MRK vs. IS3S.DE
MRK (Merck & Co., Inc.) is a stock, while IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value. Over the past 10 years, MRK returned 11.59%/yr vs 13.34%/yr for IS3S.DE. At a 0.20 correlation, their price movements are largely independent.
Performance
MRK vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
MRK is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE 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 IS3S.DE's 32.61% return. Over the past 10 years, MRK has underperformed IS3S.DE with an annualized return of 11.59%, while IS3S.DE has yielded a comparatively higher 13.34% 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%
IS3S.DE
- 1D
- 2.78%
- 1M
- 4.65%
- YTD
- 32.61%
- 6M
- 35.27%
- 1Y
- 63.36%
- 3Y*
- 28.40%
- 5Y*
- 16.11%
- 10Y*
- 13.34%
MRK vs. IS3S.DE - 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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 32.61% | 41.27% | 5.00% | 19.27% | -10.05% | 20.07% | -3.98% | 19.43% | -14.53% | 22.88% |
Correlation
The correlation between MRK and IS3S.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.20 |
The correlation between MRK and IS3S.DE shifts across timeframes, from 0.08 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRK vs. IS3S.DE — Risk / Return Rank
MRK
IS3S.DE
MRK vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). 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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.70 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 7.30 | -2.81 |
| Martin ratioReturn relative to average drawdown | 11.22 | 26.46 | -15.24 |
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Drawdowns
MRK vs. IS3S.DE - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than IS3S.DE's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for MRK and IS3S.DE.
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Drawdown Indicators
| MRK | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -39.27% | -29.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -8.49% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -15.59% | -27.85% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -26.37% | -17.07% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -39.27% | -4.17% |
Current DrawdownCurrent decline from peak | -5.03% | -1.73% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -10.71% | -8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 2.35% | +2.19% |
Volatility
MRK vs. IS3S.DE - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 6.30%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 6.30% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 12.87% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 15.56% | +11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 15.89% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 17.65% | +5.31% |
Dividends
MRK vs. IS3S.DE - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
MRK and IS3S.DE 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.
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