Marsh McLennan (MRSH): analysis and statistics
Return, volatility, Sharpe ratio and risk for Marsh McLennan, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $191.49 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +2.24% |
| Total return over period | +6.83% |
| Annualized volatility | 20.16% |
| Sharpe ratio | -0.07 |
| Sortino ratio | -0.10 |
| Max drawdown | -34.36% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.08% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $156.44 – $238.33 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Marsh McLennan (MRSH) has posted an annualized return of +2.24% with annual volatility of 20.16%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -34.36%. Its correlation with the S&P 500 is 0.17, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MRSH would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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