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MRK vs. KAP.IL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

MRK vs. KAP.IL

Last updated Jun 13, 2026

MRK (Merck & Co., Inc.) and KAP.IL (JSC National Atomic Company Kazatomprom) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while KAP.IL operates in Uranium (Energy). Over the past 5 years, MRK returned 12.81%/yr vs 24.26%/yr for KAP.IL. At a correlation of -0.02, they often move in opposite directions.

Performance

MRK vs. KAP.IL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merck & Co., Inc. (MRK) and JSC National Atomic Company Kazatomprom (KAP.IL). 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 lower than KAP.IL's 24.37% 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%

KAP.IL

1D
-0.14%
1M
-0.00%
YTD
24.37%
6M
19.24%
1Y
78.29%
3Y*
43.43%
5Y*
24.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRK vs. KAP.IL - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
MRK
Merck & Co., Inc.		13.94%9.79%-6.26%1.01%49.42%1.75%-7.20%22.27%3.02%
KAP.IL
JSC National Atomic Company Kazatomprom		24.37%56.07%-1.79%55.12%-17.26%115.04%48.04%1.25%13.42%

Correlation

The correlation between MRK and KAP.IL is -0.01, 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

-0.01

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

-0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2018

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Merck & Co., Inc.

JSC National Atomic Company Kazatomprom

Often compared with MRK:
MRK vs. PFEMRK vs. NVOMRK vs. BMYMRK vs. ABBVMRK vs. AMGNMRK vs. VOOMRK vs. REGN
Often compared with KAP.IL:
KAP.IL vs. CCJKAP.IL vs. ^GSPCKAP.IL vs. URNMKAP.IL vs. HSBK.LKAP.IL vs. UUUUKAP.IL vs. UECKAP.IL vs. 1810.HK

Return for Risk

MRK vs. KAP.IL — 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
KAP.IL
KAP.IL Risk / Return Rank: 8383
Overall Rank
KAP.IL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAP.IL Sortino Ratio Rank: 8181
Sortino Ratio Rank
KAP.IL Omega Ratio Rank: 8080
Omega Ratio Rank
KAP.IL Calmar Ratio Rank: 8484
Calmar Ratio Rank
KAP.IL Martin Ratio Rank: 8686
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. KAP.IL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and JSC National Atomic Company Kazatomprom (KAP.IL). 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.

MRKKAP.ILDifference
Sharpe ratioReturn per unit of total volatility
1.88
1.61

+0.27

Sortino ratioReturn per unit of downside risk
2.80
2.25

+0.54

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

4.49

2.96

+1.53

Martin ratioReturn relative to average drawdown

11.22

8.64

+2.57

MRK vs. KAP.IL - Sharpe Ratio Comparison

The current MRK Sharpe Ratio is 1.88, which is comparable to the KAP.IL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of MRK and KAP.IL, 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. KAP.IL - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.61%, which is greater than KAP.IL's maximum drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for MRK and KAP.IL.

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Drawdown Indicators

MRKKAP.ILDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-49.67%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-25.44%

+14.07%

Max Drawdown (3Y)

Largest decline over 3 years

-43.44%

-33.25%

-10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-43.44%

-49.67%

+6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-43.44%

—

—

Current Drawdown

Current decline from peak

-5.03%

-23.90%

+18.87%

Average Drawdown

Average peak-to-trough decline

-18.83%

-14.97%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

8.73%

-4.19%

Volatility

MRK vs. KAP.IL - Volatility Comparison

The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while JSC National Atomic Company Kazatomprom (KAP.IL) has a volatility of 10.50%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than KAP.IL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MRKKAP.ILDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

10.50%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

37.79%

-19.75%

Volatility (1Y)

Calculated over the trailing 1-year period

27.18%

46.83%

-19.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

47.34%

-23.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

42.88%

-19.92%

Dividends

MRK vs. KAP.IL - Dividend Comparison

MRK's dividend yield for the trailing twelve months is around 2.79%, less than KAP.IL's 3.38% yield.

PositionTTM20252024202320222021202020192018201720162015
KAP.IL
JSC National Atomic Company Kazatomprom		3.38%4.20%6.85%4.26%6.94%3.69%5.15%6.23%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%

Financials

MRK vs. KAP.IL - Financials Comparison

This section allows you to compare key financial metrics between Merck & Co., Inc. and JSC National Atomic Company Kazatomprom. 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

Values in USD except per share items

Frequently Asked Questions

MRK and KAP.IL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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