AMGN vs. MRK
Compare and contrast key facts about Amgen Inc. (AMGN) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMGN or MRK.
Key characteristics
AMGN | MRK | |
---|---|---|
YTD Return | 0.18% | 21.62% |
1Y Return | 24.09% | 28.26% |
3Y Return (Ann) | 7.63% | 25.12% |
5Y Return (Ann) | 11.95% | 14.13% |
10Y Return (Ann) | 12.12% | 12.88% |
Sharpe Ratio | 1.17 | 1.50 |
Daily Std Dev | 21.32% | 17.77% |
Max Drawdown | -78.03% | -68.63% |
Current Drawdown | -11.10% | 0.00% |
Fundamentals
AMGN | MRK | |
---|---|---|
Market Cap | $148.00B | $313.67B |
EPS | $12.48 | $0.14 |
PE Ratio | 22.13 | 884.64 |
PEG Ratio | 2.46 | 0.10 |
Revenue (TTM) | $28.19B | $60.12B |
Gross Profit (TTM) | $19.92B | $42.08B |
EBITDA (TTM) | $12.23B | $8.30B |
Correlation
The correlation between AMGN and MRK is 0.34, 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
AMGN vs. MRK - Performance Comparison
In the year-to-date period, AMGN achieves a 0.18% return, which is significantly lower than MRK's 21.62% return. Over the past 10 years, AMGN has underperformed MRK with an annualized return of 12.12%, while MRK has yielded a comparatively higher 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AMGN vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Amgen Inc. | 1.17 | ||||
Merck & Co., Inc. | 1.50 |
Dividends
AMGN vs. MRK - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 3.02%, more than MRK's 2.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Amgen Inc. | 3.02% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
Merck & Co., Inc. | 2.28% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
AMGN vs. MRK - Drawdown Comparison
The maximum AMGN drawdown since its inception was -78.03%, which is greater than MRK's maximum drawdown of -68.63%. The drawdown chart below compares losses from any high point along the way for AMGN and MRK
Volatility
AMGN vs. MRK - Volatility Comparison
The current volatility for Amgen Inc. (AMGN) is 4.88%, while Merck & Co., Inc. (MRK) has a volatility of 6.21%. This indicates that AMGN 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.