MRK vs. BMY
Compare and contrast key facts about Merck & Co., Inc. (MRK) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or BMY.
Key characteristics
| MRK | BMY | |
|---|---|---|
| YTD Return | 19.28% | -12.36% |
| 1Y Return | 14.11% | -33.00% |
| 3Y Return (Ann) | 25.94% | -7.92% |
| 5Y Return (Ann) | 14.72% | 2.08% |
| 10Y Return (Ann) | 12.22% | 1.76% |
| Sharpe Ratio | 0.86 | -1.46 |
| Daily Std Dev | 17.39% | 21.42% |
| Max Drawdown | -68.63% | -70.62% |
| Current Drawdown | -2.07% | -42.60% |
Fundamentals
| MRK | BMY | |
|---|---|---|
| Market Cap | $332.33B | $90.90B |
| EPS | $0.91 | -$3.10 |
| PE Ratio | 144.18 | 12.68 |
| PEG Ratio | 0.10 | 2.24 |
| Revenue (TTM) | $61.40B | $45.53B |
| Gross Profit (TTM) | $42.08B | $36.38B |
| EBITDA (TTM) | $10.21B | $18.20B |
Correlation
The correlation between MRK and BMY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRK vs. BMY - Performance Comparison
In the year-to-date period, MRK achieves a 19.28% return, which is significantly higher than BMY's -12.36% return. Over the past 10 years, MRK has outperformed BMY with an annualized return of 12.22%, while BMY has yielded a comparatively lower 1.76% 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. BMY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Bristol-Myers Squibb Company (BMY). 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. BMY - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.32%, less than BMY's 5.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.32% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
BMY Bristol-Myers Squibb Company | 5.33% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
MRK vs. BMY - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, roughly equal to the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for MRK and BMY. For additional features, visit the drawdowns tool.
Volatility
MRK vs. BMY - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 4.18%, while Bristol-Myers Squibb Company (BMY) has a volatility of 9.68%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRK vs. BMY - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Bristol-Myers Squibb Company. 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