HBAR-USD vs. MRK
HBAR-USD (HederaHashgraph) is a cryptocurrency, while MRK (Merck & Co., Inc.) is a stock. Over the past 5 years, HBAR-USD returned -16.92%/yr vs 12.81%/yr for MRK. At a 0.05 correlation, their price movements are largely independent.
Performance
HBAR-USD vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than MRK's 13.94% return.
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
MRK
- 1D
- -1.42%
- 1M
- 4.97%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
HBAR-USD vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 11.63% |
Correlation
The correlation between HBAR-USD and MRK is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.05 |
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Return for Risk
HBAR-USD vs. MRK — Risk / Return Rank
HBAR-USD
MRK
HBAR-USD vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
| HBAR-USD | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.33 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 4.49 | -5.18 |
| Martin ratioReturn relative to average drawdown | -0.98 | 11.22 | -12.20 |
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Drawdowns
HBAR-USD vs. MRK - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and MRK.
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Drawdown Indicators
| HBAR-USD | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.58% | -68.61% | -28.97% |
Max Drawdown (1Y)Largest decline over 1 year | -73.39% | -11.37% | -62.02% |
Max Drawdown (3Y)Largest decline over 3 years | -79.29% | -43.44% | -35.85% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -43.44% | -49.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.44% | — |
Current DrawdownCurrent decline from peak | -84.50% | -5.03% | -79.47% |
Average DrawdownAverage peak-to-trough decline | -74.51% | -18.83% | -55.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.80% | 4.54% | +47.26% |
Volatility
HBAR-USD vs. MRK - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to Merck & Co., Inc. (MRK) at 9.57%. This indicates that HBAR-USD'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
| HBAR-USD | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 9.57% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 43.30% | 18.04% | +25.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.06% | 27.18% | +37.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.17% | 23.66% | +61.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.57% | 22.96% | +85.61% |
Frequently Asked Questions
HBAR-USD and MRK have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (16.33%) compared to MRK (9.57%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.65), 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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