6MK.DE vs. ^GSPC
6MK.DE (Merck & Co. Inc) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.12 correlation, their price movements are largely independent.
Performance
6MK.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
6MK.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 6MK.DE achieves a 14.04% return, which is significantly higher than ^GSPC's 12.06% return.
6MK.DE
- 1D
- 2.35%
- 1M
- 5.65%
- YTD
- 14.04%
- 6M
- 20.07%
- 1Y
- 54.29%
- 3Y*
- 1.43%
- 5Y*
- 13.92%
- 10Y*
- 10.80%
^GSPC
- 1D
- 0.00%
- 1M
- 4.16%
- YTD
- 12.06%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
6MK.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
6MK.DE Merck & Co. Inc | 14.04% | 32.96% |
^GSPC S&P 500 Index | 9.98% | 10.65% |
Correlation
The correlation between 6MK.DE and ^GSPC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.12 |
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Return for Risk
6MK.DE vs. ^GSPC — Risk / Return Rank
6MK.DE
^GSPC
6MK.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co. Inc (6MK.DE) and S&P 500 Index (^GSPC). 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.
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.12 | — | — |
| Martin ratioReturn relative to average drawdown | 12.23 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.98 | -1.65 |
Drawdowns
6MK.DE vs. ^GSPC - Drawdown Comparison
The maximum 6MK.DE drawdown since its inception was -83.26%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for 6MK.DE and ^GSPC.
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Drawdown Indicators
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.26% | -7.57% | -75.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -45.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.72% | — | — |
Current DrawdownCurrent decline from peak | -13.85% | -0.20% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -1.39% | -28.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | — | — |
Volatility
6MK.DE vs. ^GSPC - Volatility Comparison
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Volatility by Period
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.84% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.44% | 12.22% | +15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 12.22% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.17% | 12.22% | +10.95% |
Frequently Asked Questions
6MK.DE and ^GSPC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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