MRK vs. PROSY
MRK (Merck & Co., Inc.) and PROSY (Prosus N.V.) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while PROSY operates in Internet Content & Information (Communication Services). Over the past 5 years, MRK returned 12.81%/yr vs -0.56%/yr for PROSY. At a 0.06 correlation, their price movements are largely independent.
Performance
MRK vs. PROSY - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 13.94% return, which is significantly higher than PROSY's -26.62% return.
MRK
- 1D
- -1.42%
- 1M
- 6.89%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
PROSY
- 1D
- -2.58%
- 1M
- -0.11%
- YTD
- -26.62%
- 6M
- -27.15%
- 1Y
- -15.15%
- 3Y*
- 10.69%
- 5Y*
- -0.56%
- 10Y*
- —
MRK vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 10.65% |
PROSY Prosus N.V. | -26.62% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
Correlation
The correlation between MRK and PROSY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.06 |
The correlation between MRK and PROSY shifts across timeframes, from 0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MRK:
$294.29B
PROSY:
$101.26B
MRK:
$3.58
PROSY:
$1.91
MRK:
33.21
PROSY:
4.74
MRK:
0.03
PROSY:
0.03
MRK:
4.52
PROSY:
7.94
MRK:
6.41
PROSY:
1.83
MRK:
$65.59B
PROSY:
$12.76B
MRK:
$49.79B
PROSY:
$5.31B
MRK:
$22.69B
PROSY:
$10.72B
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Return for Risk
MRK vs. PROSY — Risk / Return Rank
MRK
PROSY
MRK vs. PROSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Prosus N.V. (PROSY). 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 | PROSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.93 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.44 | +4.93 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.81 | +12.03 |
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Drawdowns
MRK vs. PROSY - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, roughly equal to the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for MRK and PROSY.
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Drawdown Indicators
| MRK | PROSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -69.36% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -39.09% | +27.72% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -39.09% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -60.96% | +17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -37.79% | +32.76% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -30.01% | +11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 21.26% | -16.72% |
Volatility
MRK vs. PROSY - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while Prosus N.V. (PROSY) has a volatility of 13.50%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | PROSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 13.50% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 27.41% | -9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 32.46% | -5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 43.10% | -19.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 41.64% | -18.68% |
Dividends
MRK vs. PROSY - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, while PROSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PROSY Prosus N.V. | 0.00% | 0.00% | 0.28% | 0.25% | 0.20% | 0.20% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRK vs. PROSY - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Prosus N.V.. 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
Frequently Asked Questions
MRK and PROSY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (13.50%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs PROSY's -69.36%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.53), 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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