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MRK vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

Performance

MRK vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merck & Co., Inc. (MRK) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%AugustSeptemberOctoberNovemberDecember2025
29,208.59%
17,321.85%
MRK
BMY

Key characteristics

Sharpe Ratio

MRK:

-0.71

BMY:

0.64

Sortino Ratio

MRK:

-0.85

BMY:

1.21

Omega Ratio

MRK:

0.88

BMY:

1.15

Calmar Ratio

MRK:

-0.55

BMY:

0.38

Martin Ratio

MRK:

-1.09

BMY:

1.59

Ulcer Index

MRK:

13.59%

BMY:

11.50%

Daily Std Dev

MRK:

21.03%

BMY:

28.42%

Max Drawdown

MRK:

-68.62%

BMY:

-70.62%

Current Drawdown

MRK:

-25.27%

BMY:

-23.68%

Fundamentals

Market Cap

MRK:

$247.70B

BMY:

$114.17B

EPS

MRK:

$4.78

BMY:

-$3.58

PEG Ratio

MRK:

0.07

BMY:

1.94

Total Revenue (TTM)

MRK:

$48.59B

BMY:

$35.96B

Gross Profit (TTM)

MRK:

$36.68B

BMY:

$24.67B

EBITDA (TTM)

MRK:

$19.73B

BMY:

$605.00M

Returns By Period

In the year-to-date period, MRK achieves a -1.57% return, which is significantly lower than BMY's 0.62% return. Over the past 10 years, MRK has outperformed BMY with an annualized return of 8.34%, while BMY has yielded a comparatively lower 2.23% annualized return.


MRK

YTD

-1.57%

1M

-0.43%

6M

-21.00%

1Y

-15.14%

5Y*

5.64%

10Y*

8.34%

BMY

YTD

0.62%

1M

1.09%

6M

34.96%

1Y

17.95%

5Y*

0.21%

10Y*

2.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MRK vs. BMY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRK
The Risk-Adjusted Performance Rank of MRK is 1414
Overall Rank
The Sharpe Ratio Rank of MRK is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 2020
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 6464
Overall Rank
The Sharpe Ratio Rank of BMY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for MRK, currently valued at -0.71, compared to the broader market-2.000.002.004.00-0.710.64
The chart of Sortino ratio for MRK, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.851.21
The chart of Omega ratio for MRK, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.15
The chart of Calmar ratio for MRK, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.550.38
The chart of Martin ratio for MRK, currently valued at -1.09, compared to the broader market-10.000.0010.0020.0030.00-1.091.59
MRK
BMY

The current MRK Sharpe Ratio is -0.71, which is lower than the BMY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MRK and BMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.71
0.64
MRK
BMY

Dividends

MRK vs. BMY - Dividend Comparison

MRK's dividend yield for the trailing twelve months is around 3.19%, less than BMY's 4.30% yield.


TTM20242023202220212020201920182017201620152014
MRK
Merck & Co., Inc.
3.19%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
BMY
Bristol-Myers Squibb Company
4.30%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

MRK vs. BMY - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.62%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.27%
-23.68%
MRK
BMY

Volatility

MRK vs. BMY - Volatility Comparison

The current volatility for Merck & Co., Inc. (MRK) is 5.47%, while Bristol-Myers Squibb Company (BMY) has a volatility of 5.82%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.47%
5.82%
MRK
BMY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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