UNMA vs. MRK
UNMA (Unum Group) and MRK (Merck & Co., Inc.) are both stocks. Over the past 5 years, UNMA returned 1.55%/yr vs 14.64%/yr for MRK. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
UNMA vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, UNMA achieves a -4.15% return, which is significantly lower than MRK's 25.51% return.
UNMA
- 1D
- 0.05%
- 1M
- -2.46%
- 6M
- -5.70%
- YTD
- -4.15%
- 1Y
- -2.18%
- 3Y*
- 2.86%
- 5Y*
- 1.55%
- 10Y*
- —
- ALL TIME*
- 4.38%
MRK
- 1D
- 0.32%
- 1M
- 0.49%
- 6M
- 19.80%
- YTD
- 25.51%
- 1Y
- 69.70%
- 3Y*
- 10.70%
- 5Y*
- 14.64%
- 10Y*
- 12.26%
- ALL TIME*
- 12.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $997.19M | $1.08B | $1.21B | |
UNMA Unum Group | $639.64K | $527.37K | $568.21K |
UNMA vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UNMA Unum Group | -4.15% | 4.42% | -0.32% | 12.61% | -2.48% | 0.24% | 8.68% | 26.42% | -6.18% |
MRK Merck & Co., Inc. | 25.51% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 27.02% |
Correlation
The correlation between UNMA and MRK is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018 | 0.07 |
The correlation between UNMA and MRK shifts across timeframes, from -0.11 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
Fundamentals
UNMA:
$13.67B
MRK:
$321.62B
UNMA:
$4.24
MRK:
$3.59
UNMA:
5.06
MRK:
36.23
UNMA:
0.35
MRK:
0.03
UNMA:
0.27
MRK:
4.93
UNMA:
0.36
MRK:
7.02
UNMA:
$13.25B
MRK:
$65.59B
UNMA:
$4.73B
MRK:
$49.79B
UNMA:
$1.21B
MRK:
$22.69B
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Return for Risk
UNMA vs. MRK — Risk / Return Rank
UNMA
MRK
UNMA vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNMA) 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.
| UNMA | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 6.39 | -6.65 |
| Martin ratioReturn relative to average drawdown | -0.67 | 16.11 | -16.78 |
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Drawdowns
UNMA vs. MRK - Drawdown Comparison
The maximum UNMA drawdown since its inception was -41.65%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for UNMA and MRK.
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Drawdown Indicators
| UNMA | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.65% | -68.61% | +26.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -11.37% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -9.10% | -43.44% | +34.34% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -43.44% | +28.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.44% | — |
Current DrawdownCurrent decline from peak | -8.38% | -1.23% | -7.15% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -18.79% | +15.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.50% | -0.95% |
Volatility
UNMA vs. MRK - Volatility Comparison
The current volatility for Unum Group (UNMA) is 1.85%, while Merck & Co., Inc. (MRK) has a volatility of 8.23%. This indicates that UNMA 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
| UNMA | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 8.23% | -6.38% |
Volatility (6M)Calculated over the trailing 6-month period | 5.17% | 19.68% | -14.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.81% | 27.87% | -20.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 24.10% | -11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 23.13% | -4.06% |
Dividends
UNMA vs. MRK - Dividend Comparison
UNMA's dividend yield for the trailing twelve months is around 7.29%, more than MRK's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.58% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
UNMA Unum Group | 7.29% | 6.76% | 6.62% | 6.19% | 6.53% | 5.98% | 5.65% | 5.79% | 3.75% | 0.00% | 0.00% | 0.00% |
Financials
UNMA vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Unum Group 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
UNMA vs. MRK - Profitability Comparison
UNMA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Unum Group reported a gross profit of 1.29B and revenue of 3.29B. Therefore, the gross margin over that period was 39.2%.
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
UNMA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Unum Group reported an operating income of 329.50M and revenue of 3.29B, resulting in an operating margin of 10.0%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
UNMA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Unum Group reported a net income of 256.90M and revenue of 3.29B, resulting in a net margin of 7.8%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
UNMA and MRK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (8.23%) compared to UNMA (1.85%). In terms of maximum drawdown, UNMA dropped -41.65% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.64 vs -0.31), 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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