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. Data as of 2026-10-29.
| Last close price | $140.93 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +14.38% |
| Total return over period | +49.31% |
| Annualized volatility | 26.72% |
| Period volatility | 46.15% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.80 |
| Sortino ratio | 1.19 |
| Max drawdown | -43.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.64% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $70.39 – $156.45 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Merck & Co. (MRK) has posted an annualized return of +14.38% with annual volatility of 26.72%, a Sharpe ratio of 0.80. Its worst stretch (max drawdown from a peak) was -43.44%. Its correlation with the S&P 500 is 0.16, 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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