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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.

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,922.06%
14,466.93%
HON
MRK

Key characteristics

Sharpe Ratio

HON:

0.83

MRK:

-0.21

Sortino Ratio

HON:

1.24

MRK:

-0.14

Omega Ratio

HON:

1.16

MRK:

0.98

Calmar Ratio

HON:

1.05

MRK:

-0.16

Martin Ratio

HON:

2.94

MRK:

-0.36

Ulcer Index

HON:

5.08%

MRK:

12.08%

Daily Std Dev

HON:

17.90%

MRK:

21.12%

Max Drawdown

HON:

-71.79%

MRK:

-68.62%

Current Drawdown

HON:

-3.25%

MRK:

-25.17%

Fundamentals

Market Cap

HON:

$153.46B

MRK:

$253.12B

EPS

HON:

$8.56

MRK:

$4.78

PE Ratio

HON:

27.23

MRK:

20.93

PEG Ratio

HON:

1.97

MRK:

0.07

Total Revenue (TTM)

HON:

$37.84B

MRK:

$63.22B

Gross Profit (TTM)

HON:

$14.76B

MRK:

$47.97B

EBITDA (TTM)

HON:

$9.41B

MRK:

$20.41B

Returns By Period

In the year-to-date period, HON achieves a 11.20% return, which is significantly higher than MRK's -7.61% return. Over the past 10 years, HON has outperformed MRK with an annualized return of 10.37%, while MRK has yielded a comparatively lower 9.33% annualized return.


HON

YTD

11.20%

1M

0.73%

6M

7.26%

1Y

13.73%

5Y*

7.51%

10Y*

10.37%

MRK

YTD

-7.61%

1M

1.43%

6M

-23.89%

1Y

-5.32%

5Y*

5.52%

10Y*

9.33%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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-4.00-2.000.002.000.83-0.21
The chart of Sortino ratio for HON, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24-0.14
The chart of Omega ratio for HON, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.98
The chart of Calmar ratio for HON, currently valued at 1.05, compared to the broader market0.002.004.006.001.05-0.16
The chart of Martin ratio for HON, currently valued at 2.94, compared to the broader market-5.000.005.0010.0015.0020.0025.002.94-0.36
HON
MRK

The current HON Sharpe Ratio is 0.83, which is higher than the MRK Sharpe Ratio of -0.21. 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.83
-0.21
HON
MRK

Dividends

HON vs. MRK - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.91%, less than MRK's 3.18% yield.


TTM20232022202120202019201820172016201520142013
HON
Honeywell International Inc
1.91%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%0.00%
MRK
Merck & Co., Inc.
3.18%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%

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%JulyAugustSeptemberOctoberNovemberDecember
-3.25%
-25.17%
HON
MRK

Volatility

HON vs. MRK - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 6.30%, while Merck & Co., Inc. (MRK) has a volatility of 6.67%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.30%
6.67%
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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