NVCR vs. MRK
Compare and contrast key facts about NovoCure Limited (NVCR) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVCR or MRK.
Performance
NVCR vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, NVCR achieves a 14.47% return, which is significantly higher than MRK's -6.65% return.
NVCR
14.47%
5.82%
-23.40%
43.37%
-28.92%
N/A
MRK
-6.65%
-6.36%
-22.85%
0.81%
7.37%
9.14%
Fundamentals
| NVCR | MRK | |
|---|---|---|
| Market Cap | $1.78B | $246.49B |
| EPS | -$1.39 | $4.82 |
| PEG Ratio | -0.47 | 0.07 |
| Total Revenue (TTM) | $577.74M | $63.22B |
| Gross Profit (TTM) | $441.47M | $48.80B |
| EBITDA (TTM) | -$135.33M | $18.89B |
Key characteristics
| NVCR | MRK | |
|---|---|---|
| Sharpe Ratio | 0.57 | 0.01 |
| Sortino Ratio | 1.35 | 0.16 |
| Omega Ratio | 1.15 | 1.02 |
| Calmar Ratio | 0.42 | 0.01 |
| Martin Ratio | 1.90 | 0.03 |
| Ulcer Index | 20.91% | 10.14% |
| Daily Std Dev | 70.34% | 20.79% |
| Max Drawdown | -95.07% | -68.63% |
| Current Drawdown | -92.42% | -24.39% |
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Correlation
The correlation between NVCR and MRK is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NVCR vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NovoCure Limited (NVCR) 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.
Dividends
NVCR vs. MRK - Dividend Comparison
NVCR has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 3.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVCR NovoCure Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 3.08% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
Drawdowns
NVCR vs. MRK - Drawdown Comparison
The maximum NVCR drawdown since its inception was -95.07%, which is greater than MRK's maximum drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for NVCR and MRK. For additional features, visit the drawdowns tool.
Volatility
NVCR vs. MRK - Volatility Comparison
NovoCure Limited (NVCR) has a higher volatility of 20.13% compared to Merck & Co., Inc. (MRK) at 5.95%. This indicates that NVCR'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.
Financials
NVCR vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between NovoCure Limited 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