MRK vs. VTIP
Compare and contrast key facts about Merck & Co., Inc. (MRK) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRK or VTIP.
Performance
MRK vs. VTIP - Performance Comparison
Returns By Period
In the year-to-date period, MRK achieves a -10.38% return, which is significantly lower than VTIP's 4.42% return. Over the past 10 years, MRK has outperformed VTIP with an annualized return of 8.68%, while VTIP has yielded a comparatively lower 2.40% annualized return.
MRK
-10.38%
-11.80%
-25.99%
-3.28%
6.70%
8.68%
VTIP
4.42%
-0.27%
2.91%
6.55%
3.51%
2.40%
Key characteristics
| MRK | VTIP | |
|---|---|---|
| Sharpe Ratio | -0.17 | 3.16 |
| Sortino Ratio | -0.09 | 5.62 |
| Omega Ratio | 0.99 | 1.73 |
| Calmar Ratio | -0.13 | 5.00 |
| Martin Ratio | -0.36 | 24.86 |
| Ulcer Index | 9.74% | 0.27% |
| Daily Std Dev | 20.69% | 2.13% |
| Max Drawdown | -68.63% | -6.27% |
| Current Drawdown | -27.41% | -0.59% |
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Correlation
The correlation between MRK and VTIP is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MRK vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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. VTIP - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 3.21%, less than VTIP's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 3.21% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
MRK vs. VTIP - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.63%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for MRK and VTIP. For additional features, visit the drawdowns tool.
Volatility
MRK vs. VTIP - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 5.26% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.49%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.