MRK vs. XYL
MRK (Merck & Co., Inc.) and XYL (Xylem Inc.) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MRK returned 11.59%/yr vs 10.54%/yr for XYL. At a 0.27 correlation, their price movements are largely independent.
Performance
MRK vs. XYL - 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 XYL's -18.57% return. Over the past 10 years, MRK has outperformed XYL with an annualized return of 11.59%, while XYL has yielded a comparatively lower 10.54% annualized return.
MRK
- 1D
- -1.42%
- 1M
- 4.94%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.79%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
XYL
- 1D
- 0.94%
- 1M
- 1.38%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -12.41%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
MRK vs. XYL - 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% |
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between MRK and XYL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.27 |
Fundamentals
MRK:
$294.29B
XYL:
$26.79B
MRK:
$3.58
XYL:
$4.02
MRK:
33.21
XYL:
27.36
MRK:
0.03
XYL:
1.72
MRK:
4.52
XYL:
3.85
MRK:
6.41
XYL:
2.44
MRK:
$65.59B
XYL:
$6.97B
MRK:
$49.79B
XYL:
$2.71B
MRK:
$22.69B
XYL:
$1.41B
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Return for Risk
MRK vs. XYL — Risk / Return Rank
MRK
XYL
MRK vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Xylem Inc. (XYL). 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 | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.93 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.41 | +4.90 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.92 | +12.13 |
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Drawdowns
MRK vs. XYL - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for MRK and XYL.
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Drawdown Indicators
| MRK | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -46.69% | -21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -30.04% | +18.67% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -30.04% | -13.40% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -46.69% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -46.69% | +3.25% |
Current DrawdownCurrent decline from peak | -5.03% | -27.30% | +22.27% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -10.40% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 13.54% | -9.00% |
Volatility
MRK vs. XYL - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.57% compared to Xylem Inc. (XYL) at 6.01%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRK | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 6.01% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 19.34% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.18% | 24.52% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 26.08% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 27.30% | -4.34% |
Dividends
MRK vs. XYL - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.79%, more than XYL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.79% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
MRK vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Xylem Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MRK and XYL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.57%) compared to XYL (6.01%). In terms of maximum drawdown, MRK dropped -68.61% vs XYL's -46.69%.
MRK currently has the higher Sharpe Ratio (1.88 vs -0.51), 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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