PortfoliosLab logoPortfoliosLab logo
MRK vs. XAUUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRK vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merck & Co., Inc. (MRK) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MRK achieves a 14.39% return, which is significantly higher than XAUUSD=X's -0.01% return. Over the past 10 years, MRK has underperformed XAUUSD=X with an annualized return of 11.61%, while XAUUSD=X has yielded a comparatively higher 13.00% annualized return.


MRK

1D
-1.05%
1M
7.31%
YTD
14.39%
6M
22.75%
1Y
56.85%
3Y*
5.78%
5Y*
13.57%
10Y*
11.61%

XAUUSD=X

1D
0.23%
1M
-8.35%
YTD
-0.01%
6M
3.14%
1Y
30.53%
3Y*
30.15%
5Y*
18.02%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRK vs. XAUUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRK
Merck & Co., Inc.
14.39%9.79%-6.26%1.01%49.42%1.75%-7.20%22.27%39.95%-1.49%
XAUUSD=X
Gold Spot Price US Dollar
-0.01%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%13.14%

Correlation

The correlation between MRK and XAUUSD=X is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MRK vs. XAUUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRK
MRK Risk / Return Rank: 9090
Overall Rank
MRK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MRK Sortino Ratio Rank: 9090
Sortino Ratio Rank
MRK Omega Ratio Rank: 8686
Omega Ratio Rank
MRK Calmar Ratio Rank: 9292
Calmar Ratio Rank
MRK Martin Ratio Rank: 9191
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 8181
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 8383
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRK vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Gold Spot Price US Dollar (XAUUSD=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.


MRKXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

5.03

1.18

+3.85

Martin ratioReturn relative to average drawdown

12.59

2.95

+9.64

MRK vs. XAUUSD=X - Sharpe Ratio Comparison

The current MRK Sharpe Ratio is 2.10, which is higher than the XAUUSD=X Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MRK and XAUUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MRKXAUUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.05

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.97

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.80

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.58

-0.10

Drawdowns

MRK vs. XAUUSD=X - Drawdown Comparison

The maximum MRK drawdown since its inception was -68.61%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for MRK and XAUUSD=X.


Loading charts...

Drawdown Indicators


MRKXAUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-44.69%

-23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-20.42%

+9.05%

Max Drawdown (3Y)

Largest decline over 3 years

-43.44%

-20.42%

-23.02%

Max Drawdown (5Y)

Largest decline over 5 years

-43.44%

-20.81%

-22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-43.44%

-21.35%

-22.09%

Current Drawdown

Current decline from peak

-4.65%

-20.24%

+15.59%

Average Drawdown

Average peak-to-trough decline

-18.84%

-16.43%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

8.95%

-4.42%

Volatility

MRK vs. XAUUSD=X - Volatility Comparison

Merck & Co., Inc. (MRK) has a higher volatility of 9.44% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.62%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MRKXAUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

5.62%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

21.62%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

22.86%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

16.58%

+7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

15.10%

+7.86%

Frequently Asked Questions


MRK and XAUUSD=X have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRK has higher volatility (9.44%) compared to XAUUSD=X (5.62%). In terms of maximum drawdown, MRK dropped -68.61% vs XAUUSD=X's -44.69%.

MRK currently has the higher Sharpe Ratio (2.10 vs 1.05), 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.

Portfolio Optimizer

Find the right allocation for MRK and XAUUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer