MRK vs. ABBV
Compare and contrast key facts about Merck & Co., Inc. (MRK) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or ABBV.
Key characteristics
| MRK | ABBV | |
|---|---|---|
| YTD Return | 17.70% | 7.70% |
| 1Y Return | 11.61% | 15.66% |
| 3Y Return (Ann) | 24.52% | 17.49% |
| 5Y Return (Ann) | 14.25% | 21.18% |
| 10Y Return (Ann) | 12.28% | 17.15% |
| Sharpe Ratio | 0.62 | 0.77 |
| Daily Std Dev | 17.35% | 18.39% |
| Max Drawdown | -68.63% | -45.09% |
| Current Drawdown | -3.36% | -9.21% |
Fundamentals
| MRK | ABBV | |
|---|---|---|
| Market Cap | $332.33B | $282.63B |
| EPS | $0.91 | $2.71 |
| PE Ratio | 144.18 | 58.90 |
| PEG Ratio | 0.10 | 0.45 |
| Revenue (TTM) | $61.40B | $54.40B |
| Gross Profit (TTM) | $42.08B | $41.53B |
| EBITDA (TTM) | $10.21B | $26.88B |
Correlation
The correlation between MRK and ABBV is 0.44, 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 vs. ABBV - Performance Comparison
In the year-to-date period, MRK achieves a 17.70% return, which is significantly higher than ABBV's 7.70% return. Over the past 10 years, MRK has underperformed ABBV with an annualized return of 12.28%, while ABBV has yielded a comparatively higher 17.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MRK vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and AbbVie Inc. (ABBV). 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 vs. ABBV - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.35%, less than ABBV's 3.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.35% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
ABBV AbbVie Inc. | 3.70% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
MRK vs. ABBV - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for MRK and ABBV. For additional features, visit the drawdowns tool.
Volatility
MRK vs. ABBV - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 3.83%, while AbbVie Inc. (ABBV) has a volatility of 6.58%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRK vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and AbbVie 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