MRK vs. ENGI.PA
MRK (Merck & Co., Inc.) and ENGI.PA (ENGIE SA) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while ENGI.PA operates in Utilities - Diversified (Utilities). Over the past 10 years, MRK returned 11.59%/yr vs 14.45%/yr for ENGI.PA. At a 0.25 correlation, their price movements are largely independent.
Performance
MRK vs. ENGI.PA - Performance Comparison
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Different Trading Currencies
MRK is traded in USD, while ENGI.PA is traded in EUR. To make them comparable, the ENGI.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MRK achieves a 13.94% return, which is significantly lower than ENGI.PA's 26.99% return. Over the past 10 years, MRK has underperformed ENGI.PA with an annualized return of 11.59%, while ENGI.PA has yielded a comparatively higher 14.45% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 4.97%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
ENGI.PA
- 1D
- 0.26%
- 1M
- -0.27%
- YTD
- 26.99%
- 6M
- 31.21%
- 1Y
- 45.56%
- 3Y*
- 37.58%
- 5Y*
- 25.85%
- 10Y*
- 14.45%
MRK vs. ENGI.PA - 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% |
ENGI.PA ENGIE SA | 26.99% | 80.31% | -1.09% | 34.91% | 4.06% | 0.90% | -5.36% | 15.85% | -12.11% | 43.57% |
Correlation
The correlation between MRK and ENGI.PA is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.25 |
The correlation between MRK and ENGI.PA shifts across timeframes, from 0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRK vs. ENGI.PA — Risk / Return Rank
MRK
ENGI.PA
MRK vs. ENGI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and ENGIE SA (ENGI.PA). 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 | ENGI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 3.22 | +1.27 |
| Martin ratioReturn relative to average drawdown | 11.22 | 8.05 | +3.16 |
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Drawdowns
MRK vs. ENGI.PA - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum ENGI.PA drawdown of -72.82%. Use the drawdown chart below to compare losses from any high point for MRK and ENGI.PA.
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Drawdown Indicators
| MRK | ENGI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -72.82% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -14.40% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -17.91% | -25.53% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -34.17% | -9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -47.76% | +4.32% |
Current DrawdownCurrent decline from peak | -5.03% | -4.05% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -46.20% | +27.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 5.79% | -1.25% |
Volatility
MRK vs. ENGI.PA - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to ENGIE SA (ENGI.PA) at 5.33%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | ENGI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 5.33% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 17.99% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 21.95% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 23.90% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 25.09% | -2.13% |
Dividends
MRK vs. ENGI.PA - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, less than ENGI.PA's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGI.PA ENGIE SA | 4.91% | 6.60% | 9.34% | 8.79% | 6.35% | 4.07% | 0.00% | 2.57% | 5.75% | 5.93% | 8.25% | 6.12% |
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. ENGI.PA - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and ENGIE SA. 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
Frequently Asked Questions
MRK and ENGI.PA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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