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ABBV vs. MRK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABBV and MRK is 0.39, 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.


Performance

ABBV vs. MRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and Merck & Co., Inc. (MRK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABBV:

0.82

MRK:

-1.35

Sortino Ratio

ABBV:

1.18

MRK:

-1.84

Omega Ratio

ABBV:

1.18

MRK:

0.75

Calmar Ratio

ABBV:

1.10

MRK:

-0.87

Martin Ratio

ABBV:

2.67

MRK:

-1.58

Ulcer Index

ABBV:

8.52%

MRK:

22.81%

Daily Std Dev

ABBV:

27.67%

MRK:

27.04%

Max Drawdown

ABBV:

-45.09%

MRK:

-68.62%

Current Drawdown

ABBV:

-11.46%

MRK:

-38.09%

Fundamentals

Market Cap

ABBV:

$326.55B

MRK:

$190.76B

EPS

ABBV:

$2.34

MRK:

$6.88

PE Ratio

ABBV:

78.89

MRK:

11.04

PEG Ratio

ABBV:

0.39

MRK:

0.70

PS Ratio

ABBV:

5.69

MRK:

2.98

PB Ratio

ABBV:

229.63

MRK:

3.95

Total Revenue (TTM)

ABBV:

$57.37B

MRK:

$63.92B

Gross Profit (TTM)

ABBV:

$44.44B

MRK:

$51.75B

EBITDA (TTM)

ABBV:

$16.33B

MRK:

$27.30B

Returns By Period

In the year-to-date period, ABBV achieves a 8.97% return, which is significantly higher than MRK's -18.45% return. Over the past 10 years, ABBV has outperformed MRK with an annualized return of 15.94%, while MRK has yielded a comparatively lower 6.65% annualized return.


ABBV

YTD

8.97%

1M

9.58%

6M

11.01%

1Y

22.54%

5Y*

21.38%

10Y*

15.94%

MRK

YTD

-18.45%

1M

1.58%

6M

-18.82%

1Y

-36.33%

5Y*

4.78%

10Y*

6.65%

*Annualized

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Risk-Adjusted Performance

ABBV vs. MRK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7878
Overall Rank
The Sharpe Ratio Rank of ABBV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7777
Martin Ratio Rank

MRK
The Risk-Adjusted Performance Rank of MRK is 33
Overall Rank
The Sharpe Ratio Rank of MRK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 33
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 33
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 22
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABBV vs. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Merck & Co., Inc. (MRK). 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.


The current ABBV Sharpe Ratio is 0.82, which is higher than the MRK Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of ABBV and MRK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ABBV vs. MRK - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.36%, less than MRK's 3.93% yield.


TTM20242023202220212020201920182017201620152014
ABBV
AbbVie Inc.
3.36%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
MRK
Merck & Co., Inc.
3.93%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%

Drawdowns

ABBV vs. MRK - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum MRK drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for ABBV and MRK. For additional features, visit the drawdowns tool.


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Volatility

ABBV vs. MRK - Volatility Comparison

The current volatility for AbbVie Inc. (ABBV) is 9.61%, while Merck & Co., Inc. (MRK) has a volatility of 10.45%. This indicates that ABBV experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ABBV vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between AbbVie Inc. and Merck & Co., Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B20212022202320242025
13.34B
15.53B
(ABBV) Total Revenue
(MRK) Total Revenue
Values in USD except per share items

ABBV vs. MRK - Profitability Comparison

The chart below illustrates the profitability comparison between AbbVie Inc. and Merck & Co., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
83.9%
78.0%
(ABBV) Gross Margin
(MRK) Gross Margin
ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

MRK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported a gross profit of 12.11B and revenue of 15.53B. Therefore, the gross margin over that period was 78.0%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

MRK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported an operating income of 5.94B and revenue of 15.53B, resulting in an operating margin of 38.2%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.

MRK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported a net income of 5.08B and revenue of 15.53B, resulting in a net margin of 32.7%.