Merck & Co. (MRK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Merck & Co., an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $129.78 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +10.16% |
| Total return over period | +33.47% |
| Annualized volatility | 25.19% |
| Sharpe ratio | 0.26 |
| Sortino ratio | 0.37 |
| Max drawdown | -43.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.59% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $70.39 – $131.82 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Merck & Co. (MRK) has posted an annualized return of +10.16% with annual volatility of 25.19%, a Sharpe ratio of 0.26. Its worst stretch (max drawdown from a peak) was -43.44%. Its correlation with the S&P 500 is 0.18, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MRK would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with MRK →
Other Health Care stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio