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OSCR vs. MRK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OSCR vs. MRK - Performance Comparison

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

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Returns By Period

In the year-to-date period, OSCR achieves a 64.23% return, which is significantly higher than MRK's 15.10% return.


OSCR

1D
15.12%
1M
31.55%
YTD
64.23%
6M
37.37%
1Y
66.78%
3Y*
41.67%
5Y*
-1.69%
10Y*

MRK

1D
4.85%
1M
6.28%
YTD
15.10%
6M
21.11%
1Y
59.23%
3Y*
5.24%
5Y*
13.69%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCR vs. MRK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OSCR
Oscar Health, Inc.
64.23%6.92%46.89%271.95%-68.66%-77.44%
MRK
Merck & Co., Inc.
15.10%9.79%-6.26%1.01%49.42%13.55%

Correlation

The correlation between OSCR and MRK is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.05

Fundamentals

Market Cap

OSCR:

$7.78B

MRK:

$297.28B

EPS

OSCR:

-$0.14

MRK:

$3.58

PS Ratio

OSCR:

0.51

MRK:

4.57

PB Ratio

OSCR:

4.68

MRK:

6.48

Total Revenue (TTM)

OSCR:

$13.30B

MRK:

$65.59B

Gross Profit (TTM)

OSCR:

$895.79M

MRK:

$49.79B

EBITDA (TTM)

OSCR:

$19.23M

MRK:

$22.69B

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Return for Risk

OSCR vs. MRK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSCR
OSCR Risk / Return Rank: 6767
Overall Rank
OSCR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OSCR Sortino Ratio Rank: 6969
Sortino Ratio Rank
OSCR Omega Ratio Rank: 6767
Omega Ratio Rank
OSCR Calmar Ratio Rank: 6767
Calmar Ratio Rank
OSCR Martin Ratio Rank: 6464
Martin Ratio Rank

MRK
MRK Risk / Return Rank: 9090
Overall Rank
MRK Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MRK Sortino Ratio Rank: 8989
Sortino Ratio Rank
MRK Omega Ratio Rank: 8686
Omega Ratio Rank
MRK Calmar Ratio Rank: 9292
Calmar Ratio Rank
MRK Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSCR vs. MRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oscar Health, Inc. (OSCR) 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.


OSCRMRKDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

1.30

5.24

-3.94

Martin ratioReturn relative to average drawdown

2.41

13.14

-10.73

OSCR vs. MRK - Sharpe Ratio Comparison

The current OSCR Sharpe Ratio is 0.86, which is lower than the MRK Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of OSCR and MRK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OSCRMRKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.18

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.58

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.48

-0.57

Drawdowns

OSCR vs. MRK - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for OSCR and MRK.


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Drawdown Indicators


OSCRMRKDifference

Max Drawdown

Largest peak-to-trough decline

-94.15%

-68.61%

-25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-51.71%

-11.37%

-40.34%

Max Drawdown (3Y)

Largest decline over 3 years

-53.39%

-43.44%

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

-43.44%

-49.21%

Max Drawdown (10Y)

Largest decline over 10 years

-43.44%

Current Drawdown

Current decline from peak

-35.82%

-4.06%

-31.76%

Average Drawdown

Average peak-to-trough decline

-65.18%

-18.84%

-46.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.81%

4.52%

+23.29%

Volatility

OSCR vs. MRK - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 25.17% compared to Merck & Co., Inc. (MRK) at 9.44%. This indicates that OSCR'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


OSCRMRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.17%

9.44%

+15.73%

Volatility (6M)

Calculated over the trailing 6-month period

44.26%

18.19%

+26.07%

Volatility (1Y)

Calculated over the trailing 1-year period

78.12%

27.31%

+50.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.75%

23.72%

+57.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.95%

22.96%

+56.99%

Dividends

OSCR vs. MRK - Dividend Comparison

OSCR has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
MRK
Merck & Co., Inc.
2.76%3.12%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%
OSCR
Oscar Health, 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

OSCR vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Oscar Health, 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20222023202420252026
4.65B
16.29B
(OSCR) Total Revenue
(MRK) Total Revenue
Values in USD except per share items

OSCR vs. MRK - Profitability Comparison

The chart below illustrates the profitability comparison between Oscar Health, Inc. and Merck & Co., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
81.9%
Portfolio components
OSCR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported a gross profit of 0.00 and revenue of 4.65B. Therefore, the gross margin over that period was 0.0%.

MRK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.

OSCR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported an operating income of 704.09M and revenue of 4.65B, resulting in an operating margin of 15.2%.

MRK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.

OSCR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported a net income of 679.00M and revenue of 4.65B, resulting in a net margin of 14.6%.

MRK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.


Frequently Asked Questions


OSCR and MRK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OSCR has higher volatility (25.17%) compared to MRK (9.44%). In terms of maximum drawdown, OSCR dropped -94.15% vs MRK's -68.61%.

MRK currently has the higher Sharpe Ratio (2.18 vs 0.86), 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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