Merck & Co. (MRK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Merck & Co., a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $143.93 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +13.65% |
| Total return over period | +46.43% |
| Annualized volatility | 26.35% |
| Period volatility | 45.49% |
| Sharpe ratio | 0.37 |
| Sortino ratio | 0.55 |
| Max drawdown | -43.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.59% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $70.39 – $156.45 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Merck & Co. (MRK) has posted an annualized return of +13.65% with annual volatility of 26.35%, a Sharpe ratio of 0.37. Its worst stretch (max drawdown from a peak) was -43.44%. Its correlation with the S&P 500 is 0.17, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Merck & Co. (MRK) is of the S&P 500.
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