MRK vs. SHW
MRK (Merck & Co., Inc.) and SHW (The Sherwin-Williams Company) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while SHW operates in Specialty Chemicals (Basic Materials). Over the past 10 years, MRK returned 11.59%/yr vs 13.58%/yr for SHW. At a 0.26 correlation, their price movements are largely independent.
Performance
MRK vs. SHW - 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 SHW's -1.61% return. Over the past 10 years, MRK has underperformed SHW with an annualized return of 11.59%, while SHW has yielded a comparatively higher 13.58% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 4.94%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.79%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
SHW
- 1D
- 0.13%
- 1M
- 3.85%
- YTD
- -1.61%
- 6M
- -3.00%
- 1Y
- -10.09%
- 3Y*
- 9.64%
- 5Y*
- 3.70%
- 10Y*
- 13.58%
MRK vs. SHW - 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% |
SHW The Sherwin-Williams Company | -1.61% | -3.83% | 9.90% | 32.73% | -31.96% | 44.90% | 27.05% | 49.70% | -3.23% | 54.11% |
Correlation
The correlation between MRK and SHW is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.26 |
Fundamentals
MRK:
$294.29B
SHW:
$78.72B
MRK:
$3.58
SHW:
$10.42
MRK:
33.21
SHW:
30.45
MRK:
0.03
SHW:
2.96
MRK:
4.52
SHW:
3.31
MRK:
6.41
SHW:
17.77
MRK:
$65.59B
SHW:
$23.94B
MRK:
$49.79B
SHW:
$11.76B
MRK:
$22.69B
SHW:
$4.29B
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Return for Risk
MRK vs. SHW — Risk / Return Rank
MRK
SHW
MRK vs. SHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and The Sherwin-Williams Company (SHW). 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 | SHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.95 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.47 | +4.96 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.99 | +12.20 |
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Drawdowns
MRK vs. SHW - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than SHW's maximum drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for MRK and SHW.
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Drawdown Indicators
| MRK | SHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -52.02% | -16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -21.36% | +9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -25.69% | -17.75% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -42.46% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -42.46% | -0.98% |
Current DrawdownCurrent decline from peak | -5.03% | -19.53% | +14.50% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -11.63% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 10.28% | -5.74% |
Volatility
MRK vs. SHW - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to The Sherwin-Williams Company (SHW) at 9.00%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than SHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | SHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 9.00% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 19.26% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 25.46% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 26.27% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 26.58% | -3.62% |
Dividends
MRK vs. SHW - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, more than SHW's 1.00% 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% |
SHW The Sherwin-Williams Company | 1.00% | 0.98% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% |
Financials
MRK vs. SHW - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and The Sherwin-Williams Company. 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. SHW - 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%.
SHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported a gross profit of 2.78B and revenue of 5.67B. Therefore, the gross margin over that period was 49.1%.
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%.
SHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported an operating income of 810.90M and revenue of 5.67B, resulting in an operating margin of 14.3%.
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%.
SHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported a net income of 534.70M and revenue of 5.67B, resulting in a net margin of 9.4%.
Frequently Asked Questions
MRK and SHW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.57%) compared to SHW (9.00%). In terms of maximum drawdown, MRK dropped -68.61% vs SHW's -52.02%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.40), 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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