HON vs. MRK
Compare and contrast key facts about Honeywell International Inc (HON) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HON or MRK.
Performance
HON vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, HON achieves a 10.40% return, which is significantly higher than MRK's -8.91% return. Over the past 10 years, HON has outperformed MRK with an annualized return of 10.70%, while MRK has yielded a comparatively lower 8.80% annualized return.
HON
10.40%
2.84%
12.94%
21.06%
7.32%
10.70%
MRK
-8.91%
-8.37%
-24.73%
-2.14%
6.85%
8.80%
Fundamentals
| HON | MRK | |
|---|---|---|
| Market Cap | $148.39B | $246.49B |
| EPS | $8.59 | $4.82 |
| PE Ratio | 26.39 | 20.22 |
| PEG Ratio | 1.89 | 0.07 |
| Total Revenue (TTM) | $37.84B | $63.22B |
| Gross Profit (TTM) | $14.76B | $48.80B |
| EBITDA (TTM) | $9.41B | $18.89B |
Key characteristics
| HON | MRK | |
|---|---|---|
| Sharpe Ratio | 1.20 | -0.13 |
| Sortino Ratio | 1.69 | -0.03 |
| Omega Ratio | 1.22 | 1.00 |
| Calmar Ratio | 1.45 | -0.10 |
| Martin Ratio | 4.11 | -0.26 |
| Ulcer Index | 5.04% | 10.02% |
| Daily Std Dev | 17.29% | 20.64% |
| Max Drawdown | -71.79% | -68.63% |
| Current Drawdown | -2.62% | -26.22% |
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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.
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.
Dividends
HON vs. MRK - Dividend Comparison
HON's dividend yield for the trailing twelve months is around 1.93%, less than MRK's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HON Honeywell International Inc | 1.93% | 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. | 3.16% | 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 -68.63%. Use the drawdown chart below to compare losses from any high point for HON and MRK. For additional features, visit the drawdowns tool.
Volatility
HON vs. MRK - Volatility Comparison
Honeywell International Inc (HON) has a higher volatility of 8.63% compared to Merck & Co., Inc. (MRK) at 5.21%. This indicates that HON'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
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.
Total Revenue: Total amount of money received from sales and other business activities