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OGN vs. MRK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGN 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.


-0.50.00.51.00.2

Performance

OGN vs. MRK - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.80%
-23.89%
OGN
MRK

Key characteristics

Sharpe Ratio

OGN:

0.46

MRK:

-0.21

Sortino Ratio

OGN:

0.98

MRK:

-0.14

Omega Ratio

OGN:

1.12

MRK:

0.98

Calmar Ratio

OGN:

0.29

MRK:

-0.16

Martin Ratio

OGN:

1.21

MRK:

-0.36

Ulcer Index

OGN:

14.75%

MRK:

12.08%

Daily Std Dev

OGN:

39.22%

MRK:

21.12%

Max Drawdown

OGN:

-69.56%

MRK:

-68.62%

Current Drawdown

OGN:

-56.95%

MRK:

-25.17%

Fundamentals

Market Cap

OGN:

$3.80B

MRK:

$253.12B

EPS

OGN:

$5.05

MRK:

$4.78

PE Ratio

OGN:

2.92

MRK:

20.93

Total Revenue (TTM)

OGN:

$6.41B

MRK:

$63.22B

Gross Profit (TTM)

OGN:

$3.73B

MRK:

$47.97B

EBITDA (TTM)

OGN:

$1.69B

MRK:

$20.41B

Returns By Period

In the year-to-date period, OGN achieves a 7.42% return, which is significantly higher than MRK's -7.61% return.


OGN

YTD

7.42%

1M

-1.02%

6M

-27.80%

1Y

13.89%

5Y*

N/A

10Y*

N/A

MRK

YTD

-7.61%

1M

1.43%

6M

-23.89%

1Y

-5.32%

5Y*

5.52%

10Y*

9.33%

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Risk-Adjusted Performance

OGN vs. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) 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.


Sharpe ratio
The chart of Sharpe ratio for OGN, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.46-0.21
The chart of Sortino ratio for OGN, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98-0.14
The chart of Omega ratio for OGN, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.98
The chart of Calmar ratio for OGN, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.16
The chart of Martin ratio for OGN, currently valued at 1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.001.21-0.36
OGN
MRK

The current OGN Sharpe Ratio is 0.46, which is higher than the MRK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of OGN and MRK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.46
-0.21
OGN
MRK

Dividends

OGN vs. MRK - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 7.68%, more than MRK's 3.18% yield.


TTM20232022202120202019201820172016201520142013
OGN
Organon & Co.
7.68%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRK
Merck & Co., Inc.
3.18%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%

Drawdowns

OGN vs. MRK - Drawdown Comparison

The maximum OGN drawdown since its inception was -69.56%, roughly equal to the maximum MRK drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for OGN and MRK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.95%
-25.17%
OGN
MRK

Volatility

OGN vs. MRK - Volatility Comparison

Organon & Co. (OGN) has a higher volatility of 10.87% compared to Merck & Co., Inc. (MRK) at 6.67%. This indicates that OGN'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.87%
6.67%
OGN
MRK

Financials

OGN vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Organon & Co. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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