GM vs. MRK
GM (General Motors Company) and MRK (Merck & Co., Inc.) are both stocks. GM operates in Auto Manufacturers (Consumer Cyclical), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, GM returned 13.35%/yr vs 11.34%/yr for MRK. At a 0.24 correlation, their price movements are largely independent.
Performance
GM vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, GM achieves a 3.85% return, which is significantly lower than MRK's 10.76% return. Over the past 10 years, GM has outperformed MRK with an annualized return of 13.35%, while MRK has yielded a comparatively lower 11.34% annualized return.
GM
- 1D
- 3.15%
- 1M
- 12.55%
- YTD
- 3.85%
- 6M
- 3.02%
- 1Y
- 74.39%
- 3Y*
- 31.69%
- 5Y*
- 7.22%
- 10Y*
- 13.35%
MRK
- 1D
- -2.79%
- 1M
- 3.90%
- YTD
- 10.76%
- 6M
- 16.28%
- 1Y
- 46.78%
- 3Y*
- 4.85%
- 5Y*
- 11.88%
- 10Y*
- 11.34%
GM vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 3.85% | 54.24% | 49.84% | 7.92% | -42.36% | 40.80% | 15.16% | 14.02% | -15.06% | 22.51% |
MRK Merck & Co., Inc. | 10.76% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between GM and MRK is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2010 | 0.24 |
The correlation between GM and MRK shifts across timeframes, from 0.14 (5 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GM:
$77.30B
MRK:
$284.03B
GM:
$2.68
MRK:
$3.58
GM:
31.37
MRK:
32.06
GM:
0.43
MRK:
4.37
GM:
1.23
MRK:
6.19
GM:
$184.62B
MRK:
$65.59B
GM:
$11.25B
MRK:
$49.79B
GM:
$13.56B
MRK:
$22.69B
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Return for Risk
GM vs. MRK — Risk / Return Rank
GM
MRK
GM vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) 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.
| GM | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 4.14 | +0.54 |
| Martin ratioReturn relative to average drawdown | 11.51 | 10.29 | +1.22 |
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Drawdowns
GM vs. MRK - Drawdown Comparison
The maximum GM drawdown since its inception was -59.96%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for GM and MRK.
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Drawdown Indicators
| GM | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -68.61% | +8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -11.37% | -4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -34.02% | -43.44% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | -43.44% | -15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -43.44% | -16.52% |
Current DrawdownCurrent decline from peak | -2.23% | -7.68% | +5.45% |
Average DrawdownAverage peak-to-trough decline | -21.50% | -18.83% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 4.56% | +1.92% |
Volatility
GM vs. MRK - Volatility Comparison
General Motors Company (GM) has a higher volatility of 11.67% compared to Merck & Co., Inc. (MRK) at 10.04%. This indicates that GM'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
| GM | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 10.04% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 24.00% | 18.24% | +5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.94% | 27.34% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.69% | 23.71% | +12.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.97% | 22.97% | +14.00% |
Dividends
GM vs. MRK - Dividend Comparison
GM's dividend yield for the trailing twelve months is around 0.79%, less than MRK's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 0.79% | 0.70% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% |
MRK Merck & Co., Inc. | 3.63% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Financials
GM vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between General Motors Company 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
GM vs. MRK - Profitability Comparison
GM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a gross profit of 5.00B and revenue of 43.62B. Therefore, the gross margin over that period was 11.5%.
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.
GM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported an operating income of 2.93B and revenue of 43.62B, resulting in an operating margin of 6.7%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
GM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a net income of 2.63B and revenue of 43.62B, resulting in a net margin of 6.0%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.
Frequently Asked Questions
GM and MRK have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GM has higher volatility (11.67%) compared to MRK (10.04%). In terms of maximum drawdown, GM dropped -59.96% vs MRK's -68.61%.
GM currently has the higher Sharpe Ratio (2.14 vs 1.72), 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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