MRK vs. SOL-USD
MRK (Merck & Co., Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, MRK returned 12.81%/yr vs 12.17%/yr for SOL-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
MRK vs. SOL-USD - 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 SOL-USD's -44.76% 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%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
MRK vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | 1.47% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between MRK and SOL-USD 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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.03 |
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Return for Risk
MRK vs. SOL-USD — Risk / Return Rank
MRK
SOL-USD
MRK vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +3.78 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.91 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.72 | +5.21 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.16 | +12.37 |
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Drawdowns
MRK vs. SOL-USD - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MRK and SOL-USD.
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Drawdown Indicators
| MRK | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -96.27% | +27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -74.89% | +63.52% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -76.28% | +32.84% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -96.27% | +52.83% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -73.76% | +68.73% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -51.42% | +32.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 53.06% | -48.52% |
Volatility
MRK vs. SOL-USD - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 17.62% | -8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 46.90% | -28.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 60.08% | -32.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 82.35% | -58.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 99.82% | -76.86% |
Frequently Asked Questions
MRK and SOL-USD 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.
SOL-USD has higher volatility (17.62%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs SOL-USD's -96.27%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.74), 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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