SCVL vs. MRK
SCVL (Shoe Carnival, Inc.) and MRK (Merck & Co., Inc.) are both stocks. SCVL operates in Apparel Retail (Consumer Cyclical), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SCVL returned 5.09%/yr vs 11.18%/yr for MRK. At a 0.14 correlation, their price movements are largely independent.
Performance
SCVL vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, SCVL achieves a 2.84% return, which is significantly lower than MRK's 9.78% return. Over the past 10 years, SCVL has underperformed MRK with an annualized return of 5.09%, while MRK has yielded a comparatively higher 11.18% annualized return.
SCVL
- 1D
- -2.01%
- 1M
- -0.47%
- YTD
- 2.84%
- 6M
- -6.62%
- 1Y
- -9.60%
- 3Y*
- -4.33%
- 5Y*
- -10.41%
- 10Y*
- 5.09%
MRK
- 1D
- -0.82%
- 1M
- 1.41%
- YTD
- 9.78%
- 6M
- 13.95%
- 1Y
- 54.09%
- 3Y*
- 3.77%
- 5Y*
- 12.62%
- 10Y*
- 11.18%
SCVL vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCVL Shoe Carnival, Inc. | 2.84% | -47.64% | 11.18% | 28.52% | -38.00% | 101.21% | 6.51% | 12.39% | 26.61% | 0.39% |
MRK Merck & Co., Inc. | 9.78% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between SCVL and MRK is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1993 | 0.14 |
Fundamentals
SCVL:
$1.80
MRK:
$3.58
SCVL:
9.44
MRK:
32.00
SCVL:
0.58
MRK:
4.36
SCVL:
$603.54M
MRK:
$65.59B
SCVL:
$230.65M
MRK:
$49.79B
SCVL:
$47.52M
MRK:
$22.69B
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Return for Risk
SCVL vs. MRK — Risk / Return Rank
SCVL
MRK
SCVL vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shoe Carnival, Inc. (SCVL) 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.
| SCVL | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.35 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 4.78 | -5.03 |
| Martin ratioReturn relative to average drawdown | -0.40 | 12.00 | -12.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCVL | MRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.02 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.54 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.49 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.48 | -0.38 |
Drawdowns
SCVL vs. MRK - Drawdown Comparison
The maximum SCVL drawdown since its inception was -84.87%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for SCVL and MRK.
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Drawdown Indicators
| SCVL | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.87% | -68.61% | -16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -39.72% | -11.37% | -28.35% |
Max Drawdown (3Y)Largest decline over 3 years | -65.17% | -43.44% | -21.73% |
Max Drawdown (5Y)Largest decline over 5 years | -65.17% | -43.44% | -21.73% |
Max Drawdown (10Y)Largest decline over 10 years | -68.53% | -43.44% | -25.09% |
Current DrawdownCurrent decline from peak | -61.00% | -8.50% | -52.50% |
Average DrawdownAverage peak-to-trough decline | -34.74% | -18.84% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.03% | 4.52% | +19.51% |
Volatility
SCVL vs. MRK - Volatility Comparison
Shoe Carnival, Inc. (SCVL) has a higher volatility of 14.43% compared to Merck & Co., Inc. (MRK) at 8.21%. This indicates that SCVL'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
| SCVL | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.43% | 8.21% | +6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 31.84% | 17.62% | +14.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.85% | 26.92% | +22.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.73% | 23.62% | +24.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.47% | 22.91% | +30.56% |
Dividends
SCVL vs. MRK - Dividend Comparison
SCVL's dividend yield for the trailing twelve months is around 3.64%, more than MRK's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.89% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
SCVL Shoe Carnival, Inc. | 3.64% | 3.47% | 1.59% | 1.36% | 1.42% | 0.65% | 0.89% | 0.89% | 0.93% | 1.08% | 1.00% | 1.08% |
Financials
SCVL vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Shoe Carnival, 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
SCVL vs. MRK - Profitability Comparison
SCVL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported a gross profit of -88.73M and revenue of -254.07M. Therefore, the gross margin over that period was 34.9%.
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%.
SCVL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported an operating income of -10.94M and revenue of -254.07M, resulting in an operating margin of 4.3%.
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%.
SCVL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported a net income of -5.63M and revenue of -254.07M, resulting in a net margin of 2.2%.
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
SCVL and MRK have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCVL has higher volatility (14.43%) compared to MRK (8.21%). In terms of maximum drawdown, SCVL dropped -84.87% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.02 vs -0.19), 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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