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

Correlation

The correlation between SNY and MRK is 0.41, 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.


-0.50.00.51.00.4

Performance

SNY vs. MRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) 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%JulyAugustSeptemberOctoberNovemberDecember
0.53%
-23.89%
SNY
MRK

Key characteristics

Sharpe Ratio

SNY:

-0.07

MRK:

-0.21

Sortino Ratio

SNY:

0.06

MRK:

-0.14

Omega Ratio

SNY:

1.01

MRK:

0.98

Calmar Ratio

SNY:

-0.07

MRK:

-0.16

Martin Ratio

SNY:

-0.18

MRK:

-0.36

Ulcer Index

SNY:

8.86%

MRK:

12.08%

Daily Std Dev

SNY:

22.20%

MRK:

21.12%

Max Drawdown

SNY:

-46.65%

MRK:

-68.62%

Current Drawdown

SNY:

-18.91%

MRK:

-25.17%

Fundamentals

Market Cap

SNY:

$122.70B

MRK:

$253.12B

EPS

SNY:

$1.89

MRK:

$4.78

PE Ratio

SNY:

25.89

MRK:

20.93

PEG Ratio

SNY:

0.76

MRK:

0.07

Total Revenue (TTM)

SNY:

$59.54B

MRK:

$63.22B

Gross Profit (TTM)

SNY:

$40.42B

MRK:

$47.97B

EBITDA (TTM)

SNY:

$11.26B

MRK:

$20.41B

Returns By Period

In the year-to-date period, SNY achieves a -4.56% return, which is significantly higher than MRK's -7.61% return. Over the past 10 years, SNY has underperformed MRK with an annualized return of 3.87%, while MRK has yielded a comparatively higher 9.33% annualized return.


SNY

YTD

-4.56%

1M

-1.13%

6M

1.30%

1Y

-1.56%

5Y*

1.77%

10Y*

3.87%

MRK

YTD

-7.61%

1M

1.43%

6M

-23.89%

1Y

-5.32%

5Y*

5.52%

10Y*

9.33%

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Risk-Adjusted Performance

SNY vs. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) 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 SNY, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.07-0.21
The chart of Sortino ratio for SNY, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.06-0.14
The chart of Omega ratio for SNY, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.98
The chart of Calmar ratio for SNY, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.16
The chart of Martin ratio for SNY, currently valued at -0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.18-0.36
SNY
MRK

The current SNY Sharpe Ratio is -0.07, which is higher than the MRK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of SNY 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
-0.21
SNY
MRK

Dividends

SNY vs. MRK - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 4.29%, more than MRK's 3.18% yield.


TTM20232022202120202019201820172016201520142013
SNY
Sanofi
4.29%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%3.47%
MRK
Merck & Co., Inc.
3.18%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%

Drawdowns

SNY vs. MRK - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.65%, smaller than the maximum MRK drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for SNY and MRK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.91%
-25.17%
SNY
MRK

Volatility

SNY vs. MRK - Volatility Comparison

Sanofi (SNY) has a higher volatility of 8.69% compared to Merck & Co., Inc. (MRK) at 6.67%. This indicates that SNY'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.69%
6.67%
SNY
MRK

Financials

SNY vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Sanofi 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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