Merck & Co., Inc. (MRK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Merck & Co., Inc. (MRK): 1Y return 74.1%, Sharpe ratio 2.02, volatility 28.5%, max drawdown -11.4%. A Stock in the Equity asset class. Compare MRK with other assets and invest through your own broker with pfolio.
Merck & Co., Inc. (MRK) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MRK Performance
- MTD
- Return: 0.1%, Sharpe: 0.23, Volatility: 27.2%, Max Drawdown: -4.0%
- YTD
- Return: 41.0%, Sharpe: 1.61, Volatility: 29.1%, Max Drawdown: -11.4%
- 1Y
- Return: 74.1%, Sharpe: 2.02, Volatility: 28.5%, Max Drawdown: -11.4%
- 5Y
- Return: 112.9%, Sharpe: 0.72, Volatility: 24.2%, Max Drawdown: -43.4%
- 10Y
- Return: 235.5%, Sharpe: 0.62, Volatility: 22.9%, Max Drawdown: -43.4%
Frequently Asked Questions
- What is Merck & Co., Inc. (MRK)?
- Merck & Co., Inc. (MRK) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does MRK compare to other assets?
- You can compare MRK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MRK through pfolio?
- pfolio helps you build diversified portfolios that may include MRK. You invest through your own broker — pfolio provides the analytics.