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.
Key characteristics
| BIGZ | MRK | |
|---|---|---|
| YTD Return | 15.56% | -7.85% |
| 1Y Return | 25.79% | -1.25% |
| 3Y Return (Ann) | -16.34% | 8.64% |
| Sharpe Ratio | 1.36 | -0.01 |
| Sortino Ratio | 1.92 | 0.13 |
| Omega Ratio | 1.24 | 1.02 |
| Calmar Ratio | 0.42 | -0.01 |
| Martin Ratio | 4.57 | -0.02 |
| Ulcer Index | 5.77% | 9.16% |
| Daily Std Dev | 19.42% | 20.59% |
| Max Drawdown | -67.28% | -68.63% |
| Current Drawdown | -52.59% | -25.36% |
Fundamentals
| BIGZ | MRK | |
|---|---|---|
| Market Cap | $1.70B | $249.37B |
| EPS | $0.89 | $4.78 |
| PE Ratio | 8.71 | 20.62 |
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.
Performance
BIGZ vs. MRK - Performance Comparison
In the year-to-date period, BIGZ achieves a 15.56% return, which is significantly higher than MRK's -7.85% 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
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 9.68%, more than MRK's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 9.10% | 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. | 3.12% | 2.72% | 2.52% | 3.41% | 3.03% | 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
The current volatility for Blackrock Innovation & Growth Trust (BIGZ) is 4.97%, while Merck & Co., Inc. (MRK) has a volatility of 5.50%. This indicates that BIGZ 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
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