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MRK vs. CL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRK vs. CL - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with MRK having a 13.94% return and CL slightly higher at 14.60%. Over the past 10 years, MRK has outperformed CL with an annualized return of 11.59%, while CL has yielded a comparatively lower 4.62% 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%

CL

1D
0.07%
1M
1.80%
YTD
14.60%
6M
15.59%
1Y
-1.53%
3Y*
8.47%
5Y*
3.79%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRK vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRK
Merck & Co., Inc.
13.94%9.79%-6.26%1.01%49.42%1.75%-7.20%22.27%39.95%-1.49%
CL
Colgate-Palmolive Company
14.60%-10.98%16.57%3.78%-5.44%2.08%27.17%18.60%-19.19%17.88%

Correlation

The correlation between MRK and CL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 13, 1978

0.34

Fundamentals

Market Cap

MRK:

$294.29B

CL:

$72.02B

EPS

MRK:

$3.58

CL:

$2.58

PE Ratio

MRK:

33.21

CL:

34.68

PEG Ratio

MRK:

0.03

CL:

8.96

PS Ratio

MRK:

4.52

CL:

3.48

PB Ratio

MRK:

6.41

CL:

496.66

Total Revenue (TTM)

MRK:

$65.59B

CL:

$20.80B

Gross Profit (TTM)

MRK:

$49.79B

CL:

$12.49B

EBITDA (TTM)

MRK:

$22.69B

CL:

$3.92B

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Return for Risk

MRK vs. CL — Risk / Return Rank

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

MRK
MRK Risk / Return Rank: 8888
Overall Rank
MRK Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MRK Sortino Ratio Rank: 8888
Sortino Ratio Rank
MRK Omega Ratio Rank: 8585
Omega Ratio Rank
MRK Calmar Ratio Rank: 9191
Calmar Ratio Rank
MRK Martin Ratio Rank: 9090
Martin Ratio Rank

CL
CL Risk / Return Rank: 3737
Overall Rank
CL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CL Sortino Ratio Rank: 3333
Sortino Ratio Rank
CL Omega Ratio Rank: 3333
Omega Ratio Rank
CL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRK vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Colgate-Palmolive Company (CL). 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.


MRKCLDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.33

1.01

+0.33

Calmar ratioReturn relative to maximum drawdown

4.49

-0.08

+4.57

Martin ratioReturn relative to average drawdown

11.22

-0.14

+11.35

MRK vs. CL - Sharpe Ratio Comparison

The current MRK Sharpe Ratio is 1.88, which is higher than the CL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MRK and CL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MRK vs. CL - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.61%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for MRK and CL.


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Drawdown Indicators


MRKCLDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-58.91%

-9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-18.64%

+7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-43.44%

-29.05%

-14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-43.44%

-29.05%

-14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.44%

-29.05%

-14.39%

Current Drawdown

Current decline from peak

-5.03%

-14.31%

+9.28%

Average Drawdown

Average peak-to-trough decline

-18.83%

-11.24%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

11.35%

-6.81%

Volatility

MRK vs. CL - Volatility Comparison

Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to Colgate-Palmolive Company (CL) at 8.32%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRKCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

8.32%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

17.28%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

27.18%

21.83%

+5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

18.81%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

19.75%

+3.21%

Dividends

MRK vs. CL - Dividend Comparison

MRK's dividend yield for the trailing twelve months is around 2.79%, more than CL's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CL
Colgate-Palmolive Company
2.34%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
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. CL - Financials Comparison

This section allows you to compare key financial metrics between Merck & Co., Inc. and Colgate-Palmolive 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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B18.00B20222023202420252026
16.29B
5.32B
(MRK) Total Revenue
(CL) Total Revenue
Values in USD except per share items

MRK vs. CL - Profitability Comparison

The chart below illustrates the profitability comparison between Merck & Co., Inc. and Colgate-Palmolive Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
81.9%
60.6%
Portfolio components
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%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.


Frequently Asked Questions


MRK and CL have a correlation of 0.38, 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 CL (8.32%). In terms of maximum drawdown, MRK dropped -68.61% vs CL's -58.91%.

MRK currently has the higher Sharpe Ratio (1.88 vs -0.07), 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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