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.
Performance
AMGN vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, AMGN achieves a 0.64% return, which is significantly higher than MRK's -10.38% return. Both investments have delivered pretty close results over the past 10 years, with AMGN having a 8.71% annualized return and MRK not far behind at 8.68%.
AMGN
0.64%
-11.83%
-8.60%
9.22%
7.88%
8.71%
MRK
-10.38%
-11.80%
-25.99%
-3.28%
6.70%
8.68%
Fundamentals
| AMGN | MRK | |
|---|---|---|
| Market Cap | $172.98B | $249.37B |
| EPS | $7.26 | $4.78 |
| PE Ratio | 41.16 | 20.62 |
| PEG Ratio | 2.31 | 0.07 |
| Total Revenue (TTM) | $32.43B | $63.22B |
| Gross Profit (TTM) | $19.57B | $48.80B |
| EBITDA (TTM) | $10.69B | $18.85B |
Key characteristics
| AMGN | MRK | |
|---|---|---|
| Sharpe Ratio | 0.31 | -0.17 |
| Sortino Ratio | 0.62 | -0.09 |
| Omega Ratio | 1.09 | 0.99 |
| Calmar Ratio | 0.42 | -0.13 |
| Martin Ratio | 1.00 | -0.36 |
| Ulcer Index | 7.74% | 9.74% |
| Daily Std Dev | 25.17% | 20.69% |
| Max Drawdown | -78.04% | -68.63% |
| Current Drawdown | -15.94% | -27.41% |
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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.
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.
Dividends
AMGN vs. MRK - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 3.17%, less than MRK's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 3.17% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
MRK Merck & Co., Inc. | 3.21% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
Drawdowns
AMGN vs. MRK - Drawdown Comparison
The maximum AMGN drawdown since its inception was -78.04%, which is greater than MRK's maximum drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for AMGN and MRK. For additional features, visit the drawdowns tool.
Volatility
AMGN vs. MRK - Volatility Comparison
Amgen Inc. (AMGN) has a higher volatility of 9.25% compared to Merck & Co., Inc. (MRK) at 5.26%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AMGN vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Amgen 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.
Total Revenue: Total amount of money received from sales and other business activities