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AMGN vs. MRK

Last updated Feb 24, 2024

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


AMGNMRK
YTD Return1.19%18.74%
1Y Return25.79%20.33%
3Y Return (Ann)11.06%26.06%
5Y Return (Ann)12.45%14.39%
10Y Return (Ann)11.88%12.71%
Sharpe Ratio1.231.19
Daily Std Dev21.67%18.36%
Max Drawdown-78.03%-68.63%
Current Drawdown-10.20%0.00%

Fundamentals


AMGNMRK
Market Cap$154.98B$328.03B
EPS$12.49$0.14
PE Ratio23.15924.64
PEG Ratio2.100.90
Revenue (TTM)$28.19B$60.12B
Gross Profit (TTM)$19.92B$42.08B
EBITDA (TTM)$12.23B$9.98B

Correlation

0.34
-1.001.00

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.

AMGN vs. MRK - Performance Comparison

In the year-to-date period, AMGN achieves a 1.19% return, which is significantly lower than MRK's 18.74% return. Over the past 10 years, AMGN has underperformed MRK with an annualized return of 11.88%, while MRK has yielded a comparatively higher 12.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
14.57%
19.11%
AMGN
MRK

Compare stocks, funds, or ETFs


Amgen Inc.

Merck & Co., Inc.

AMGN vs. MRK - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.99%, more than MRK's 2.29% yield.


TTM20232022202120202019201820172016201520142013
AMGN
Amgen Inc.
2.99%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.
2.29%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMGN
Amgen Inc.
1.23
MRK
Merck & Co., Inc.
1.19

AMGN vs. MRK - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.23, which roughly equals the MRK Sharpe Ratio of 1.19. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and MRK.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2024February
1.23
1.19
AMGN
MRK

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.20%
0
AMGN
MRK

AMGN vs. MRK - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 8.61% compared to Merck & Co., Inc. (MRK) at 5.00%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2024February
8.61%
5.00%
AMGN
MRK