MRK vs. XLM-USD
MRK (Merck & Co., Inc.) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, MRK returned 11.59%/yr vs 60.23%/yr for XLM-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
MRK vs. XLM-USD - 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 XLM-USD's -6.87% return. Over the past 10 years, MRK has underperformed XLM-USD with an annualized return of 11.59%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 4.97%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.99%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
MRK vs. XLM-USD - 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% |
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
Correlation
The correlation between MRK and XLM-USD is 0.07, 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 | 0.07 |
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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.01 |
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Return for Risk
MRK vs. XLM-USD — Risk / Return Rank
MRK
XLM-USD
MRK vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Stellar (XLM-USD). 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 | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.40 | +4.89 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.57 | +11.78 |
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Drawdowns
MRK vs. XLM-USD - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for MRK and XLM-USD.
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Drawdown Indicators
| MRK | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -96.21% | +27.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -71.19% | +59.82% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -74.37% | +30.93% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -83.25% | +39.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -96.21% | +52.77% |
Current DrawdownCurrent decline from peak | -5.03% | -78.80% | +73.77% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -72.14% | +53.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 50.48% | -45.94% |
Volatility
MRK vs. XLM-USD - Volatility Comparison
The current volatility for Merck & Co., Inc. (MRK) is 9.57%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that MRK experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 43.48% | -33.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 59.28% | -41.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 70.60% | -43.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 74.72% | -51.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 112.79% | -89.83% |
Frequently Asked Questions
MRK and XLM-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.48%) compared to MRK (9.57%). In terms of maximum drawdown, MRK dropped -68.61% vs XLM-USD's -96.21%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.33), 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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