MRK.DE vs. NOC
MRK.DE (Merck & Company Inc) and NOC (Northrop Grumman Corporation) are both stocks. MRK.DE operates in Drug Manufacturers - Specialty & Generic (Healthcare), while NOC operates in Aerospace & Defense (Industrials). Over the past 10 years, MRK.DE returned 6.06%/yr vs 11.32%/yr for NOC. At a 0.16 correlation, their price movements are largely independent.
Performance
MRK.DE vs. NOC - Performance Comparison
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Different Trading Currencies
MRK.DE is traded in EUR, while NOC is traded in USD. To make them comparable, the NOC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MRK.DE achieves a 16.07% return, which is significantly higher than NOC's -1.91% return. Over the past 10 years, MRK.DE has underperformed NOC with an annualized return of 6.06%, while NOC has yielded a comparatively higher 11.32% annualized return.
MRK.DE
- 1D
- 4.49%
- 1M
- 22.69%
- YTD
- 16.07%
- 6M
- 17.94%
- 1Y
- 23.31%
- 3Y*
- -4.41%
- 5Y*
- 0.58%
- 10Y*
- 6.06%
NOC
- 1D
- 0.66%
- 1M
- -0.36%
- YTD
- -1.91%
- 6M
- 0.97%
- 1Y
- 12.53%
- 3Y*
- 5.83%
- 5Y*
- 10.55%
- 10Y*
- 11.32%
MRK.DE vs. NOC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK.DE Merck & Company Inc | 16.07% | -10.75% | -1.49% | -19.25% | -19.46% | 63.33% | 36.58% | 18.63% | 1.79% | -8.46% |
NOC Northrop Grumman Corporation | -1.91% | 8.95% | 8.66% | -15.41% | 51.88% | 38.96% | -17.34% | 45.91% | -15.15% | 17.43% |
Correlation
The correlation between MRK.DE and NOC is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.16 |
The correlation between MRK.DE and NOC shifts across timeframes, from -0.03 (5 years) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRK.DE vs. NOC — Risk / Return Rank
MRK.DE
NOC
MRK.DE vs. NOC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Company Inc (MRK.DE) and Northrop Grumman Corporation (NOC). 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.
| MRK.DE | NOC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.41 | +0.62 |
| Martin ratioReturn relative to average drawdown | 2.77 | 1.08 | +1.69 |
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
| MRK.DE | NOC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.47 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.41 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.43 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.59 | -0.27 |
Drawdowns
MRK.DE vs. NOC - Drawdown Comparison
The maximum MRK.DE drawdown since its inception was -62.49%, which is greater than NOC's maximum drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for MRK.DE and NOC.
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Drawdown Indicators
| MRK.DE | NOC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.49% | -51.68% | -10.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.68% | -30.66% | +8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -40.46% | -30.66% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -52.55% | -30.66% | -21.89% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -31.63% | -20.92% |
Current DrawdownCurrent decline from peak | -34.32% | -27.76% | -6.56% |
Average DrawdownAverage peak-to-trough decline | -19.37% | -11.55% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.04% | 11.58% | -3.54% |
Volatility
MRK.DE vs. NOC - Volatility Comparison
Merck & Company Inc (MRK.DE) has a higher volatility of 9.65% compared to Northrop Grumman Corporation (NOC) at 7.16%. This indicates that MRK.DE's price experiences larger fluctuations and is considered to be riskier than NOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK.DE | NOC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 7.16% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 21.71% | 21.57% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.32% | 26.93% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.20% | 26.13% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.44% | 26.30% | -0.86% |
Dividends
MRK.DE vs. NOC - Dividend Comparison
MRK.DE's dividend yield for the trailing twelve months is around 1.58%, less than NOC's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK.DE Merck & Company Inc | 1.58% | 1.79% | 1.57% | 1.53% | 1.02% | 0.62% | 1.85% | 1.19% | 1.39% | 1.34% | 1.06% | 1.12% |
NOC Northrop Grumman Corporation | 1.73% | 1.58% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% |
Financials
MRK.DE vs. NOC - Financials Comparison
This section allows you to compare key financial metrics between Merck & Company Inc and Northrop Grumman Corporation. 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
Frequently Asked Questions
MRK.DE and NOC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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