6MK.DE vs. ^GSPC
6MK.DE (Merck & Co. Inc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, 6MK.DE returned 11.15%/yr vs 12.65%/yr for ^GSPC. At a 0.17 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 24.04% return, which is significantly higher than ^GSPC's 11.89% return. Over the past 10 years, 6MK.DE has underperformed ^GSPC with an annualized return of 11.15%, while ^GSPC has yielded a comparatively higher 12.65% annualized return.
6MK.DE
- 1D
- -3.55%
- 1M
- 10.28%
- 6M
- 20.17%
- YTD
- 24.04%
- 1Y
- 64.17%
- 3Y*
- 6.97%
- 5Y*
- 14.99%
- 10Y*
- 11.15%
- ALL TIME*
- 9.77%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
6MK.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6MK.DE Merck & Co. Inc | 24.04% | -1.92% | -0.20% | -2.63% | 57.81% | 6.68% | -15.80% | 27.72% | 44.59% | -13.13% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between 6MK.DE and ^GSPC is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.17 |
The correlation between 6MK.DE and ^GSPC shifts across timeframes, from 0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.25 | 2.70 | +3.55 |
| Martin ratioReturn relative to average drawdown | 14.37 | 9.96 | +4.41 |
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Drawdowns
6MK.DE vs. ^GSPC - Drawdown Comparison
The maximum 6MK.DE drawdown since its inception was -54.94%, which is greater than ^GSPC's maximum drawdown of -50.14%. 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 | -54.94% | -50.14% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -7.57% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -45.54% | -23.99% | -21.55% |
Max Drawdown (5Y)Largest decline over 5 years | -45.54% | -23.99% | -21.55% |
Max Drawdown (10Y)Largest decline over 10 years | -45.54% | -33.42% | -12.12% |
Current DrawdownCurrent decline from peak | -5.63% | -1.73% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -16.03% | -8.49% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.05% | +2.40% |
Volatility
6MK.DE vs. ^GSPC - Volatility Comparison
Merck & Co. Inc (6MK.DE) has a higher volatility of 9.72% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that 6MK.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6MK.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 2.79% | +6.93% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 9.21% | +11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.25% | 12.64% | +16.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.68% | 16.83% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 18.61% | +5.41% |
Frequently Asked Questions
6MK.DE and ^GSPC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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