MRK vs. SAABY
MRK (Merck & Co., Inc.) and SAABY (Saab AB (publ)) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while SAABY operates in Aerospace & Defense (Industrials). Over the past 5 years, MRK returned 13.57%/yr vs 51.19%/yr for SAABY. At a correlation of -0.00, they often move in opposite directions.
Performance
MRK vs. SAABY - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 14.39% return, which is significantly higher than SAABY's -3.10% return.
MRK
- 1D
- -1.05%
- 1M
- 7.31%
- YTD
- 14.39%
- 6M
- 22.75%
- 1Y
- 56.85%
- 3Y*
- 5.78%
- 5Y*
- 13.57%
- 10Y*
- 11.61%
SAABY
- 1D
- 1.56%
- 1M
- -4.17%
- YTD
- -3.10%
- 6M
- 4.44%
- 1Y
- 6.53%
- 3Y*
- 60.83%
- 5Y*
- 51.19%
- 10Y*
- —
MRK vs. SAABY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 14.39% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | 1.05% |
SAABY Saab AB (publ) | -3.10% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
Correlation
The correlation between MRK and SAABY is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | -0.00 |
Fundamentals
MRK:
$295.45B
SAABY:
$30.33B
MRK:
$3.58
SAABY:
$5.98
MRK:
33.34
SAABY:
4.69
MRK:
0.03
SAABY:
0.14
MRK:
4.54
SAABY:
0.37
MRK:
6.44
SAABY:
0.68
MRK:
$65.59B
SAABY:
$82.29B
MRK:
$49.79B
SAABY:
$17.87B
MRK:
$22.69B
SAABY:
$9.44B
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Return for Risk
MRK vs. SAABY — Risk / Return Rank
MRK
SAABY
MRK vs. SAABY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Saab AB (publ) (SAABY). 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.
| MRK | SAABY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.06 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 0.18 | +4.85 |
| Martin ratioReturn relative to average drawdown | 12.59 | 0.45 | +12.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRK | SAABY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.13 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.10 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.77 | -0.29 |
Drawdowns
MRK vs. SAABY - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than SAABY's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for MRK and SAABY.
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Drawdown Indicators
| MRK | SAABY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -52.75% | -15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -37.04% | +25.67% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -37.04% | -6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -37.04% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -4.65% | -30.86% | +26.21% |
Average DrawdownAverage peak-to-trough decline | -18.84% | -16.93% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 14.58% | -10.05% |
Volatility
MRK vs. SAABY - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.44%, while Saab AB (publ) (SAABY) has a volatility of 15.81%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than SAABY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | SAABY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 15.81% | -6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.14% | 32.83% | -14.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 49.42% | -22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 46.99% | -23.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 57.54% | -34.58% |
Dividends
MRK vs. SAABY - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.78%, more than SAABY's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.78% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
SAABY Saab AB (publ) | 0.42% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRK vs. SAABY - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Saab AB (publ). 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. SAABY - 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%.
SAABY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.
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%.
SAABY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.
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%.
SAABY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.
Frequently Asked Questions
MRK and SAABY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (15.81%) compared to MRK (9.44%). In terms of maximum drawdown, MRK dropped -68.61% vs SAABY's -52.75%.
MRK currently has the higher Sharpe Ratio (2.10 vs 0.13), 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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