MRK vs. AMZN
MRK (Merck & Co., Inc.) and AMZN (Amazon.com, Inc) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, MRK returned 11.59%/yr vs 20.83%/yr for AMZN. At a 0.19 correlation, their price movements are largely independent.
Performance
MRK vs. AMZN - 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 AMZN's 3.35% return. Over the past 10 years, MRK has underperformed AMZN with an annualized return of 11.59%, while AMZN has yielded a comparatively higher 20.83% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 4.94%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.79%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
MRK vs. AMZN - 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% | -1.49% |
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between MRK and AMZN is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 15, 1997 | 0.19 |
The correlation between MRK and AMZN shifts across timeframes, from 0.02 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MRK:
$294.29B
AMZN:
$2.59T
MRK:
$3.58
AMZN:
$8.37
MRK:
33.21
AMZN:
28.50
MRK:
0.03
AMZN:
0.69
MRK:
4.52
AMZN:
3.48
MRK:
6.41
AMZN:
5.87
MRK:
$65.59B
AMZN:
$742.78B
MRK:
$49.79B
AMZN:
$348.59B
MRK:
$22.69B
AMZN:
$152.71B
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Return for Risk
MRK vs. AMZN — Risk / Return Rank
MRK
AMZN
MRK vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Amazon.com, Inc (AMZN). 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 | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.09 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 0.55 | +3.94 |
| Martin ratioReturn relative to average drawdown | 11.22 | 1.29 | +9.92 |
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Drawdowns
MRK vs. AMZN - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for MRK and AMZN.
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Drawdown Indicators
| MRK | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -94.40% | +25.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -21.74% | +10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -30.88% | -12.56% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -56.15% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -56.15% | +12.71% |
Current DrawdownCurrent decline from peak | -5.03% | -13.25% | +8.22% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -28.19% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 9.21% | -4.67% |
Volatility
MRK vs. AMZN - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to Amazon.com, Inc (AMZN) at 7.92%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 7.92% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 20.73% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 30.13% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 35.53% | -11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 32.48% | -9.52% |
Dividends
MRK vs. AMZN - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 2.79% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Financials
MRK vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Amazon.com, 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
MRK vs. AMZN - Profitability Comparison
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.
AMZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
AMZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.
AMZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.
Frequently Asked Questions
MRK and AMZN have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.57%) compared to AMZN (7.92%). In terms of maximum drawdown, MRK dropped -68.61% vs AMZN's -94.40%.
MRK currently has the higher Sharpe Ratio (1.88 vs 0.40), 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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