GNE vs. MRK
GNE (Genie Energy Ltd.) and MRK (Merck & Co., Inc.) are both stocks. GNE operates in Utilities - Regulated Electric (Utilities), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, GNE returned 10.35%/yr vs 11.28%/yr for MRK. At a 0.15 correlation, their price movements are largely independent.
Performance
GNE vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, GNE achieves a 2.97% return, which is significantly lower than MRK's 10.68% return. Over the past 10 years, GNE has underperformed MRK with an annualized return of 10.35%, while MRK has yielded a comparatively higher 11.28% annualized return.
GNE
- 1D
- 2.03%
- 1M
- -1.01%
- YTD
- 2.97%
- 6M
- -0.22%
- 1Y
- -33.02%
- 3Y*
- 1.50%
- 5Y*
- 21.25%
- 10Y*
- 10.35%
MRK
- 1D
- 0.42%
- 1M
- 3.11%
- YTD
- 10.68%
- 6M
- 16.30%
- 1Y
- 57.18%
- 3Y*
- 4.06%
- 5Y*
- 12.86%
- 10Y*
- 11.28%
GNE vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNE Genie Energy Ltd. | 2.97% | -9.91% | -43.56% | 177.26% | 95.26% | -21.65% | -2.76% | 32.91% | 46.22% | -20.42% |
MRK Merck & Co., Inc. | 10.68% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between GNE and MRK is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2011 | 0.15 |
Fundamentals
GNE:
$367.08M
MRK:
$285.89B
GNE:
$0.76
MRK:
$3.58
GNE:
18.43
MRK:
32.26
GNE:
0.41
MRK:
0.03
GNE:
0.73
MRK:
4.40
GNE:
1.46
MRK:
6.23
GNE:
$507.21M
MRK:
$65.59B
GNE:
$108.10M
MRK:
$49.79B
GNE:
$7.87M
MRK:
$22.69B
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Return for Risk
GNE vs. MRK — Risk / Return Rank
GNE
MRK
GNE vs. MRK - Risk-Adjusted Trends 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.
| GNE | MRK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.89 | 2.14 | -3.02 |
Sortino ratioReturn per unit of downside risk | -1.06 | 3.06 | -4.12 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.37 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | -0.61 | 4.93 | -5.54 |
Martin ratioReturn relative to average drawdown | -0.74 | 12.44 | -13.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GNE | MRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 2.14 | -3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.55 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.49 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.48 | -0.35 |
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 -68.61%. Use the drawdown chart below to compare losses from any high point for GNE and MRK.
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Drawdown Indicators
| GNE | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.12% | -68.61% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -52.48% | -11.37% | -41.11% |
Max Drawdown (3Y)Largest decline over 3 years | -55.52% | -43.44% | -12.08% |
Max Drawdown (5Y)Largest decline over 5 years | -55.52% | -43.44% | -12.08% |
Max Drawdown (10Y)Largest decline over 10 years | -57.65% | -43.44% | -14.21% |
Current DrawdownCurrent decline from peak | -51.89% | -7.74% | -44.15% |
Average DrawdownAverage peak-to-trough decline | -43.25% | -18.85% | -24.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.57% | 4.50% | +39.07% |
Volatility
GNE vs. MRK - Volatility Comparison
Genie Energy Ltd. (GNE) has a higher volatility of 9.39% compared to Merck & Co., Inc. (MRK) at 8.19%. 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.
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Volatility by Period
| GNE | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 8.19% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 17.85% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.39% | 26.92% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.21% | 23.64% | +19.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.85% | 22.91% | +21.94% |
Dividends
GNE vs. MRK - Dividend Comparison
GNE's dividend yield for the trailing twelve months is around 2.14%, less than MRK's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNE Genie Energy Ltd. | 2.14% | 2.18% | 1.92% | 1.07% | 3.72% | 1.44% | 4.58% | 3.88% | 4.98% | 6.88% | 4.17% | 1.08% |
MRK Merck & Co., Inc. | 2.87% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
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
GNE vs. MRK - Profitability Comparison
GNE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genie Energy Ltd. reported a gross profit of 29.82M and revenue of 142.31M. Therefore, the gross margin over that period was 21.0%.
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%.
GNE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genie Energy Ltd. reported an operating income of 1.87M and revenue of 142.31M, resulting in an operating margin of 1.3%.
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%.
GNE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genie Energy Ltd. reported a net income of 5.69M and revenue of 142.31M, resulting in a net margin of 4.0%.
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
GNE and MRK have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNE has higher volatility (9.39%) compared to MRK (8.19%). In terms of maximum drawdown, GNE dropped -75.12% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.14 vs -0.89), 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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