MSTR vs. MRK
MSTR (Strategy Inc) and MRK (Merck & Co., Inc.) are both stocks. MSTR operates in Software - Application (Technology), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MSTR returned 21.08%/yr vs 11.61%/yr for MRK. At a 0.17 correlation, their price movements are largely independent.
Performance
MSTR vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -16.29% return, which is significantly lower than MRK's 14.39% return. Over the past 10 years, MSTR has outperformed MRK with an annualized return of 21.08%, while MRK has yielded a comparatively lower 11.61% annualized return.
MSTR
- 1D
- 5.61%
- 1M
- -32.19%
- YTD
- -16.29%
- 6M
- -30.75%
- 1Y
- -66.03%
- 3Y*
- 65.16%
- 5Y*
- 19.92%
- 10Y*
- 21.08%
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%
MSTR vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | -16.29% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
MRK Merck & Co., Inc. | 14.39% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between MSTR and MRK is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 1998 | 0.17 |
The correlation between MSTR and MRK shifts across timeframes, from -0.00 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MSTR:
$42.47B
MRK:
$295.45B
MSTR:
-$40.19
MRK:
$3.58
MSTR:
79.74
MRK:
4.54
MSTR:
1.16
MRK:
6.44
MSTR:
$490.47M
MRK:
$65.59B
MSTR:
$334.08M
MRK:
$49.79B
MSTR:
$466.93M
MRK:
$22.69B
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Return for Risk
MSTR vs. MRK — Risk / Return Rank
MSTR
MRK
MSTR vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and Merck & Co., Inc. (MRK). 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.
| MSTR | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -4.71 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.36 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 5.03 | -5.89 |
| Martin ratioReturn relative to average drawdown | -1.27 | 12.59 | -13.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTR | MRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | 2.10 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.58 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.51 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.48 | -0.36 |
Drawdowns
MSTR vs. MRK - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for MSTR and MRK.
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Drawdown Indicators
| MSTR | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -68.61% | -31.25% |
Max Drawdown (1Y)Largest decline over 1 year | -76.53% | -11.37% | -65.16% |
Max Drawdown (3Y)Largest decline over 3 years | -77.42% | -43.44% | -33.98% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | -43.44% | -40.67% |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | -43.44% | -45.83% |
Current DrawdownCurrent decline from peak | -73.15% | -4.65% | -68.50% |
Average DrawdownAverage peak-to-trough decline | -86.47% | -18.84% | -67.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.19% | 4.53% | +47.66% |
Volatility
MSTR vs. MRK - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 21.43% compared to Merck & Co., Inc. (MRK) at 9.44%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTR | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.43% | 9.44% | +11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 56.80% | 18.14% | +38.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.82% | 27.30% | +43.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.87% | 23.71% | +67.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.77% | 22.96% | +50.81% |
Dividends
MSTR vs. MRK - Dividend Comparison
MSTR has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.78% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSTR vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Strategy Inc and Merck & Co., 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
MSTR and MRK have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.43%) compared to MRK (9.44%). In terms of maximum drawdown, MSTR dropped -99.86% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.10 vs -0.94), 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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