MRK.DE vs. VUSA.AS
Compare and contrast key facts about Merck & Company Inc (MRK.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK.DE or VUSA.AS.
Correlation
The correlation between MRK.DE and VUSA.AS is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRK.DE vs. VUSA.AS - Performance Comparison
Key characteristics
MRK.DE:
-0.42
VUSA.AS:
2.12
MRK.DE:
-0.46
VUSA.AS:
2.90
MRK.DE:
0.94
VUSA.AS:
1.42
MRK.DE:
-0.25
VUSA.AS:
3.16
MRK.DE:
-0.83
VUSA.AS:
13.82
MRK.DE:
12.01%
VUSA.AS:
1.90%
MRK.DE:
23.64%
VUSA.AS:
12.50%
MRK.DE:
-62.49%
VUSA.AS:
-33.64%
MRK.DE:
-38.29%
VUSA.AS:
-0.45%
Returns By Period
In the year-to-date period, MRK.DE achieves a -2.68% return, which is significantly lower than VUSA.AS's 2.73% return. Over the past 10 years, MRK.DE has underperformed VUSA.AS with an annualized return of 5.89%, while VUSA.AS has yielded a comparatively higher 13.67% annualized return.
MRK.DE
-2.68%
-3.68%
-20.15%
-11.30%
3.57%
5.89%
VUSA.AS
2.73%
0.38%
16.70%
27.09%
14.71%
13.67%
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Risk-Adjusted Performance
MRK.DE vs. VUSA.AS — Risk-Adjusted Performance Rank
MRK.DE
VUSA.AS
MRK.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Company Inc (MRK.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
MRK.DE vs. VUSA.AS - Dividend Comparison
MRK.DE's dividend yield for the trailing twelve months is around 1.62%, more than VUSA.AS's 0.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK.DE Merck & Company Inc | 1.62% | 1.57% | 1.53% | 1.02% | 0.62% | 1.85% | 1.19% | 1.39% | 1.34% | 1.06% | 1.12% | 1.21% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% |
Drawdowns
MRK.DE vs. VUSA.AS - Drawdown Comparison
The maximum MRK.DE drawdown since its inception was -62.49%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for MRK.DE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
MRK.DE vs. VUSA.AS - Volatility Comparison
Merck & Company Inc (MRK.DE) has a higher volatility of 8.01% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.52%. This indicates that MRK.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.