Merck & Co., Inc. (MRK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Merck & Co., Inc. (MRK): 1Y return 53.8%, Sharpe ratio 1.65, volatility 27.4%, 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: -3.5%, Sharpe: -3.07, Volatility: 30.9%, Max Drawdown: -4.6%
- YTD
- Return: 19.6%, Sharpe: 1.37, Volatility: 26.4%, Max Drawdown: -11.4%
- 1Y
- Return: 53.8%, Sharpe: 1.65, Volatility: 27.4%, Max Drawdown: -11.4%
- 5Y
- Return: 86.8%, Sharpe: 0.63, Volatility: 23.5%, Max Drawdown: -43.4%
- 10Y
- Return: 196.6%, Sharpe: 0.58, Volatility: 22.6%, 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.