GNE vs. MRK
Compare and contrast key facts about Genie Energy Ltd. (GNE) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GNE or MRK.
Performance
GNE vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, GNE achieves a -42.57% return, which is significantly lower than MRK's -10.38% return. Over the past 10 years, GNE has outperformed MRK with an annualized return of 12.44%, while MRK has yielded a comparatively lower 8.68% annualized return.
GNE
-42.57%
-3.54%
4.58%
-36.28%
16.50%
12.44%
MRK
-10.38%
-11.80%
-25.99%
-3.28%
6.70%
8.68%
Fundamentals
| GNE | MRK | |
|---|---|---|
| Market Cap | $437.37M | $249.37B |
| EPS | $0.08 | $4.78 |
| PE Ratio | 201.00 | 20.62 |
| PEG Ratio | 0.00 | 0.07 |
| Total Revenue (TTM) | $427.22M | $63.22B |
| Gross Profit (TTM) | $143.08M | $48.80B |
| EBITDA (TTM) | $4.71M | $18.85B |
Key characteristics
| GNE | MRK | |
|---|---|---|
| Sharpe Ratio | -0.98 | -0.17 |
| Sortino Ratio | -1.29 | -0.09 |
| Omega Ratio | 0.84 | 0.99 |
| Calmar Ratio | -0.69 | -0.13 |
| Martin Ratio | -0.86 | -0.36 |
| Ulcer Index | 42.75% | 9.74% |
| Daily Std Dev | 37.33% | 20.69% |
| Max Drawdown | -75.12% | -68.63% |
| Current Drawdown | -47.23% | -27.41% |
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Correlation
The correlation between GNE and MRK is 0.15, 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.
Risk-Adjusted Performance
GNE vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Genie Energy Ltd. (GNE) 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
GNE vs. MRK - Dividend Comparison
GNE's dividend yield for the trailing twelve months is around 1.89%, less than MRK's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNE Genie Energy Ltd. | 1.89% | 1.07% | 2.90% | 0.00% | 4.58% | 3.88% | 4.98% | 6.88% | 4.17% | 1.08% | 0.97% | 0.00% |
MRK Merck & Co., Inc. | 3.21% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
Drawdowns
GNE vs. MRK - Drawdown Comparison
The maximum GNE drawdown since its inception was -75.12%, which is greater than MRK's maximum drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for GNE and MRK. For additional features, visit the drawdowns tool.
Volatility
GNE vs. MRK - Volatility Comparison
Genie Energy Ltd. (GNE) has a higher volatility of 9.53% compared to Merck & Co., Inc. (MRK) at 5.26%. This indicates that GNE'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.
Financials
GNE vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Genie Energy Ltd. 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