MRK vs. AMDY
MRK (Merck & Co., Inc.) is a stock, while AMDY (YieldMax AMD Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax ETFs. Over the past year, MRK returned 54.44% vs 203.83% for AMDY. At a correlation of -0.08, they often move in opposite directions.
Performance
MRK vs. AMDY - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 15.47% return, which is significantly lower than AMDY's 101.34% return.
MRK
- 1D
- 3.57%
- 1M
- -1.44%
- YTD
- 15.47%
- 6M
- 15.71%
- 1Y
- 54.44%
- 3Y*
- 4.66%
- 5Y*
- 12.89%
- 10Y*
- 11.81%
AMDY
- 1D
- -4.73%
- 1M
- 8.37%
- YTD
- 101.34%
- 6M
- 101.99%
- 1Y
- 203.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MRK vs. AMDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MRK Merck & Co., Inc. | 15.47% | 9.79% | -6.26% | 1.85% |
AMDY YieldMax AMD Option Income Strategy ETF | 101.34% | 53.93% | -17.00% | 25.92% |
Correlation
The correlation between MRK and AMDY is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2023 | -0.08 |
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Return for Risk
MRK vs. AMDY — Risk / Return Rank
MRK
AMDY
MRK vs. AMDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and YieldMax AMD Option Income Strategy ETF (AMDY). 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 | AMDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.53 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 7.44 | -2.62 |
| Martin ratioReturn relative to average drawdown | 11.86 | 16.58 | -4.72 |
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Drawdowns
MRK vs. AMDY - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than AMDY's maximum drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for MRK and AMDY.
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Drawdown Indicators
| MRK | AMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -53.92% | -14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -27.59% | +16.22% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -3.75% | -4.73% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -17.78% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 12.35% | -7.75% |
Volatility
MRK vs. AMDY - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 10.08%, while YieldMax AMD Option Income Strategy ETF (AMDY) has a volatility of 21.35%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than AMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | AMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.08% | 21.35% | -11.27% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 43.63% | -25.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 56.19% | -28.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.77% | 46.93% | -23.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 46.93% | -23.96% |
Dividends
MRK vs. AMDY - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.97%, less than AMDY's 65.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMDY YieldMax AMD Option Income Strategy ETF | 65.88% | 80.68% | 109.98% | 6.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 2.97% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Frequently Asked Questions
MRK and AMDY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDY has higher volatility (21.35%) compared to MRK (10.08%). In terms of maximum drawdown, MRK dropped -68.61% vs AMDY's -53.92%.
AMDY currently has the higher Sharpe Ratio (3.65 vs 2.01), 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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