.95% | -67.46% |
| Current Drawdown | 0.00% | -2.52% |
Fundamentals
| WTW | MMC | |
|---|---|---|
| Market Cap | $31.97B | $110.59B |
| EPS | -$7.21 | $8.11 |
| PEG Ratio | 1.21 | 2.39 |
| Total Revenue (TTM) | $9.34B | $23.95B |
| Gross Profit (TTM) | $7.29B | $10.31B |
| EBITDA (TTM) | -$285.00M | $6.95B |
Correlation
The correlation between WTW and MMC is 0.68, 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.
Performance
WTW vs. MMC - Performance Comparison
In the year-to-date period, WTW achieves a 32.86% return, which is significantly higher than MMC's 20.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
WTW vs. MMC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) 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
WTW vs. MMC - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.10%, less than MMC's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | 1.10% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% | 0.00% | 0.00% |
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
WTW vs. MMC - Drawdown Comparison
The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for WTW and MMC. For additional features, visit the drawdowns tool.
Volatility
WTW vs. MMC - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 4.77% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.21%. This indicates that WTW'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
WTW vs. MMC - Financials Comparison
This section allows you to compare key financial metrics between Willis Towers Watson Public Limited 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