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.
Performance
MRK vs. AMGN - Performance Comparison
Returns By Period
In the year-to-date period, MRK achieves a -9.97% return, which is significantly lower than AMGN's 0.64% return. Both investments have delivered pretty close results over the past 10 years, with MRK having a 8.63% annualized return and AMGN not far ahead at 8.71%.
MRK
-9.97%
-12.78%
-25.65%
-3.07%
6.72%
8.63%
AMGN
0.64%
-11.83%
-8.60%
9.22%
7.88%
8.71%
Fundamentals
| MRK | AMGN | |
|---|---|---|
| Market Cap | $249.37B | $172.98B |
| EPS | $4.78 | $7.26 |
| PE Ratio | 20.62 | 41.16 |
| PEG Ratio | 0.07 | 2.31 |
| Total Revenue (TTM) | $63.22B | $32.43B |
| Gross Profit (TTM) | $48.80B | $19.57B |
| EBITDA (TTM) | $18.85B | $10.69B |
Key characteristics
| MRK | AMGN | |
|---|---|---|
| Sharpe Ratio | -0.12 | 0.31 |
| Sortino Ratio | -0.02 | 0.62 |
| Omega Ratio | 1.00 | 1.09 |
| Calmar Ratio | -0.09 | 0.42 |
| Martin Ratio | -0.26 | 1.00 |
| Ulcer Index | 9.59% | 7.74% |
| Daily Std Dev | 20.65% | 25.17% |
| Max Drawdown | -68.63% | -78.04% |
| Current Drawdown | -27.08% | -15.94% |
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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.
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 3.20%, which matches AMGN's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 3.20% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
AMGN Amgen Inc. | 3.17% | 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 -78.04%. 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 5.29%, while Amgen Inc. (AMGN) has a volatility of 9.25%. 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