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

Key characteristics


AMGNMRK
YTD Return0.18%21.62%
1Y Return24.09%28.26%
3Y Return (Ann)7.63%25.12%
5Y Return (Ann)11.95%14.13%
10Y Return (Ann)12.12%12.88%
Sharpe Ratio1.171.50
Daily Std Dev21.32%17.77%
Max Drawdown-78.03%-68.63%
Current Drawdown-11.10%0.00%

Fundamentals


AMGNMRK
Market Cap$148.00B$313.67B
EPS$12.48$0.14
PE Ratio22.13884.64
PEG Ratio2.460.10
Revenue (TTM)$28.19B$60.12B
Gross Profit (TTM)$19.92B$42.08B
EBITDA (TTM)$12.23B$8.30B

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.

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.


20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%OctoberNovemberDecember2024FebruaryMarch
115,717.15%
20,589.38%
AMGN
MRK

Compare stocks, funds, or ETFs


Amgen Inc.

Merck & Co., Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMGN
Amgen Inc.
1.17
MRK
Merck & Co., Inc.
1.50

AMGN vs. MRK - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.17, which roughly equals the MRK Sharpe Ratio of 1.50. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and MRK.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.17
1.50
AMGN
MRK

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.


TTM20232022202120202019201820172016201520142013
AMGN
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%
MRK
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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.10%
0
AMGN
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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.88%
6.21%
AMGN
MRK