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

Correlation

The correlation between HON and MRK is 0.29, 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.


-0.50.00.51.00.3

Performance

HON vs. MRK - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.65%
-20.95%
HON
MRK

Key characteristics

Sharpe Ratio

HON:

0.83

MRK:

-0.71

Sortino Ratio

HON:

1.24

MRK:

-0.85

Omega Ratio

HON:

1.16

MRK:

0.88

Calmar Ratio

HON:

1.05

MRK:

-0.55

Martin Ratio

HON:

3.15

MRK:

-1.09

Ulcer Index

HON:

4.72%

MRK:

13.59%

Daily Std Dev

HON:

17.96%

MRK:

21.03%

Max Drawdown

HON:

-71.79%

MRK:

-68.62%

Current Drawdown

HON:

-5.69%

MRK:

-25.27%

Fundamentals

Market Cap

HON:

$144.73B

MRK:

$247.70B

EPS

HON:

$8.66

MRK:

$4.78

PE Ratio

HON:

25.70

MRK:

20.49

PEG Ratio

HON:

1.88

MRK:

0.07

Total Revenue (TTM)

HON:

$28.41B

MRK:

$48.59B

Gross Profit (TTM)

HON:

$11.06B

MRK:

$36.68B

EBITDA (TTM)

HON:

$7.02B

MRK:

$19.73B

Returns By Period

In the year-to-date period, HON achieves a -1.47% return, which is significantly higher than MRK's -1.57% return. Over the past 10 years, HON has outperformed MRK with an annualized return of 10.39%, while MRK has yielded a comparatively lower 8.34% annualized return.


HON

YTD

-1.47%

1M

-1.90%

6M

4.79%

1Y

13.22%

5Y*

6.15%

10Y*

10.39%

MRK

YTD

-1.57%

1M

-0.43%

6M

-21.00%

1Y

-15.14%

5Y*

5.64%

10Y*

8.34%

*Annualized

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Risk-Adjusted Performance

HON vs. MRK — Risk-Adjusted Performance Rank

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

HON
The Risk-Adjusted Performance Rank of HON is 7171
Overall Rank
The Sharpe Ratio Rank of HON is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 6565
Sortino Ratio Rank
The Omega Ratio Rank of HON is 6565
Omega Ratio Rank
The Calmar Ratio Rank of HON is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HON is 7373
Martin Ratio Rank

MRK
The Risk-Adjusted Performance Rank of MRK is 1414
Overall Rank
The Sharpe Ratio Rank of MRK is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 2020
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.

HON vs. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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.


Sharpe ratio
The chart of Sharpe ratio for HON, currently valued at 0.83, compared to the broader market-2.000.002.004.000.83-0.71
The chart of Sortino ratio for HON, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24-0.85
The chart of Omega ratio for HON, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.88
The chart of Calmar ratio for HON, currently valued at 1.05, compared to the broader market0.002.004.006.001.05-0.55
The chart of Martin ratio for HON, currently valued at 3.15, compared to the broader market-10.000.0010.0020.003.15-1.09
HON
MRK

The current HON Sharpe Ratio is 0.83, which is higher than the MRK Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of HON 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.83
-0.71
HON
MRK

Dividends

HON vs. MRK - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.96%, less than MRK's 3.19% yield.


TTM20242023202220212020201920182017201620152014
HON
Honeywell International Inc
1.96%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
MRK
Merck & Co., Inc.
3.19%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%

Drawdowns

HON vs. MRK - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, roughly equal to the maximum MRK drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for HON and MRK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.69%
-25.27%
HON
MRK

Volatility

HON vs. MRK - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 4.74%, while Merck & Co., Inc. (MRK) has a volatility of 5.47%. This indicates that HON 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%AugustSeptemberOctoberNovemberDecember2025
4.74%
5.47%
HON
MRK

Financials

HON vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Honeywell International Inc 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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