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.
Key characteristics
TRV | MRK | |
---|---|---|
YTD Return | 12.77% | 17.70% |
1Y Return | 22.03% | 11.61% |
3Y Return (Ann) | 12.94% | 24.52% |
5Y Return (Ann) | 10.85% | 14.25% |
10Y Return (Ann) | 11.60% | 12.28% |
Sharpe Ratio | 1.19 | 0.62 |
Daily Std Dev | 18.43% | 17.35% |
Max Drawdown | -55.11% | -68.63% |
Current Drawdown | -7.38% | -3.36% |
Fundamentals
TRV | MRK | |
---|---|---|
Market Cap | $48.88B | $332.33B |
EPS | $13.47 | $0.91 |
PE Ratio | 15.85 | 144.18 |
PEG Ratio | 0.82 | 0.10 |
Revenue (TTM) | $42.89B | $61.40B |
Gross Profit (TTM) | $8.52B | $42.08B |
EBITDA (TTM) | $4.91B | $10.21B |
Correlation
The correlation between TRV and MRK is 0.30, 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
TRV vs. MRK - Performance Comparison
In the year-to-date period, TRV achieves a 12.77% return, which is significantly lower than MRK's 17.70% return. Over the past 10 years, TRV has underperformed MRK with an annualized return of 11.60%, while MRK has yielded a comparatively higher 12.28% 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
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 1.87%, less than MRK's 2.35% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
The Travelers Companies, Inc. | 1.87% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
Merck & Co., Inc. | 2.35% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
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 9.10% compared to Merck & Co., Inc. (MRK) at 3.83%. 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