MRK vs. T
MRK (Merck & Co., Inc.) and T (AT&T Inc.) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, MRK returned 11.66%/yr vs 2.10%/yr for T. At a 0.31 correlation, their price movements are largely independent.
Performance
MRK vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, MRK achieves a 19.92% return, which is significantly higher than T's -7.04% return. Over the past 10 years, MRK has outperformed T with an annualized return of 11.66%, while T has yielded a comparatively lower 2.10% annualized return.
MRK
- 1D
- -2.43%
- 1M
- 9.25%
- 6M
- 15.98%
- YTD
- 19.92%
- 1Y
- 60.78%
- 3Y*
- 7.32%
- 5Y*
- 13.74%
- 10Y*
- 11.66%
- ALL TIME*
- 12.44%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
MRK vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 19.92% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between MRK and T is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.31 |
The correlation between MRK and T shifts across timeframes, from 0.20 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MRK:
$307.27B
T:
$152.52B
MRK:
$3.59
T:
$3.05
MRK:
34.61
T:
7.19
MRK:
0.03
T:
0.30
MRK:
4.71
T:
1.25
MRK:
$65.59B
T:
$125.65B
MRK:
$49.79B
T:
$105.41B
MRK:
$22.69B
T:
$54.70B
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Return for Risk
MRK vs. T — Risk / Return Rank
MRK
T
MRK vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.74 | ||
| Sortino ratioReturn per unit of downside risk | +3.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.92 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | -0.46 | +5.84 |
| Martin ratioReturn relative to average drawdown | 13.15 | -1.03 | +14.19 |
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Drawdowns
MRK vs. T - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for MRK and T.
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Drawdown Indicators
| MRK | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -64.15% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -28.89% | +17.52% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -28.89% | -14.55% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -32.01% | -11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -42.35% | -1.09% |
Current DrawdownCurrent decline from peak | -3.98% | -21.57% | +17.59% |
Average DrawdownAverage peak-to-trough decline | -18.80% | -15.74% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 12.94% | -8.31% |
Volatility
MRK vs. T - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 10.10% compared to AT&T Inc. (T) at 9.59%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 9.59% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.79% | 19.91% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.15% | 23.72% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.09% | 24.38% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 23.92% | -0.80% |
Dividends
MRK vs. T - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.70%, less than T's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.70% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
MRK vs. T - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and AT&T 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
Frequently Asked Questions
MRK and T have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (10.10%) compared to T (9.59%). In terms of maximum drawdown, MRK dropped -68.61% vs T's -64.15%.
MRK currently has the higher Sharpe Ratio (2.17 vs -0.57), 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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