T vs. MRK
T (AT&T Inc.) and MRK (Merck & Co., Inc.) are both stocks. T operates in Telecom Services (Communication Services), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, T returned 2.10%/yr vs 11.66%/yr for MRK. At a 0.31 correlation, their price movements are largely independent.
Performance
T vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.04% return, which is significantly lower than MRK's 19.92% return. Over the past 10 years, T has underperformed MRK with an annualized return of 2.10%, while MRK has yielded a comparatively higher 11.66% annualized return.
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
MRK
- 1D
- -2.43%
- 1M
- 9.25%
- 6M
- 15.98%
- YTD
- 19.92%
- 1Y
- 60.78%
- 3Y*
- 7.32%
- 5Y*
- 13.74%
- 10Y*
- 11.66%
- ALL TIME*
- 12.44%
T vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
MRK Merck & Co., Inc. | 19.92% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between T and MRK is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.31 |
The correlation between T and MRK shifts across timeframes, from 0.20 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$152.52B
MRK:
$307.27B
T:
$3.05
MRK:
$3.59
T:
7.19
MRK:
34.61
T:
0.30
MRK:
0.03
T:
1.25
MRK:
4.71
T:
$125.65B
MRK:
$65.59B
T:
$105.41B
MRK:
$49.79B
T:
$54.70B
MRK:
$22.69B
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Return for Risk
T vs. MRK — Risk / Return Rank
T
MRK
T vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.37 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 5.37 | -5.84 |
| Martin ratioReturn relative to average drawdown | -1.03 | 13.15 | -14.19 |
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Drawdowns
T vs. MRK - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for T and MRK.
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Drawdown Indicators
| T | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -68.61% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -11.37% | -17.52% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -43.44% | +14.55% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -43.44% | +11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -43.44% | +1.09% |
Current DrawdownCurrent decline from peak | -21.57% | -3.98% | -17.59% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -18.80% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.94% | 4.63% | +8.31% |
Volatility
T vs. MRK - Volatility Comparison
The current volatility for AT&T Inc. (T) is 9.59%, while Merck & Co., Inc. (MRK) has a volatility of 10.10%. This indicates that T experiences smaller price fluctuations and is considered to be less risky 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
| T | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 10.10% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 19.79% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 28.15% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 24.09% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 23.12% | +0.80% |
Dividends
T vs. MRK - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.58%, more than MRK's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.70% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
T vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between AT&T 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
Frequently Asked Questions
T and MRK have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (10.10%) compared to T (9.59%). In terms of maximum drawdown, T dropped -64.15% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.17 vs -0.57), 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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