BIGZ vs. MRK
BIGZ (Blackrock Innovation & Growth Trust) and MRK (Merck & Co., Inc.) are both stocks. BIGZ operates in Asset Management (Financial Services), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, BIGZ returned -6.19%/yr vs 12.83%/yr for MRK. At a 0.07 correlation, their price movements are largely independent.
Performance
BIGZ vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, BIGZ achieves a 37.95% return, which is significantly higher than MRK's 16.44% return.
BIGZ
- 1D
- -4.89%
- 1M
- -1.68%
- YTD
- 37.95%
- 6M
- 35.48%
- 1Y
- 32.93%
- 3Y*
- 16.26%
- 5Y*
- -6.19%
- 10Y*
- —
MRK
- 1D
- 0.84%
- 1M
- -0.61%
- YTD
- 16.44%
- 6M
- 15.14%
- 1Y
- 55.42%
- 3Y*
- 4.95%
- 5Y*
- 12.83%
- 10Y*
- 11.90%
BIGZ vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 37.95% | 0.86% | 13.42% | 19.29% | -47.76% | -24.45% |
MRK Merck & Co., Inc. | 16.44% | 9.79% | -6.26% | 1.01% | 49.42% | 8.47% |
Correlation
The correlation between BIGZ and MRK is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.07 |
Fundamentals
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Return for Risk
BIGZ vs. MRK — Risk / Return Rank
BIGZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MRK
BIGZ vs. MRK - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGZ | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 4.90 | -2.24 |
| Martin ratioReturn relative to average drawdown | 6.61 | 12.08 | -5.47 |
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Drawdowns
BIGZ vs. MRK - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.27%, roughly equal to the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for BIGZ and MRK.
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Drawdown Indicators
| BIGZ | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -68.61% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.99% | -11.37% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -31.71% | -43.44% | +11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -63.51% | -43.44% | -20.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.44% | — |
Current DrawdownCurrent decline from peak | -35.25% | -2.94% | -32.31% |
Average DrawdownAverage peak-to-trough decline | -49.52% | -18.83% | -30.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 4.60% | +1.03% |
Volatility
BIGZ vs. MRK - Volatility Comparison
Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 9.93% compared to Merck & Co., Inc. (MRK) at 8.46%. 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.
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Volatility by Period
| BIGZ | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.93% | 8.46% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.72% | 18.40% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.37% | 27.29% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.75% | 23.76% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.54% | 22.96% | +6.58% |
Dividends
BIGZ vs. MRK - Dividend Comparison
BIGZ has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 7.50% | 13.68% | 11.21% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 2.94% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
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
Frequently Asked Questions
BIGZ and MRK have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGZ has higher volatility (9.93%) compared to MRK (8.46%). In terms of maximum drawdown, BIGZ dropped -67.27% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.04 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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