TEVA vs. MRK
Compare and contrast key facts about Teva Pharmaceutical Industries Limited (TEVA) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEVA or MRK.
Key characteristics
TEVA | MRK | |
---|---|---|
YTD Return | 70.98% | 10.58% |
1Y Return | 69.35% | 12.62% |
3Y Return (Ann) | 25.84% | 21.77% |
5Y Return (Ann) | 18.92% | 11.48% |
10Y Return (Ann) | -9.39% | 10.79% |
Sharpe Ratio | 1.96 | 0.64 |
Daily Std Dev | 34.91% | 20.18% |
Max Drawdown | -93.11% | -68.63% |
Current Drawdown | -73.35% | -10.44% |
Fundamentals
TEVA | MRK | |
---|---|---|
Market Cap | $20.22B | $299.84B |
EPS | -$0.39 | $5.41 |
PEG Ratio | 1.29 | 0.08 |
Total Revenue (TTM) | $16.30B | $62.52B |
Gross Profit (TTM) | $8.07B | $47.09B |
EBITDA (TTM) | $4.50B | $21.95B |
Correlation
The correlation between TEVA and MRK is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEVA vs. MRK - Performance Comparison
In the year-to-date period, TEVA achieves a 70.98% return, which is significantly higher than MRK's 10.58% return. Over the past 10 years, TEVA has underperformed MRK with an annualized return of -9.39%, while MRK has yielded a comparatively higher 10.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEVA vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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
TEVA vs. MRK - Dividend Comparison
TEVA has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.60%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.49% | 3.75% | 2.08% | 2.37% | 3.19% |
Merck & Co., Inc. | 2.60% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
TEVA vs. MRK - Drawdown Comparison
The maximum TEVA drawdown since its inception was -93.11%, which is greater than MRK's maximum drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for TEVA and MRK. For additional features, visit the drawdowns tool.
Volatility
TEVA vs. MRK - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 7.12% compared to Merck & Co., Inc. (MRK) at 4.84%. This indicates that TEVA'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
TEVA vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited 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