NVO vs. MRK
Compare and contrast key facts about Novo Nordisk A/S (NVO) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVO or MRK.
Key characteristics
| NVO | MRK | |
|---|---|---|
| YTD Return | 9.44% | -3.03% |
| 1Y Return | 17.44% | 3.70% |
| 3Y Return (Ann) | 28.50% | 8.78% |
| 5Y Return (Ann) | 34.60% | 7.89% |
| 10Y Return (Ann) | 19.80% | 9.81% |
| Sharpe Ratio | 0.70 | 0.18 |
| Sortino Ratio | 1.20 | 0.37 |
| Omega Ratio | 1.15 | 1.06 |
| Calmar Ratio | 0.90 | 0.17 |
| Martin Ratio | 2.53 | 0.45 |
| Ulcer Index | 8.35% | 7.95% |
| Daily Std Dev | 30.33% | 20.24% |
| Max Drawdown | -71.30% | -68.63% |
| Current Drawdown | -23.49% | -21.46% |
Fundamentals
| NVO | MRK | |
|---|---|---|
| Market Cap | $496.19B | $264.20B |
| EPS | $2.90 | $5.37 |
| PE Ratio | 38.61 | 19.32 |
| PEG Ratio | 1.73 | 0.07 |
| Total Revenue (TTM) | $199.27B | $46.56B |
| Gross Profit (TTM) | $169.07B | $35.39B |
| EBITDA (TTM) | $98.21B | $14.76B |
Correlation
The correlation between NVO and MRK is 0.24, 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.
Performance
NVO vs. MRK - Performance Comparison
In the year-to-date period, NVO achieves a 9.44% return, which is significantly higher than MRK's -3.03% return. Over the past 10 years, NVO has outperformed MRK with an annualized return of 19.80%, while MRK has yielded a comparatively lower 9.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NVO vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) 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
NVO vs. MRK - Dividend Comparison
NVO's dividend yield for the trailing twelve months is around 1.29%, less than MRK's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 1.29% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
MRK Merck & Co., Inc. | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
NVO vs. MRK - Drawdown Comparison
The maximum NVO drawdown since its inception was -71.30%, roughly equal to the maximum MRK drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for NVO and MRK. For additional features, visit the drawdowns tool.
Volatility
NVO vs. MRK - Volatility Comparison
The current volatility for Novo Nordisk A/S (NVO) is 4.60%, while Merck & Co., Inc. (MRK) has a volatility of 5.02%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NVO vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Novo Nordisk A/S 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