MRK vs. SAN.PA
MRK (Merck & Co., Inc.) and SAN.PA (Sanofi) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, MRK returned 11.59%/yr vs 5.80%/yr for SAN.PA. At a 0.32 correlation, their price movements are largely independent.
Performance
MRK vs. SAN.PA - Performance Comparison
Loading charts...
Different Trading Currencies
MRK is traded in USD, while SAN.PA is traded in EUR. To make them comparable, the SAN.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MRK achieves a 13.94% return, which is significantly higher than SAN.PA's -3.72% return. Over the past 10 years, MRK has outperformed SAN.PA with an annualized return of 11.59%, while SAN.PA has yielded a comparatively lower 5.80% annualized 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%
SAN.PA
- 1D
- 0.27%
- 1M
- 3.65%
- YTD
- -3.72%
- 6M
- -4.37%
- 1Y
- -6.70%
- 3Y*
- 0.11%
- 5Y*
- 0.28%
- 10Y*
- 5.80%
MRK vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
SAN.PA Sanofi | -3.72% | 4.51% | 2.04% | 6.91% | -1.39% | 8.90% | -0.91% | 21.02% | 5.21% | 10.15% |
Correlation
The correlation between MRK and SAN.PA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.32 |
The correlation between MRK and SAN.PA shifts across timeframes, from 0.28 (5 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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. SAN.PA — Risk / Return Rank
MRK
SAN.PA
MRK vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Sanofi (SAN.PA). 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 | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.97 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.45 | +4.94 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.90 | +12.11 |
Loading charts...
Drawdowns
MRK vs. SAN.PA - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than SAN.PA's maximum drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for MRK and SAN.PA.
Loading charts...
Drawdown Indicators
| MRK | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -47.80% | -20.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -17.16% | +5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -23.35% | -20.09% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -33.52% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -33.52% | -9.92% |
Current DrawdownCurrent decline from peak | -5.03% | -17.74% | +12.71% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -13.03% | -5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 8.68% | -4.14% |
Volatility
MRK vs. SAN.PA - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to Sanofi (SAN.PA) at 6.61%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than SAN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MRK | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 6.61% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 16.06% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 25.15% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 23.92% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 22.30% | +0.66% |
Dividends
MRK vs. SAN.PA - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, less than SAN.PA's 5.38% 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% |
SAN.PA Sanofi | 5.38% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
MRK vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Sanofi. 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 SAN.PA have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MRK and SAN.PA
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