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

Correlation

The correlation between OSCR and MRK is 0.05, 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.


-0.50.00.51.00.0

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-22.90%
-24.14%
OSCR
MRK

Key characteristics

Sharpe Ratio

OSCR:

0.70

MRK:

-0.19

Sortino Ratio

OSCR:

1.53

MRK:

-0.12

Omega Ratio

OSCR:

1.17

MRK:

0.98

Calmar Ratio

OSCR:

0.67

MRK:

-0.15

Martin Ratio

OSCR:

2.33

MRK:

-0.33

Ulcer Index

OSCR:

21.83%

MRK:

12.18%

Daily Std Dev

OSCR:

72.56%

MRK:

21.15%

Max Drawdown

OSCR:

-94.15%

MRK:

-68.62%

Current Drawdown

OSCR:

-63.01%

MRK:

-24.16%

Fundamentals

Market Cap

OSCR:

$3.34B

MRK:

$253.12B

EPS

OSCR:

-$0.02

MRK:

$4.78

Total Revenue (TTM)

OSCR:

$8.22B

MRK:

$63.22B

Gross Profit (TTM)

OSCR:

$8.22B

MRK:

$47.97B

EBITDA (TTM)

OSCR:

$90.84M

MRK:

$20.41B

Returns By Period

In the year-to-date period, OSCR achieves a 48.63% return, which is significantly higher than MRK's -6.36% return.


OSCR

YTD

48.63%

1M

-14.89%

6M

-23.38%

1Y

48.15%

5Y*

N/A

10Y*

N/A

MRK

YTD

-6.36%

1M

0.99%

6M

-24.16%

1Y

-5.22%

5Y*

5.84%

10Y*

9.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OSCR vs. MRK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 0.70, compared to the broader market-4.00-2.000.002.000.70-0.19
The chart of Sortino ratio for OSCR, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.53-0.12
The chart of Omega ratio for OSCR, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.98
The chart of Calmar ratio for OSCR, currently valued at 0.67, compared to the broader market0.002.004.006.000.67-0.15
The chart of Martin ratio for OSCR, currently valued at 2.33, compared to the broader market-5.000.005.0010.0015.0020.0025.002.33-0.33
OSCR
MRK

The current OSCR Sharpe Ratio is 0.70, which is higher than the MRK Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of OSCR 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.70
-0.19
OSCR
MRK

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 3.14%.


TTM20232022202120202019201820172016201520142013
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%
MRK
Merck & Co., Inc.
3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%

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 -68.62%. Use the drawdown chart below to compare losses from any high point for OSCR and MRK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.01%
-24.16%
OSCR
MRK

Volatility

OSCR vs. MRK - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 19.99% compared to Merck & Co., Inc. (MRK) at 6.33%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.99%
6.33%
OSCR
MRK

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


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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