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G vs. MRK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between G and MRK is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

G vs. MRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genpact Limited (G) and Merck & Co., Inc. (MRK). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2025FebruaryMarchApril
258.00%
212.44%
G
MRK

Key characteristics

Sharpe Ratio

G:

1.78

MRK:

-1.27

Sortino Ratio

G:

3.22

MRK:

-1.69

Omega Ratio

G:

1.40

MRK:

0.77

Calmar Ratio

G:

1.32

MRK:

-0.80

Martin Ratio

G:

9.18

MRK:

-1.53

Ulcer Index

G:

5.90%

MRK:

21.42%

Daily Std Dev

G:

30.49%

MRK:

25.93%

Max Drawdown

G:

-64.14%

MRK:

-68.62%

Current Drawdown

G:

-13.21%

MRK:

-36.31%

Fundamentals

Market Cap

G:

$8.40B

MRK:

$208.21B

EPS

G:

$2.85

MRK:

$6.88

PE Ratio

G:

16.86

MRK:

12.03

PEG Ratio

G:

1.70

MRK:

0.76

PS Ratio

G:

1.76

MRK:

3.26

PB Ratio

G:

3.52

MRK:

4.50

Total Revenue (TTM)

G:

$3.64B

MRK:

$48.39B

Gross Profit (TTM)

G:

$1.28B

MRK:

$39.64B

EBITDA (TTM)

G:

$653.24M

MRK:

$19.98B

Returns By Period

In the year-to-date period, G achieves a 12.23% return, which is significantly higher than MRK's -16.11% return. Over the past 10 years, G has outperformed MRK with an annualized return of 9.07%, while MRK has yielded a comparatively lower 7.05% annualized return.


G

YTD

12.23%

1M

-5.34%

6M

26.15%

1Y

57.86%

5Y*

8.47%

10Y*

9.07%

MRK

YTD

-16.11%

1M

-5.55%

6M

-19.10%

1Y

-35.07%

5Y*

3.79%

10Y*

7.05%

*Annualized

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Risk-Adjusted Performance

G vs. MRK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

G
The Risk-Adjusted Performance Rank of G is 9393
Overall Rank
The Sharpe Ratio Rank of G is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of G is 9696
Sortino Ratio Rank
The Omega Ratio Rank of G is 9494
Omega Ratio Rank
The Calmar Ratio Rank of G is 8888
Calmar Ratio Rank
The Martin Ratio Rank of G is 9494
Martin Ratio Rank

MRK
The Risk-Adjusted Performance Rank of MRK is 55
Overall Rank
The Sharpe Ratio Rank of MRK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 44
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 44
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 55
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

G vs. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.


The chart of Sharpe ratio for G, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.00
G: 1.78
MRK: -1.27
The chart of Sortino ratio for G, currently valued at 3.22, compared to the broader market-6.00-4.00-2.000.002.004.00
G: 3.22
MRK: -1.69
The chart of Omega ratio for G, currently valued at 1.40, compared to the broader market0.501.001.502.00
G: 1.40
MRK: 0.77
The chart of Calmar ratio for G, currently valued at 1.32, compared to the broader market0.001.002.003.004.005.00
G: 1.32
MRK: -0.80
The chart of Martin ratio for G, currently valued at 9.18, compared to the broader market-5.000.005.0010.0015.0020.00
G: 9.18
MRK: -1.53

The current G Sharpe Ratio is 1.78, which is higher than the MRK Sharpe Ratio of -1.27. The chart below compares the historical Sharpe Ratios of G and MRK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
1.78
-1.27
G
MRK

Dividends

G vs. MRK - Dividend Comparison

G's dividend yield for the trailing twelve months is around 1.31%, less than MRK's 3.82% yield.


TTM20242023202220212020201920182017201620152014
G
Genpact Limited
1.31%1.42%1.59%1.08%0.81%0.95%0.81%1.11%0.76%0.00%0.00%0.00%
MRK
Merck & Co., Inc.
3.82%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%

Drawdowns

G vs. MRK - Drawdown Comparison

The maximum G drawdown since its inception was -64.14%, smaller than the maximum MRK drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for G and MRK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.21%
-36.31%
G
MRK

Volatility

G vs. MRK - Volatility Comparison

The current volatility for Genpact Limited (G) is 10.46%, while Merck & Co., Inc. (MRK) has a volatility of 11.66%. This indicates that G 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.46%
11.66%
G
MRK

Financials

G vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Genpact Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items