MRK vs. USD=X
MRK (Merck & Co., Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, MRK returned 11.59%/yr vs 0.00%/yr for USD=X.
Performance
MRK vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
MRK vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
MRK vs. USD=X — Risk / Return Rank
MRK
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MRK vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | — | — |
| Martin ratioReturn relative to average drawdown | 11.22 | — | — |
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Drawdowns
MRK vs. USD=X - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MRK and USD=X.
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Drawdown Indicators
| MRK | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | 0.00% | -68.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | 0.00% | -11.37% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | 0.00% | -43.44% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | 0.00% | -43.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | 0.00% | -43.44% |
Current DrawdownCurrent decline from peak | -5.03% | 0.00% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -18.83% | 0.00% | -18.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 0.00% | +4.54% |
Volatility
MRK vs. USD=X - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to USD Cash (USD=X) at 0.00%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 0.00% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 0.00% | +18.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 0.00% | +27.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 0.00% | +23.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 0.00% | +22.96% |
Frequently Asked Questions
MRK has higher volatility (9.57%) compared to USD=X (0.00%). In terms of maximum drawdown, MRK dropped -68.61% vs USD=X's 0.00%.
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