Merck & Co., Inc. (MRK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Merck & Co., Inc. (MRK): 1Y return 83.8%, Sharpe ratio 2.11, volatility 29.9%, 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: 14.9%, Sharpe: 3.73, Volatility: 52.7%, Max Drawdown: -4.4%
- YTD
- Return: 44.1%, Sharpe: 1.92, Volatility: 30.4%, Max Drawdown: -11.4%
- 1Y
- Return: 83.8%, Sharpe: 2.11, Volatility: 29.9%, Max Drawdown: -11.4%
- 5Y
- Return: 129.1%, Sharpe: 0.78, Volatility: 24.4%, Max Drawdown: -43.4%
- 10Y
- Return: 238.9%, Sharpe: 0.63, 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.