MRK vs. O
Compare and contrast key facts about Merck & Co., Inc. (MRK) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or O.
Key characteristics
MRK | O | |
---|---|---|
YTD Return | 18.89% | -4.73% |
1Y Return | 12.24% | -7.52% |
3Y Return (Ann) | 25.77% | -2.57% |
5Y Return (Ann) | 14.51% | -0.19% |
10Y Return (Ann) | 12.18% | 7.26% |
Sharpe Ratio | 0.79 | -0.45 |
Daily Std Dev | 17.38% | 19.61% |
Max Drawdown | -68.63% | -48.45% |
Current Drawdown | -2.39% | -21.30% |
Fundamentals
MRK | O | |
---|---|---|
Market Cap | $332.33B | $46.25B |
EPS | $0.91 | $1.26 |
PE Ratio | 144.18 | 42.63 |
PEG Ratio | 0.10 | 4.72 |
Revenue (TTM) | $61.40B | $4.08B |
Gross Profit (TTM) | $42.08B | $3.11B |
EBITDA (TTM) | $10.21B | $3.62B |
Correlation
The correlation between MRK and O is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MRK vs. O - Performance Comparison
In the year-to-date period, MRK achieves a 18.89% return, which is significantly higher than O's -4.73% return. Over the past 10 years, MRK has outperformed O with an annualized return of 12.18%, while O has yielded a comparatively lower 7.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MRK vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Realty Income Corporation (O). 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.
Dividends
MRK vs. O - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.33%, less than O's 5.70% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Merck & Co., Inc. | 2.33% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Realty Income Corporation | 5.70% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
MRK vs. O - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for MRK and O. For additional features, visit the drawdowns tool.
Volatility
MRK vs. O - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 4.17%, while Realty Income Corporation (O) has a volatility of 6.06%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRK vs. O - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Realty Income Corporation. 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