MRK vs. IGM
MRK (Merck & Co., Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, MRK returned 11.91%/yr vs 23.77%/yr for IGM. At a 0.30 correlation, their price movements are largely independent.
Performance
MRK vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 23.03% return, which is significantly higher than IGM's 20.35% return. Over the past 10 years, MRK has underperformed IGM with an annualized return of 11.91%, while IGM has yielded a comparatively higher 23.77% annualized return.
MRK
- 1D
- 3.25%
- 1M
- 10.82%
- 6M
- 16.70%
- YTD
- 23.03%
- 1Y
- 60.01%
- 3Y*
- 9.86%
- 5Y*
- 13.84%
- 10Y*
- 11.91%
IGM
- 1D
- -2.48%
- 1M
- -3.54%
- 6M
- 19.15%
- YTD
- 20.35%
- 1Y
- 37.02%
- 3Y*
- 31.90%
- 5Y*
- 18.50%
- 10Y*
- 23.77%
MRK vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 23.03% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
IGM iShares Expanded Tech Sector ETF | 20.35% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between MRK and IGM is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2001 | 0.30 |
The correlation between MRK and IGM shifts across timeframes, from -0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRK vs. IGM — Risk / Return Rank
MRK
IGM
MRK vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and iShares Expanded Tech Sector ETF (IGM). 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 | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.31 | 2.26 | +3.04 |
| Martin ratioReturn relative to average drawdown | 13.00 | 7.10 | +5.90 |
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Drawdowns
MRK vs. IGM - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, roughly equal to the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for MRK and IGM.
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Drawdown Indicators
| MRK | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -65.59% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -16.44% | +5.07% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -26.39% | -17.05% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -40.68% | -2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -40.68% | -2.76% |
Current DrawdownCurrent decline from peak | -1.49% | -9.12% | +7.63% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -15.19% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 5.23% | -0.59% |
Volatility
MRK vs. IGM - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.64% compared to iShares Expanded Tech Sector ETF (IGM) at 8.90%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 8.90% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.77% | 19.74% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.09% | 23.59% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 26.23% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 24.76% | -1.66% |
Dividends
MRK vs. IGM - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.63%, more than IGM's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.14% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
MRK Merck & Co., Inc. | 2.63% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Frequently Asked Questions
MRK and IGM have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.64%) compared to IGM (8.90%). In terms of maximum drawdown, MRK dropped -68.61% vs IGM's -65.59%.
MRK currently has the higher Sharpe Ratio (2.15 vs 1.58), 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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