Merck KGaA

10-Year Study

MRK.XETRA · Healthcare · DE · Common Stock

Executive Summary: Merck KGaA has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 64.5%.

1Y CAGR
-0.3%
3Y CAGR
-10.2%
5Y CAGR
-3.8%
10Y CAGR
+3.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +63.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.42.2-16.17.0————————-6.1%
20254.6-7.1-6.9-1.9-5.3-4.80.3-1.81.13.72.25.7-10.7%
20245.83.53.7-7.611.8-7.17.16.1-10.2-3.8-6.8-1.2-1.5%
20235.6-6.1-4.3-5.21.5-6.95.43.9-4.7-10.012.5-10.0-19.2%
2022-14.6-8.46.9-5.8-1.1-8.015.3-7.7-2.7-1.15.34.1-19.5%
2021-1.9-2.38.41.21.09.66.816.5-6.78.87.23.763.3%
202010.0-5.9-14.114.8-1.60.14.65.29.62.15.34.936.6%
20191.8-0.912.0-5.4-8.96.40.55.26.33.4-0.8-0.618.6%
2018-1.9-6.6-5.35.97.5-4.35.13.0-1.66.32.9-7.61.8%
20172.51.53.50.90.8-1.6-12.2-0.62.0-2.4-2.70.4-8.5%
2016———11.911.01.28.5-4.51.7-2.30.94.937.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 64.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.1% of variance. Idiosyncratic stock-specific factors contribute 4.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111194.938320832536
2016-05-0112428.83688236119
2016-06-0112580.83225504458
2016-07-0113646.155276732761
2016-08-0113035.415678344758
2016-09-0113252.360546136837
2016-10-0112941.466651326335
2016-11-0113063.059797350012
2016-12-0113700.040819993284
2017-01-0114045.48198325277
2017-02-0114252.749833331492
2017-03-0114757.089518718094
2017-04-0114895.262831898854
2017-05-0115013.483206276507
2017-06-0114775.954975074586
2017-07-0112973.492221348384
2017-08-0112891.048443402842
2017-09-0113150.940987528626
2017-10-0112839.353625650716
2017-11-0112495.630369444581
2017-12-0112540.343234677135
2018-01-0112298.62267984044
2018-02-0111488.211847884848
2018-03-0110884.596047552928
2018-04-0111522.396622184959
2018-05-0112390.617390577989
2018-06-0111862.873191666416
2018-07-0112467.229740911247
2018-08-0112836.075417695705
2018-09-0112626.112502423195
2018-10-0113423.410502558734
2018-11-0113812.114554455287
2018-12-0112765.136888823043
2019-01-0112992.13702909252
2019-02-0112878.644839265367
2019-03-0114420.72646979557
2019-04-0113638.574420836792
2019-05-0112428.237978984795
2019-06-0113218.837717673798
2019-07-0113287.837690880751
2019-08-0113980.69009429576
2019-09-0114856.113463820719
2019-10-0115366.41066174095
2019-11-0115237.031771824117
2019-12-0115143.60284510625
2020-01-0116660.12075783342
2020-02-0115675.460564576755
2020-03-0113457.469191937502
2020-04-0115443.527351759594
2020-05-0115200.908441858302
2020-06-0115223.020584939472
2020-07-0115923.012547025735
2020-08-0116748.269878469895
2020-09-0118354.57601581105
2020-10-0118737.73233116835
2020-11-0119725.0875896188
2020-12-0120682.970497704468
2021-01-0120292.453975063552
2021-02-0119828.240815895526
2021-03-0121486.11568606746
2021-04-0121749.522847375778
2021-05-0121957.86241928595
2021-06-0124063.62245131152
2021-07-0125693.159735410794
2021-08-0129941.859090644026
2021-09-0127925.39870416222
2021-10-0130388.310036517345
2021-11-0132575.91494311206
2021-12-0133781.33407303154
2022-01-0128855.511408321287
2022-02-0126422.356117403975
2022-03-0128252.793963053966
2022-04-0126612.5552212554
2022-05-0126319.297454818257
2022-06-0124213.742310789876
2022-07-0127928.53506658072
2022-08-0125777.873041940573
2022-09-0125086.0450785115
2022-10-0124815.324991765083
2022-11-0126138.822650525693
2022-12-0127206.620088795302
2023-01-0128733.145992154365
2023-02-0126973.52059045569
2023-03-0125800.426482246454
2023-04-0124446.85756974466
2023-05-0124819.48579416952
2023-06-0123111.49216776229
2023-07-0124369.61479480467
2023-08-0125315.125619983202
2023-09-0124117.99657364226
2023-10-0121708.482205477445
2023-11-0124422.995998379807
2023-12-0121975.356702122797
2024-01-0123241.10746690665
2024-02-0124064.61537006712
2024-03-0124949.116853929045
2024-04-0123049.143174156376
2024-05-0125764.902055657032
2024-06-0123946.647165532166
2024-07-0125656.579347605093
2024-08-0127211.758049340184
2024-09-0124449.568395553615
2024-10-0123521.110555987223
2024-11-0121911.76261991858
2024-12-0121648.702192143966
2025-01-0122654.54465218686
2025-02-0121052.935178165873
2025-03-0119590.602260387426
2025-04-0119212.189890195794
2025-05-0118203.510519422594
2025-06-0117336.676685164377
2025-07-0117383.958530669366
2025-08-0117068.74622730274
2025-09-0117249.993301738552
2025-10-0117880.417908471805
2025-11-0118282.31359526425
2025-12-0119322.51419637411
2026-01-0119787.452343839883
2026-02-0120220.869260968993
2026-03-0116958.421921124424
2026-04-0118148.348366333437
Annual Return Matrix
YearAnnual Return
2017-0.08464920656467922
20180.017925638073788885
20190.18632514300459668
20200.3657892847069941
20210.6332921848329676
2022-0.1946256465189452
2023-0.19227906184594157
2024-0.014864582832791018
2025-0.10745161419486826
2026-0.06076672104404557
Total Factor Risk
0.6452980493790456
VTI.US Exposure
0.0024048990046398396
VEA.US Exposure
0.018481094252926336
VWO.US Exposure
0.008023861614368763
QQQ.US Exposure
-0.03234250720033725
VTV.US Exposure
-0.016327992246260026
IJR.US Exposure
0.00025223968247474525
QUAL.US Exposure
0.21359675114270085
SHV.US Exposure
0.7313677404274493
TLT.US Exposure
0.010927936696935394
LQD.US Exposure
-0.005104721987935827
HYG.US Exposure
0.007051885742779649
GLD.US Exposure
0.00015639537400837934
USO.US Exposure
0.007625652954031117
VNQ.US Exposure
0.002212146914491337
BTC-USD.CC Exposure
-0.0004102316014128442
CPER.US Exposure
0.0036375911296371312
VIX.INDX Exposure
-0.000945888121506294
UUP.US Exposure
0.0037721505068793754
TIP.US Exposure
-0.0003779767597473903
Idiosyncratic Exposure
0.04599897247387748
Value Score
42.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
64.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.00%
Market Cap$47.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Merck KGaA a high-risk investment?

Merck KGaA (MRK.XETRA) has an annualized volatility of 64.5% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of MRK.XETRA?

Over the past 10 years, MRK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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