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MRK vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRK vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merck & Co., Inc. (MRK) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRK vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MRK
MRK Risk / Return Rank: 8888
Overall Rank
MRK Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MRK Sortino Ratio Rank: 8888
Sortino Ratio Rank
MRK Omega Ratio Rank: 8585
Omega Ratio Rank
MRK Calmar Ratio Rank: 9191
Calmar Ratio Rank
MRK Martin Ratio Rank: 9090
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
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. 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.


MRKXLM-USDDifference
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

MRK vs. XLM-USD - Sharpe Ratio Comparison

The current MRK Sharpe Ratio is 1.88, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of MRK and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MRKXLM-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.03%

-78.80%

+73.77%

Average Drawdown

Average peak-to-trough decline

-18.83%

-72.14%

+53.31%

Ulcer Index

Depth 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


MRKXLM-USDDifference

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.

Portfolio Optimizer

Find the right allocation for MRK and XLM-USD

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

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