BIGZ vs. MRK
Compare and contrast key facts about Blackrock Innovation & Growth Trust (BIGZ) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGZ or MRK.
Performance
BIGZ vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, BIGZ achieves a 14.87% return, which is significantly higher than MRK's -9.75% return.
BIGZ
14.87%
1.24%
7.46%
17.00%
N/A
N/A
MRK
-9.75%
-11.19%
-25.23%
-3.49%
6.65%
8.70%
Fundamentals
| BIGZ | MRK | |
|---|---|---|
| Market Cap | $1.65B | $249.37B |
| EPS | $0.89 | $4.78 |
| PE Ratio | 8.48 | 20.62 |
Key characteristics
| BIGZ | MRK | |
|---|---|---|
| Sharpe Ratio | 0.96 | -0.13 |
| Sortino Ratio | 1.41 | -0.03 |
| Omega Ratio | 1.17 | 1.00 |
| Calmar Ratio | 0.30 | -0.10 |
| Martin Ratio | 3.20 | -0.26 |
| Ulcer Index | 5.78% | 9.89% |
| Daily Std Dev | 19.16% | 20.64% |
| Max Drawdown | -67.28% | -68.63% |
| Current Drawdown | -52.87% | -26.91% |
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Correlation
The correlation between BIGZ and MRK is 0.09, 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
BIGZ vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) 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
BIGZ vs. MRK - Dividend Comparison
BIGZ's dividend yield for the trailing twelve months is around 10.38%, more than MRK's 3.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 10.38% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 3.19% | 2.72% | 2.52% | 3.41% | 3.07% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
Drawdowns
BIGZ vs. MRK - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.28%, roughly equal to the maximum MRK drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for BIGZ and MRK. For additional features, visit the drawdowns tool.
Volatility
BIGZ vs. MRK - Volatility Comparison
Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 5.61% compared to Merck & Co., Inc. (MRK) at 5.07%. This indicates that BIGZ'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
BIGZ vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Blackrock Innovation & Growth Trust 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