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

Correlation

The correlation between MRK and AAPL is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MRK vs. AAPL - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
15,987.04%
211,014.49%
MRK
AAPL

Key characteristics

Sharpe Ratio

MRK:

-1.38

AAPL:

0.80

Sortino Ratio

MRK:

-1.86

AAPL:

1.31

Omega Ratio

MRK:

0.75

AAPL:

1.19

Calmar Ratio

MRK:

-0.86

AAPL:

0.79

Martin Ratio

MRK:

-1.65

AAPL:

2.99

Ulcer Index

MRK:

21.30%

AAPL:

8.77%

Daily Std Dev

MRK:

25.66%

AAPL:

32.71%

Max Drawdown

MRK:

-68.62%

AAPL:

-81.80%

Current Drawdown

MRK:

-38.54%

AAPL:

-19.47%

Fundamentals

Market Cap

MRK:

$198.72B

AAPL:

$3.07T

EPS

MRK:

$6.74

AAPL:

$6.30

PE Ratio

MRK:

11.68

AAPL:

32.48

PEG Ratio

MRK:

0.72

AAPL:

2.01

PS Ratio

MRK:

3.10

AAPL:

7.77

PB Ratio

MRK:

4.28

AAPL:

46.04

Total Revenue (TTM)

MRK:

$48.39B

AAPL:

$305.01B

Gross Profit (TTM)

MRK:

$39.64B

AAPL:

$141.83B

EBITDA (TTM)

MRK:

$19.98B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, MRK achieves a -19.05% return, which is significantly lower than AAPL's -16.70% return. Over the past 10 years, MRK has underperformed AAPL with an annualized return of 7.14%, while AAPL has yielded a comparatively higher 21.60% annualized return.


MRK

YTD

-19.05%

1M

-9.14%

6M

-23.33%

1Y

-35.27%

5Y*

3.69%

10Y*

7.14%

AAPL

YTD

-16.70%

1M

-6.87%

6M

-9.43%

1Y

23.86%

5Y*

24.95%

10Y*

21.60%

*Annualized

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Risk-Adjusted Performance

MRK vs. AAPL — Risk-Adjusted Performance Rank

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

MRK
The Risk-Adjusted Performance Rank of MRK is 33
Overall Rank
The Sharpe Ratio Rank of MRK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 33
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 33
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 44
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 55
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7878
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
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.

MRK vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Apple Inc (AAPL). 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.


The chart of Sharpe ratio for MRK, currently valued at -1.38, compared to the broader market-2.00-1.000.001.002.003.00
MRK: -1.38
AAPL: 0.80
The chart of Sortino ratio for MRK, currently valued at -1.86, compared to the broader market-6.00-4.00-2.000.002.004.00
MRK: -1.86
AAPL: 1.31
The chart of Omega ratio for MRK, currently valued at 0.75, compared to the broader market0.501.001.502.00
MRK: 0.75
AAPL: 1.19
The chart of Calmar ratio for MRK, currently valued at -0.86, compared to the broader market0.001.002.003.004.005.00
MRK: -0.86
AAPL: 0.79
The chart of Martin ratio for MRK, currently valued at -1.65, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MRK: -1.65
AAPL: 2.99

The current MRK Sharpe Ratio is -1.38, which is lower than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MRK and AAPL, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.38
0.80
MRK
AAPL

Dividends

MRK vs. AAPL - Dividend Comparison

MRK's dividend yield for the trailing twelve months is around 3.96%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
MRK
Merck & Co., Inc.
3.96%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

MRK vs. AAPL - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.62%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for MRK and AAPL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.54%
-19.47%
MRK
AAPL

Volatility

MRK vs. AAPL - Volatility Comparison

The current volatility for Merck & Co., Inc. (MRK) is 10.96%, while Apple Inc (AAPL) has a volatility of 22.62%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.96%
22.62%
MRK
AAPL

Financials

MRK vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Merck & Co., Inc. and Apple 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