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

Correlation

The correlation between AMGN and MRK is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AMGN vs. MRK - Performance Comparison

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

20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%December2025FebruaryMarchAprilMay
114,929.19%
12,700.52%
AMGN
MRK

Key characteristics

Sharpe Ratio

AMGN:

-0.34

MRK:

-1.38

Sortino Ratio

AMGN:

-0.30

MRK:

-1.86

Omega Ratio

AMGN:

0.96

MRK:

0.75

Calmar Ratio

AMGN:

-0.38

MRK:

-0.88

Martin Ratio

AMGN:

-0.83

MRK:

-1.61

Ulcer Index

AMGN:

10.48%

MRK:

22.39%

Daily Std Dev

AMGN:

24.99%

MRK:

26.29%

Max Drawdown

AMGN:

-78.02%

MRK:

-68.62%

Current Drawdown

AMGN:

-16.92%

MRK:

-39.09%

Fundamentals

Market Cap

AMGN:

$150.59B

MRK:

$208.01B

EPS

AMGN:

$10.98

MRK:

$6.88

PE Ratio

AMGN:

25.51

MRK:

12.04

PEG Ratio

AMGN:

0.95

MRK:

0.76

PS Ratio

AMGN:

4.41

MRK:

3.25

PB Ratio

AMGN:

24.36

MRK:

4.52

Total Revenue (TTM)

AMGN:

$34.13B

MRK:

$63.92B

Gross Profit (TTM)

AMGN:

$21.50B

MRK:

$51.75B

EBITDA (TTM)

AMGN:

$12.38B

MRK:

$27.30B

Returns By Period

In the year-to-date period, AMGN achieves a 6.69% return, which is significantly higher than MRK's -19.78% return. Over the past 10 years, AMGN has outperformed MRK with an annualized return of 8.54%, while MRK has yielded a comparatively lower 6.38% annualized return.


AMGN

YTD

6.69%

1M

-4.78%

6M

-12.90%

1Y

-5.35%

5Y*

6.52%

10Y*

8.54%

MRK

YTD

-19.78%

1M

-2.54%

6M

-20.14%

1Y

-37.52%

5Y*

4.84%

10Y*

6.38%

*Annualized

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Risk-Adjusted Performance

AMGN vs. MRK — Risk-Adjusted Performance Rank

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

AMGN
The Risk-Adjusted Performance Rank of AMGN is 3030
Overall Rank
The Sharpe Ratio Rank of AMGN is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 2727
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 3434
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 44
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 33
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 55
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.

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.


The current AMGN Sharpe Ratio is -0.34, which is higher than the MRK Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of AMGN 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.22
-1.44
AMGN
MRK

Dividends

AMGN vs. MRK - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 3.31%, less than MRK's 3.99% yield.


TTM20242023202220212020201920182017201620152014
AMGN
Amgen Inc.
3.31%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
MRK
Merck & Co., Inc.
3.99%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%

Drawdowns

AMGN vs. MRK - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.02%, which is greater than MRK's maximum drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for AMGN and MRK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-16.92%
-39.09%
AMGN
MRK

Volatility

AMGN vs. MRK - Volatility Comparison

The current volatility for Amgen Inc. (AMGN) is 10.37%, while Merck & Co., Inc. (MRK) has a volatility of 10.97%. 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.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.37%
10.97%
AMGN
MRK

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.


Quarterly
Annual

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


6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
8.15B
15.53B
(AMGN) Total Revenue
(MRK) Total Revenue
Values in USD except per share items

AMGN vs. MRK - Profitability Comparison

The chart below illustrates the profitability comparison between Amgen 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

60.0%70.0%80.0%90.0%20212022202320242025
63.6%
78.0%
(AMGN) Gross Margin
(MRK) Gross Margin
AMGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amgen Inc. reported a gross profit of 5.18B and revenue of 8.15B. Therefore, the gross margin over that period was 63.6%.

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%.

AMGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amgen Inc. reported an operating income of 1.18B and revenue of 8.15B, resulting in an operating margin of 14.5%.

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%.

AMGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amgen Inc. reported a net income of 1.73B and revenue of 8.15B, resulting in a net margin of 21.2%.

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%.