MRK vs. VOO
Compare and contrast key facts about Merck & Co., Inc. (MRK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or VOO.
Key characteristics
| MRK | VOO | |
|---|---|---|
| YTD Return | 17.76% | 7.94% |
| 1Y Return | 11.37% | 28.21% |
| 3Y Return (Ann) | 23.31% | 8.82% |
| 5Y Return (Ann) | 14.81% | 13.59% |
| 10Y Return (Ann) | 12.68% | 12.69% |
| Sharpe Ratio | 0.67 | 2.33 |
| Daily Std Dev | 17.36% | 11.70% |
| Max Drawdown | -68.63% | -33.99% |
| Current Drawdown | -3.32% | -2.36% |
Correlation
The correlation between MRK and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRK vs. VOO - Performance Comparison
In the year-to-date period, MRK achieves a 17.76% return, which is significantly higher than VOO's 7.94% return. Both investments have delivered pretty close results over the past 10 years, with MRK having a 12.68% annualized return and VOO not far ahead at 12.69%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MRK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
MRK vs. VOO - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.35%, more than VOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.35% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MRK vs. VOO - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRK and VOO. For additional features, visit the drawdowns tool.
Volatility
MRK vs. VOO - Volatility Comparison
Merck & Co., Inc. (MRK) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.82% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.