MERCK & CO
Free full Seasonality data:
MRK vs SPY 1 Year Daily ReturnsMRK has a beta of 0.33. In the past year, MRK has been less volatile than the S&P500.
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MRK Historical BetaSince 2024-07-17, the beta for MRK changed by +0.09 and had an average of 0.24.
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MRK Sharpe RatioMRK has a 1 year sharpe of -1.35 which is -1.69 compared to the S&P500.
Display:
1y
Timeframe:
1y
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MRK Daily P/L Normal DistributionMRK has a P/L mean of -0.14% and a std dev of 1.75%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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MRK 1 Year DrawdownMRK had a max drawdown of 42.5% in the previous year.
1y
MRK Yearly Drawdown DurationMRK has an average drawdown duration of 22.33 days every year.