MRK vs. ADA-USD
MRK (Merck & Co., Inc.) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, MRK returned 12.81%/yr vs -35.83%/yr for ADA-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
MRK vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 13.94% return, which is significantly higher than ADA-USD's -48.46% return.
MRK
- 1D
- -1.42%
- 1M
- 4.97%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
MRK vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | 0.30% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between MRK and ADA-USD is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.02 |
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Return for Risk
MRK vs. ADA-USD — Risk / Return Rank
MRK
ADA-USD
MRK vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Cardano (ADA-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MRK | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +4.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.83 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.88 | +5.37 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.36 | +12.58 |
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Drawdowns
MRK vs. ADA-USD - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for MRK and ADA-USD.
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Drawdown Indicators
| MRK | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -97.85% | +29.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -83.69% | +72.32% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -87.24% | +43.80% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -94.72% | +51.28% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -94.22% | +89.19% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -77.55% | +58.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 61.12% | -56.58% |
Volatility
MRK vs. ADA-USD - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 22.15% | -12.58% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 52.67% | -34.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 64.06% | -36.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 74.90% | -51.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 103.19% | -80.23% |
Frequently Asked Questions
MRK and ADA-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs ADA-USD's -97.85%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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