PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
6MK.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 6MK.DE and ^GSPC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

6MK.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merck & Co. Inc (6MK.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.32%
8.53%
6MK.DE
^GSPC

Key characteristics

Sharpe Ratio

6MK.DE:

0.04

^GSPC:

2.10

Sortino Ratio

6MK.DE:

0.19

^GSPC:

2.80

Omega Ratio

6MK.DE:

1.03

^GSPC:

1.39

Calmar Ratio

6MK.DE:

0.03

^GSPC:

3.09

Martin Ratio

6MK.DE:

0.06

^GSPC:

13.49

Ulcer Index

6MK.DE:

12.91%

^GSPC:

1.94%

Daily Std Dev

6MK.DE:

20.62%

^GSPC:

12.52%

Max Drawdown

6MK.DE:

-84.55%

^GSPC:

-56.78%

Current Drawdown

6MK.DE:

-22.67%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, 6MK.DE achieves a -0.50% return, which is significantly lower than ^GSPC's 24.34% return. Both investments have delivered pretty close results over the past 10 years, with 6MK.DE having a 11.62% annualized return and ^GSPC not far behind at 11.06%.


6MK.DE

YTD

-0.50%

1M

3.57%

6M

-20.37%

1Y

0.93%

5Y*

7.38%

10Y*

11.62%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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

6MK.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co. Inc (6MK.DE) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for 6MK.DE, currently valued at -0.44, compared to the broader market-4.00-2.000.002.00-0.442.01
The chart of Sortino ratio for 6MK.DE, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.492.69
The chart of Omega ratio for 6MK.DE, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.38
The chart of Calmar ratio for 6MK.DE, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.95
The chart of Martin ratio for 6MK.DE, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7212.95
6MK.DE
^GSPC

The current 6MK.DE Sharpe Ratio is 0.04, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of 6MK.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
2.01
6MK.DE
^GSPC

Drawdowns

6MK.DE vs. ^GSPC - Drawdown Comparison

The maximum 6MK.DE drawdown since its inception was -84.55%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 6MK.DE and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.48%
-2.62%
6MK.DE
^GSPC

Volatility

6MK.DE vs. ^GSPC - Volatility Comparison

Merck & Co. Inc (6MK.DE) has a higher volatility of 6.65% compared to S&P 500 (^GSPC) at 3.75%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.65%
3.75%
6MK.DE
^GSPC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab