MRK vs. AMGN
Compare and contrast key facts about Merck & Co., Inc. (MRK) and Amgen Inc. (AMGN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or AMGN.
Key characteristics
MRK | AMGN | |
---|---|---|
YTD Return | 7.59% | 17.97% |
1Y Return | 9.15% | 30.56% |
3Y Return (Ann) | 20.39% | 19.23% |
5Y Return (Ann) | 11.21% | 14.65% |
10Y Return (Ann) | 10.57% | 12.22% |
Sharpe Ratio | 0.51 | 1.35 |
Daily Std Dev | 20.07% | 24.47% |
Max Drawdown | -68.63% | -78.05% |
Current Drawdown | -12.86% | -0.41% |
Fundamentals
MRK | AMGN | |
---|---|---|
Market Cap | $293.68B | $178.64B |
EPS | $5.41 | $5.81 |
PE Ratio | 21.42 | 57.22 |
PEG Ratio | 0.08 | 2.31 |
Total Revenue (TTM) | $62.52B | $30.83B |
Gross Profit (TTM) | $47.09B | $19.47B |
EBITDA (TTM) | $21.95B | $11.35B |
Correlation
The correlation between MRK and AMGN is 0.34, 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. AMGN - Performance Comparison
In the year-to-date period, MRK achieves a 7.59% return, which is significantly lower than AMGN's 17.97% return. Over the past 10 years, MRK has underperformed AMGN with an annualized return of 10.57%, while AMGN has yielded a comparatively higher 12.22% 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. AMGN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Amgen Inc. (AMGN). 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. AMGN - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 1.99%, less than AMGN's 2.67% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Merck & Co., Inc. | 1.99% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Amgen Inc. | 2.67% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
Drawdowns
MRK vs. AMGN - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, smaller than the maximum AMGN drawdown of -78.05%. Use the drawdown chart below to compare losses from any high point for MRK and AMGN. For additional features, visit the drawdowns tool.
Volatility
MRK vs. AMGN - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 4.25%, while Amgen Inc. (AMGN) has a volatility of 4.62%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRK vs. AMGN - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Amgen 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