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 | 17.81% | 16.86% |
| 1Y Return | 46.57% | 20.59% |
| 3Y Return (Ann) | 14.55% | 21.31% |
| 5Y Return (Ann) | 17.32% | 13.56% |
| 10Y Return (Ann) | 13.70% | 11.95% |
| Sharpe Ratio | 1.89 | 1.13 |
| Daily Std Dev | 24.63% | 17.76% |
| Max Drawdown | -78.04% | -68.63% |
| Current Drawdown | -0.50% | -5.35% |
Fundamentals
| AMGN | MRK | |
|---|---|---|
| Market Cap | $178.76B | $315.03B |
| EPS | $7.00 | $0.90 |
| PE Ratio | 47.61 | 138.20 |
| PEG Ratio | 2.39 | 0.10 |
| Total Revenue (TTM) | $22.50B | $46.37B |
| Gross Profit (TTM) | $14.38B | $35.22B |
| EBITDA (TTM) | $8.10B | $13.42B |
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 17.81% return, which is significantly higher than MRK's 16.86% return. Over the past 10 years, AMGN has outperformed MRK with an annualized return of 13.70%, while MRK has yielded a comparatively lower 11.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 2.62%, more than MRK's 2.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 2.62% | 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. | 2.42% | 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 -78.04%, 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
The current volatility for Amgen Inc. (AMGN) is 4.62%, while Merck & Co., Inc. (MRK) has a volatility of 7.34%. 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.
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