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TSLA vs. MRK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSLA vs. MRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and Merck & Co., Inc. (MRK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLA achieves a -9.63% return, which is significantly lower than MRK's 13.94% return. Over the past 10 years, TSLA has outperformed MRK with an annualized return of 39.72%, while MRK has yielded a comparatively lower 11.59% annualized return.


TSLA

1D
1.82%
1M
-8.72%
YTD
-9.63%
6M
-11.45%
1Y
27.36%
3Y*
16.25%
5Y*
14.86%
10Y*
39.72%

MRK

1D
-1.42%
1M
4.94%
YTD
13.94%
6M
20.60%
1Y
50.79%
3Y*
5.87%
5Y*
12.81%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. MRK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%
MRK
Merck & Co., Inc.
13.94%9.79%-6.26%1.01%49.42%1.75%-7.20%22.27%39.95%-1.49%

Correlation

The correlation between TSLA and MRK is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2010

0.10

The correlation between TSLA and MRK shifts across timeframes, from -0.04 (5 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSLA:

$1.44T

MRK:

$294.29B

EPS

TSLA:

$1.10

MRK:

$3.58

PE Ratio

TSLA:

370.20

MRK:

33.21

PEG Ratio

TSLA:

45.29

MRK:

0.03

PS Ratio

TSLA:

14.66

MRK:

4.52

PB Ratio

TSLA:

17.10

MRK:

6.41

Total Revenue (TTM)

TSLA:

$97.88B

MRK:

$65.59B

Gross Profit (TTM)

TSLA:

$18.66B

MRK:

$49.79B

EBITDA (TTM)

TSLA:

$10.48B

MRK:

$22.69B

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Return for Risk

TSLA vs. MRK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLA
TSLA Risk / Return Rank: 6161
Overall Rank
TSLA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5959
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5656
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6363
Martin Ratio Rank

MRK
MRK Risk / Return Rank: 8888
Overall Rank
MRK Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MRK Sortino Ratio Rank: 8888
Sortino Ratio Rank
MRK Omega Ratio Rank: 8585
Omega Ratio Rank
MRK Calmar Ratio Rank: 9191
Calmar Ratio Rank
MRK Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLA vs. MRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) 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.


TSLAMRKDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

0.92

4.49

-3.57

Martin ratioReturn relative to average drawdown

2.10

11.22

-9.12

TSLA vs. MRK - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is lower than the MRK Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TSLA and MRK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSLA vs. MRK - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for TSLA and MRK.


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Drawdown Indicators


TSLAMRKDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-68.61%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-11.37%

-18.56%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-43.44%

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-43.44%

-30.19%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-43.44%

-30.19%

Current Drawdown

Current decline from peak

-17.03%

-5.03%

-12.00%

Average Drawdown

Average peak-to-trough decline

-22.72%

-18.83%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

4.54%

+8.52%

Volatility

TSLA vs. MRK - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.25% compared to Merck & Co., Inc. (MRK) at 9.57%. This indicates that TSLA'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.


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Volatility by Period


TSLAMRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

9.57%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

18.04%

+10.69%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

27.18%

+17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

23.66%

+35.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

22.96%

+36.18%

Dividends

TSLA vs. MRK - Dividend Comparison

TSLA has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
MRK
Merck & Co., Inc.
2.79%3.12%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TSLA vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Tesla, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B30.00B20222023202420252026
22.39B
16.29B
(TSLA) Total Revenue
(MRK) Total Revenue
Values in USD except per share items

TSLA vs. MRK - Profitability Comparison

The chart below illustrates the profitability comparison between Tesla, Inc. and Merck & Co., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
21.1%
81.9%
Portfolio components
TSLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a gross profit of 4.72B and revenue of 22.39B. Therefore, the gross margin over that period was 21.1%.

MRK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.

TSLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported an operating income of 941.00M and revenue of 22.39B, resulting in an operating margin of 4.2%.

MRK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.

TSLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a net income of 491.00M and revenue of 22.39B, resulting in a net margin of 2.2%.

MRK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.


Frequently Asked Questions


TSLA and MRK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLA has higher volatility (14.25%) compared to MRK (9.57%). In terms of maximum drawdown, TSLA dropped -73.63% vs MRK's -68.61%.

MRK currently has the higher Sharpe Ratio (1.88 vs 0.62), 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.

Portfolio Optimizer

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