PFE vs. MRK
Compare and contrast key facts about Pfizer Inc. (PFE) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFE or MRK.
Performance
PFE vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, PFE achieves a -7.38% return, which is significantly lower than MRK's -6.65% return. Over the past 10 years, PFE has underperformed MRK with an annualized return of 2.68%, while MRK has yielded a comparatively higher 9.14% annualized return.
PFE
-7.38%
-11.51%
-9.79%
-12.05%
-3.04%
2.68%
MRK
-6.65%
-6.36%
-22.85%
0.81%
7.37%
9.14%
Fundamentals
| PFE | MRK | |
|---|---|---|
| Market Cap | $141.33B | $246.49B |
| EPS | $0.75 | $4.82 |
| PE Ratio | 33.25 | 20.22 |
| PEG Ratio | 0.18 | 0.07 |
| Total Revenue (TTM) | $60.11B | $63.22B |
| Gross Profit (TTM) | $36.84B | $48.80B |
| EBITDA (TTM) | $13.84B | $18.89B |
Key characteristics
| PFE | MRK | |
|---|---|---|
| Sharpe Ratio | -0.49 | 0.01 |
| Sortino Ratio | -0.56 | 0.16 |
| Omega Ratio | 0.93 | 1.02 |
| Calmar Ratio | -0.22 | 0.01 |
| Martin Ratio | -1.42 | 0.03 |
| Ulcer Index | 8.46% | 10.14% |
| Daily Std Dev | 24.47% | 20.79% |
| Max Drawdown | -54.82% | -68.63% |
| Current Drawdown | -53.01% | -24.39% |
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Correlation
The correlation between PFE and MRK is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PFE vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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
PFE vs. MRK - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.69%, more than MRK's 3.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.69% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
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
PFE vs. MRK - Drawdown Comparison
The maximum PFE drawdown since its inception was -54.82%, smaller than the maximum MRK drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for PFE and MRK. For additional features, visit the drawdowns tool.
Volatility
PFE vs. MRK - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 7.04% compared to Merck & Co., Inc. (MRK) at 5.95%. This indicates that PFE'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
PFE vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Pfizer 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.
Total Revenue: Total amount of money received from sales and other business activities