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Marsh & McLennan Companies Inc

MMC
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182.700USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
78.25BMarket Cap
21.78P/E TTM

Risk Assessment

Currency: USD Updated: 2026-01-13
Previous score
9.28
Change
0
Marsh & McLennan Companies Inc’s latest ESG disclosure leads the Insurance industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
0.74
VaR
+1.82%
240-Day Maximum Drawdown
+27.71%
240-Day Volatility
+22.10%

Return

Best Daily Return
60 days
+2.67%
120 days
+2.67%
5 years
+5.70%
Worst Daily Return
60 days
-8.52%
120 days
-8.52%
5 years
-8.52%
Sharpe Ratio
60 days
-1.74
120 days
-1.35
5 years
+0.60

Risk Assessment

Maximum Drawdown
240 days
+27.71%
3 years
+27.71%
5 years
+27.71%
Return-to-Drawdown Ratio
240 days
-0.60
3 years
+0.15
5 years
+0.33
Skewness
240 days
-1.51
3 years
-1.27
5 years
-0.60

Volatility

Realised Volatility
240 days
+22.10%
5 years
+19.97%
Standardised True Range
240 days
+2.08%
5 years
+1.71%
Downside Risk-Adjusted Return
120 days
-153.66%
240 days
-153.66%
Maximum Daily Upside Volatility
60 days
+11.60%
Maximum Daily Downside Volatility
60 days
+10.80%

Liquidity

Average Turnover Rate
60 days
+0.49%
120 days
+0.47%
5 years
--
Turnover Deviation
20 days
+14.54%
60 days
+27.26%
120 days
+22.44%
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