MRK vs. QFIN
MRK (Merck & Co., Inc.) and QFIN (360 DigiTech, Inc.) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while QFIN operates in Credit Services (Financial Services). Over the past 5 years, MRK returned 12.81%/yr vs -12.03%/yr for QFIN. At a 0.01 correlation, their price movements are largely independent.
Performance
MRK vs. QFIN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MRK achieves a 13.94% return, which is significantly higher than QFIN's -15.31% 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%
QFIN
- 1D
- 2.67%
- 1M
- 17.56%
- YTD
- -15.31%
- 6M
- -17.62%
- 1Y
- -59.79%
- 3Y*
- 7.60%
- 5Y*
- -12.03%
- 10Y*
- —
MRK vs. QFIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | -2.61% |
QFIN 360 DigiTech, Inc. | -15.31% | -47.46% | 162.76% | -16.28% | -6.54% | 97.15% | 20.68% | -36.99% | -7.75% |
Correlation
The correlation between MRK and QFIN is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.01 |
Fundamentals
MRK:
$294.29B
QFIN:
$948.90M
MRK:
$3.58
QFIN:
CN¥51.00
MRK:
33.21
QFIN:
2.05
MRK:
0.03
QFIN:
0.06
MRK:
4.52
QFIN:
0.59
MRK:
6.41
QFIN:
0.26
MRK:
$65.59B
QFIN:
CN¥17.46B
MRK:
$49.79B
QFIN:
CN¥12.90B
MRK:
$22.69B
QFIN:
CN¥6.93B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MRK vs. QFIN — Risk / Return Rank
MRK
QFIN
MRK vs. QFIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and 360 DigiTech, Inc. (QFIN). 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 | QFIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.97 | ||
| Sortino ratioReturn per unit of downside risk | +4.80 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.76 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.83 | +5.32 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.13 | +12.35 |
Loading charts...
Drawdowns
MRK vs. QFIN - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum QFIN drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for MRK and QFIN.
Loading charts...
Drawdown Indicators
| MRK | QFIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -76.74% | +8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -72.31% | +60.94% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -73.15% | +29.71% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -76.74% | +33.30% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -64.51% | +59.48% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -45.54% | +26.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 53.01% | -48.47% |
Volatility
MRK vs. QFIN - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while 360 DigiTech, Inc. (QFIN) has a volatility of 29.45%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than QFIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MRK | QFIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 29.45% | -19.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 38.71% | -20.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 55.12% | -27.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 66.39% | -42.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 72.04% | -49.08% |
Dividends
MRK vs. QFIN - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, less than QFIN's 10.00% yield.
| 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% |
QFIN 360 DigiTech, Inc. | 10.00% | 7.58% | 4.56% | 7.27% | 4.03% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRK vs. QFIN - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and 360 DigiTech, Inc.. 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
MRK vs. QFIN - Profitability Comparison
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.
QFIN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a gross profit of 2.95B and revenue of 3.89B. Therefore, the gross margin over that period was 75.8%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
QFIN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported an operating income of 928.25M and revenue of 3.89B, resulting in an operating margin of 23.9%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.
QFIN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a net income of 877.98M and revenue of 3.89B, resulting in a net margin of 22.6%.
Frequently Asked Questions
MRK and QFIN have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QFIN has higher volatility (29.45%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs QFIN's -76.74%.
MRK currently has the higher Sharpe Ratio (1.88 vs -1.09), 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.
Find the right allocation for MRK and QFIN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer