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.
Key characteristics
WSO | MRK | |
---|---|---|
YTD Return | 6.52% | 18.89% |
1Y Return | 36.05% | 12.24% |
3Y Return (Ann) | 18.91% | 25.77% |
5Y Return (Ann) | 27.01% | 14.51% |
10Y Return (Ann) | 19.66% | 12.18% |
Sharpe Ratio | 1.28 | 0.79 |
Daily Std Dev | 26.59% | 17.38% |
Max Drawdown | -64.39% | -68.63% |
Current Drawdown | 0.00% | -2.39% |
Fundamentals
WSO | MRK | |
---|---|---|
Market Cap | $17.52B | $332.33B |
EPS | $12.85 | $0.91 |
PE Ratio | 34.49 | 144.18 |
PEG Ratio | 3.26 | 0.10 |
Revenue (TTM) | $7.30B | $61.40B |
Gross Profit (TTM) | $2.03B | $42.08B |
EBITDA (TTM) | $773.49M | $10.21B |
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.
Performance
WSO vs. MRK - Performance Comparison
In the year-to-date period, WSO achieves a 6.52% return, which is significantly lower than MRK's 18.89% return. Over the past 10 years, WSO has outperformed MRK with an annualized return of 19.66%, while MRK has yielded a comparatively lower 12.18% 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
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 2.23%, less than MRK's 2.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Watsco, Inc. | 2.23% | 2.29% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% | 1.20% |
Merck & Co., Inc. | 2.33% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
WSO vs. MRK - Drawdown Comparison
The maximum WSO drawdown since its inception was -64.39%, smaller than the maximum MRK 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 9.49% compared to Merck & Co., Inc. (MRK) at 4.17%. 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