MRK vs. TMUS
MRK (Merck & Co., Inc.) and TMUS (T-Mobile US, Inc.) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, MRK returned 11.59%/yr vs 16.66%/yr for TMUS. At a 0.24 correlation, their price movements are largely independent.
Performance
MRK vs. TMUS - 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 TMUS's -5.91% return. Over the past 10 years, MRK has underperformed TMUS with an annualized return of 11.59%, while TMUS has yielded a comparatively higher 16.66% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 6.89%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
TMUS
- 1D
- 1.77%
- 1M
- 2.65%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.50%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
MRK vs. TMUS - 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% |
TMUS T-Mobile US, Inc. | -5.91% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between MRK and TMUS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.24 |
Fundamentals
MRK:
$294.29B
TMUS:
$208.40B
MRK:
$3.58
TMUS:
$9.41
MRK:
33.21
TMUS:
20.09
MRK:
0.03
TMUS:
0.31
MRK:
4.52
TMUS:
2.34
MRK:
6.41
TMUS:
3.73
MRK:
$65.59B
TMUS:
$90.53B
MRK:
$49.79B
TMUS:
$34.92B
MRK:
$22.69B
TMUS:
$28.22B
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Return for Risk
MRK vs. TMUS — Risk / Return Rank
MRK
TMUS
MRK vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and T-Mobile US, Inc. (TMUS). 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 | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.51 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.91 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.52 | +5.01 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.88 | +12.10 |
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Drawdowns
MRK vs. TMUS - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for MRK and TMUS.
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Drawdown Indicators
| MRK | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -86.29% | +17.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -30.37% | +19.00% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -33.65% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -33.65% | -9.79% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -33.65% | -9.79% |
Current DrawdownCurrent decline from peak | -5.03% | -29.12% | +24.09% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -25.96% | +7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 17.87% | -13.33% |
Volatility
MRK vs. TMUS - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to T-Mobile US, Inc. (TMUS) at 7.72%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 7.72% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 19.08% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 24.99% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 23.90% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 26.08% | -3.12% |
Dividends
MRK vs. TMUS - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, more than TMUS's 2.08% 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% |
TMUS T-Mobile US, Inc. | 2.08% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRK vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and T-Mobile US, 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
MRK vs. TMUS - 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%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
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%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
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%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
MRK and TMUS have a correlation of 0.16, 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 TMUS (7.72%). In terms of maximum drawdown, MRK dropped -68.61% vs TMUS's -86.29%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.63), 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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