EVT.DE vs. MRK
EVT.DE (Evotec SE) and MRK (Merck & Co., Inc.) are both stocks. Both are in the Healthcare sector — EVT.DE in Drug Manufacturers - Specialty & Generic, MRK in Drug Manufacturers - General. Over the past 10 years, EVT.DE returned 2.44%/yr vs 11.11%/yr for MRK. At a 0.12 correlation, their price movements are largely independent.
Performance
EVT.DE vs. MRK - Performance Comparison
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Different Trading Currencies
EVT.DE is traded in EUR, while MRK is traded in USD. To make them comparable, the MRK values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EVT.DE achieves a -14.31% return, which is significantly lower than MRK's 14.63% return. Over the past 10 years, EVT.DE has underperformed MRK with an annualized return of 2.44%, while MRK has yielded a comparatively higher 11.11% annualized return.
EVT.DE
- 1D
- 0.86%
- 1M
- -10.71%
- YTD
- -14.31%
- 6M
- -10.19%
- 1Y
- -28.59%
- 3Y*
- -39.65%
- 5Y*
- -33.75%
- 10Y*
- 2.44%
MRK
- 1D
- 1.74%
- 1M
- -3.37%
- YTD
- 14.63%
- 6M
- 15.35%
- 1Y
- 52.48%
- 3Y*
- 1.82%
- 5Y*
- 13.30%
- 10Y*
- 11.11%
EVT.DE vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVT.DE Evotec SE | -14.31% | -33.54% | -61.47% | 39.45% | -64.09% | 40.36% | 31.37% | 32.78% | 28.59% | 81.45% |
MRK Merck & Co., Inc. | 14.63% | -3.24% | -0.07% | -2.02% | 58.68% | 9.37% | -14.85% | 25.03% | 46.52% | -13.59% |
Correlation
The correlation between EVT.DE and MRK is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2007 | 0.12 |
The correlation between EVT.DE and MRK shifts across timeframes, from 0.01 (5 years) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EVT.DE vs. MRK — Risk / Return Rank
EVT.DE
MRK
EVT.DE vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evotec SE (EVT.DE) 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.
| EVT.DE | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.34 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 4.44 | -5.07 |
| Martin ratioReturn relative to average drawdown | -1.16 | 11.71 | -12.87 |
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Drawdowns
EVT.DE vs. MRK - Drawdown Comparison
The maximum EVT.DE drawdown since its inception was -90.92%, which is greater than MRK's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for EVT.DE and MRK.
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Drawdown Indicators
| EVT.DE | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.92% | -57.34% | -33.58% |
Max Drawdown (1Y)Largest decline over 1 year | -44.77% | -11.88% | -32.89% |
Max Drawdown (3Y)Largest decline over 3 years | -83.00% | -45.77% | -37.23% |
Max Drawdown (5Y)Largest decline over 5 years | -90.92% | -45.77% | -45.15% |
Max Drawdown (10Y)Largest decline over 10 years | -90.92% | -45.77% | -45.15% |
Current DrawdownCurrent decline from peak | -89.70% | -12.83% | -76.87% |
Average DrawdownAverage peak-to-trough decline | -39.10% | -15.47% | -23.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.72% | 4.49% | +20.23% |
Volatility
EVT.DE vs. MRK - Volatility Comparison
Evotec SE (EVT.DE) has a higher volatility of 12.08% compared to Merck & Co., Inc. (MRK) at 9.96%. This indicates that EVT.DE'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
| EVT.DE | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.08% | 9.96% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 39.58% | 18.68% | +20.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.52% | 27.14% | +26.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.96% | 24.62% | +33.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.34% | 23.95% | +27.39% |
Dividends
EVT.DE vs. MRK - Dividend Comparison
EVT.DE has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVT.DE Evotec SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 3.07% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Financials
EVT.DE vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Evotec SE 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
EVT.DE and MRK have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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