TRV vs. MRK
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRV or MRK.
Performance
TRV vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, TRV achieves a 38.83% return, which is significantly higher than MRK's -10.38% return. Over the past 10 years, TRV has outperformed MRK with an annualized return of 12.30%, while MRK has yielded a comparatively lower 8.68% annualized return.
TRV
38.83%
7.36%
19.82%
54.88%
16.97%
12.30%
MRK
-10.38%
-11.80%
-25.99%
-3.28%
6.70%
8.68%
Fundamentals
| TRV | MRK | |
|---|---|---|
| Market Cap | $58.57B | $249.37B |
| EPS | $19.48 | $4.78 |
| PE Ratio | 13.24 | 20.62 |
| PEG Ratio | 0.88 | 0.07 |
| Total Revenue (TTM) | $45.34B | $63.22B |
| Gross Profit (TTM) | $45.45B | $48.80B |
| EBITDA (TTM) | $1.51B | $18.85B |
Key characteristics
| TRV | MRK | |
|---|---|---|
| Sharpe Ratio | 2.48 | -0.17 |
| Sortino Ratio | 3.07 | -0.09 |
| Omega Ratio | 1.51 | 0.99 |
| Calmar Ratio | 4.68 | -0.13 |
| Martin Ratio | 10.95 | -0.36 |
| Ulcer Index | 5.19% | 9.74% |
| Daily Std Dev | 22.89% | 20.69% |
| Max Drawdown | -55.11% | -68.63% |
| Current Drawdown | -1.74% | -27.41% |
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Correlation
The correlation between TRV and MRK is 0.33, 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.
Risk-Adjusted Performance
TRV vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) 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
TRV vs. MRK - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.57%, less than MRK's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.57% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
MRK Merck & Co., Inc. | 3.21% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
Drawdowns
TRV vs. MRK - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum MRK drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for TRV and MRK. For additional features, visit the drawdowns tool.
Volatility
TRV vs. MRK - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 6.41% compared to Merck & Co., Inc. (MRK) at 5.26%. This indicates that TRV'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
TRV vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, 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