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

Correlation

The correlation between MRK and ABBV is 0.39, 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.


Performance

MRK vs. ABBV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MRK:

-1.51

ABBV:

0.53

Sortino Ratio

MRK:

-2.07

ABBV:

0.91

Omega Ratio

MRK:

0.73

ABBV:

1.14

Calmar Ratio

MRK:

-0.93

ABBV:

0.81

Martin Ratio

MRK:

-1.74

ABBV:

1.93

Ulcer Index

MRK:

23.27%

ABBV:

8.68%

Daily Std Dev

MRK:

27.72%

ABBV:

28.32%

Max Drawdown

MRK:

-68.62%

ABBV:

-45.09%

Current Drawdown

MRK:

-42.42%

ABBV:

-15.37%

Fundamentals

Market Cap

MRK:

$192.42B

ABBV:

$332.08B

EPS

MRK:

$6.60

ABBV:

$2.20

PE Ratio

MRK:

11.13

ABBV:

80.65

PEG Ratio

MRK:

0.70

ABBV:

0.38

PS Ratio

MRK:

3.01

ABBV:

5.79

PB Ratio

MRK:

3.98

ABBV:

220.73

Total Revenue (TTM)

MRK:

$63.92B

ABBV:

$57.37B

Gross Profit (TTM)

MRK:

$51.75B

ABBV:

$44.44B

EBITDA (TTM)

MRK:

$27.30B

ABBV:

$16.33B

Returns By Period

In the year-to-date period, MRK achieves a -24.16% return, which is significantly lower than ABBV's 4.16% return. Over the past 10 years, MRK has underperformed ABBV with an annualized return of 5.91%, while ABBV has yielded a comparatively higher 15.47% annualized return.


MRK

YTD

-24.16%

1M

-4.58%

6M

-22.68%

1Y

-41.53%

5Y*

2.76%

10Y*

5.91%

ABBV

YTD

4.16%

1M

2.76%

6M

9.11%

1Y

14.96%

5Y*

19.78%

10Y*

15.47%

*Annualized

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Risk-Adjusted Performance

MRK vs. ABBV — 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 22
Overall Rank
The Sharpe Ratio Rank of MRK is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 22
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 22
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 22
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 22
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7171
Overall Rank
The Sharpe Ratio Rank of ABBV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7272
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. 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.


The current MRK Sharpe Ratio is -1.51, which is lower than the ABBV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MRK and ABBV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MRK vs. ABBV - Dividend Comparison

MRK's dividend yield for the trailing twelve months is around 4.22%, more than ABBV's 3.51% yield.


TTM20242023202220212020201920182017201620152014
MRK
Merck & Co., Inc.
4.22%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%
ABBV
AbbVie Inc.
3.51%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

MRK vs. ABBV - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.62%, 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.


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Volatility

MRK vs. ABBV - Volatility Comparison

Merck & Co., Inc. (MRK) has a higher volatility of 12.24% compared to AbbVie Inc. (ABBV) at 11.53%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B20212022202320242025
15.53B
13.34B
(MRK) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

MRK vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Merck & Co., Inc. and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
78.0%
83.9%
(MRK) Gross Margin
(ABBV) Gross Margin
MRK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported a gross profit of 12.11B and revenue of 15.53B. Therefore, the gross margin over that period was 78.0%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

MRK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported an operating income of 5.94B and revenue of 15.53B, resulting in an operating margin of 38.2%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

MRK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Merck & Co., Inc. reported a net income of 5.08B and revenue of 15.53B, resulting in a net margin of 32.7%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.