WSO vs. MRK
Compare and contrast key facts about Watsco, Inc. (WSO) and Merck & Co., Inc. (MRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSO or MRK.
Performance
WSO vs. MRK - Performance Comparison
Returns By Period
In the year-to-date period, WSO achieves a 24.42% return, which is significantly higher than MRK's -10.38% return. Over the past 10 years, WSO has outperformed MRK with an annualized return of 21.52%, while MRK has yielded a comparatively lower 8.68% annualized return.
WSO
24.42%
5.28%
10.22%
39.02%
27.56%
21.52%
MRK
-10.38%
-11.80%
-25.99%
-3.28%
6.70%
8.68%
Fundamentals
| WSO | MRK | |
|---|---|---|
| Market Cap | $21.58B | $249.37B |
| EPS | $12.99 | $4.78 |
| PE Ratio | 41.33 | 20.62 |
| PEG Ratio | 4.74 | 0.07 |
| Total Revenue (TTM) | $7.47B | $63.22B |
| Gross Profit (TTM) | $1.99B | $48.80B |
| EBITDA (TTM) | $564.92M | $18.85B |
Key characteristics
| WSO | MRK | |
|---|---|---|
| Sharpe Ratio | 1.44 | -0.17 |
| Sortino Ratio | 1.97 | -0.09 |
| Omega Ratio | 1.25 | 0.99 |
| Calmar Ratio | 2.89 | -0.13 |
| Martin Ratio | 6.77 | -0.36 |
| Ulcer Index | 5.85% | 9.74% |
| Daily Std Dev | 27.59% | 20.69% |
| Max Drawdown | -79.75% | -68.63% |
| Current Drawdown | -4.11% | -27.41% |
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Correlation
The correlation between WSO 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.
Risk-Adjusted Performance
WSO vs. MRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) 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
WSO vs. MRK - Dividend Comparison
WSO's dividend yield for the trailing twelve months is around 2.03%, less than MRK's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSO Watsco, Inc. | 2.03% | 2.29% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% | 1.20% |
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
WSO vs. MRK - Drawdown Comparison
The maximum WSO drawdown since its inception was -79.75%, which is greater than MRK's maximum drawdown of -68.63%. Use the drawdown chart below to compare losses from any high point for WSO and MRK. For additional features, visit the drawdowns tool.
Volatility
WSO vs. MRK - Volatility Comparison
Watsco, Inc. (WSO) has a higher volatility of 9.66% compared to Merck & Co., Inc. (MRK) at 5.26%. This indicates that WSO'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
WSO vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between Watsco, 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