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MRK vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRK vs. HBAR-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, MRK achieves a 13.94% return, which is significantly higher than HBAR-USD's -26.14% 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%

HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRK vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MRK
Merck & Co., Inc.
13.94%9.79%-6.26%1.01%49.42%1.75%-7.20%11.63%
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between MRK and HBAR-USD is 0.05, 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

0.05

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

0.04

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

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.05

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Return for Risk

MRK vs. HBAR-USD — 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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and HederaHashgraph (HBAR-USD). 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.


MRKHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.33

0.93

+0.41

Calmar ratioReturn relative to maximum drawdown

4.49

-0.69

+5.18

Martin ratioReturn relative to average drawdown

11.22

-0.98

+12.20

MRK vs. HBAR-USD - Sharpe Ratio Comparison

The current MRK Sharpe Ratio is 1.88, which is higher than the HBAR-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of MRK and HBAR-USD, 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. HBAR-USD - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for MRK and HBAR-USD.


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Drawdown Indicators


MRKHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-97.58%

+28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-73.39%

+62.02%

Max Drawdown (3Y)

Largest decline over 3 years

-43.44%

-79.29%

+35.85%

Max Drawdown (5Y)

Largest decline over 5 years

-43.44%

-92.79%

+49.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.44%

Current Drawdown

Current decline from peak

-5.03%

-84.50%

+79.47%

Average Drawdown

Average peak-to-trough decline

-18.83%

-74.51%

+55.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

51.80%

-47.26%

Volatility

MRK vs. HBAR-USD - Volatility Comparison

The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRKHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

16.33%

-6.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

43.30%

-25.26%

Volatility (1Y)

Calculated over the trailing 1-year period

27.18%

65.06%

-37.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

85.17%

-61.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

108.57%

-85.61%

Frequently Asked Questions


MRK and HBAR-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs HBAR-USD's -97.58%.

MRK currently has the higher Sharpe Ratio (1.88 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for MRK and HBAR-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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