SHOE vs. MRK
SHOE (Shoe Station Group, Inc.) and MRK (Merck & Co., Inc.) are both stocks. SHOE operates in Apparel Retail (Consumer Cyclical), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SHOE returned 3.17%/yr vs 12.28%/yr for MRK. At a 0.14 correlation, their price movements are largely independent.
Performance
SHOE vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, SHOE achieves a -8.93% return, which is significantly lower than MRK's 24.89% return. Over the past 10 years, SHOE has underperformed MRK with an annualized return of 3.17%, while MRK has yielded a comparatively higher 12.28% annualized return.
SHOE
- 1D
- -0.07%
- 1M
- -13.23%
- 6M
- -8.93%
- YTD
- -8.93%
- 1Y
- -26.06%
- 3Y*
- -12.59%
- 5Y*
- -14.24%
- 10Y*
- 3.17%
MRK
- 1D
- 3.34%
- 1M
- 12.83%
- 6M
- 24.89%
- YTD
- 24.89%
- 1Y
- 62.51%
- 3Y*
- 7.52%
- 5Y*
- 14.01%
- 10Y*
- 12.28%
SHOE vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHOE Shoe Station Group, Inc. | -8.93% | -47.64% | 11.18% | 28.52% | -38.00% | 101.21% | 6.51% | 12.39% | 26.61% | 0.39% |
MRK Merck & Co., Inc. | 24.89% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between SHOE 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 | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1993 | 0.14 |
Fundamentals
SHOE:
$409.71M
MRK:
$319.89B
SHOE:
$1.36
MRK:
$3.59
SHOE:
11.13
MRK:
36.05
SHOE:
0.37
MRK:
4.91
SHOE:
0.61
MRK:
6.98
SHOE:
$1.13B
MRK:
$65.59B
SHOE:
$409.47M
MRK:
$49.79B
SHOE:
$87.75M
MRK:
$22.69B
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Return for Risk
SHOE vs. MRK — Risk / Return Rank
SHOE
MRK
SHOE vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shoe Station Group, Inc. (SHOE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SHOE | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.38 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 5.53 | -6.16 |
| Martin ratioReturn relative to average drawdown | -1.00 | 13.61 | -14.61 |
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Drawdowns
SHOE vs. MRK - Drawdown Comparison
The maximum SHOE 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 SHOE and MRK.
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Drawdown Indicators
| SHOE | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.87% | -68.61% | -16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -41.25% | -11.37% | -29.88% |
Max Drawdown (3Y)Largest decline over 3 years | -66.06% | -43.44% | -22.62% |
Max Drawdown (5Y)Largest decline over 5 years | -66.06% | -43.44% | -22.62% |
Max Drawdown (10Y)Largest decline over 10 years | -68.53% | -43.44% | -25.09% |
Current DrawdownCurrent decline from peak | -65.46% | 0.00% | -65.46% |
Average DrawdownAverage peak-to-trough decline | -34.80% | -18.82% | -15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.08% | 4.61% | +21.47% |
Volatility
SHOE vs. MRK - Volatility Comparison
Shoe Station Group, Inc. (SHOE) has a higher volatility of 12.81% compared to Merck & Co., Inc. (MRK) at 9.51%. This indicates that SHOE'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
| SHOE | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.81% | 9.51% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 32.19% | 19.07% | +13.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.88% | 27.76% | +22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.67% | 23.92% | +23.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.58% | 23.03% | +30.55% |
Dividends
SHOE vs. MRK - Dividend Comparison
SHOE's dividend yield for the trailing twelve months is around 4.11%, more than MRK's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.59% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
SHOE Shoe Station Group, Inc. | 4.11% | 3.47% | 1.59% | 1.36% | 1.42% | 0.65% | 0.89% | 0.89% | 0.93% | 1.08% | 1.00% | 1.08% |
Financials
SHOE vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Shoe Station Group, 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
SHOE vs. MRK - Profitability Comparison
SHOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a gross profit of 90.10M and revenue of 270.73M. Therefore, the gross margin over that period was 33.3%.
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SHOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported an operating income of -6.04M and revenue of 270.73M, resulting in an operating margin of -2.2%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
SHOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a net income of -5.63M and revenue of 270.73M, resulting in a net margin of -2.1%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
SHOE 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.
SHOE has higher volatility (12.81%) compared to MRK (9.51%). In terms of maximum drawdown, SHOE dropped -84.87% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.26 vs -0.53), 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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