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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Pfizer Inc.  vs   Merck & Co. Inc.
 Compare Fundamentals  
Daily Returns (%)
MRK   PFE   
 
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Considering 30-days investment horizon, Pfizer is expected to generate 3.22 times less return on investment than Merck. But when comparing it to its historical volatility, Pfizer Inc is 1.2 times less risky than Merck. It trades about 0.06 of its potential returns per unit of risk. Merck Co Inc is currently generating about 0.17 of returns per unit of risk over similar time horizon. If you would invest  4,733  in Merck Co Inc on May 19, 2013 and sell it today you would earn a total of  47.00  from holding Merck Co Inc or generate 0.99% return on investment over 30 days.

Diversification

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Pfizer Inc. and Merck & Co. Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.3
Parameters
Time Period1 Month [change]
DirectionPositive MRK Moved Up vs PFE
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Pfizer Inc

 
    
Pfizer
Performance
3
Out Of
100
Over 30
Days
97% of all equities and portfolios perform better than Pfizer Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Pfizer Inc are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Pfizer

Johnson Johnson vs. Pfizer Inc
Novartis AG vs. Pfizer Inc
Sanofi vs. Pfizer Inc
Merck Co Inc vs. Pfizer Inc
GlaxoSmithKline plc vs. Pfizer Inc
BristolMyers Squibb Company vs. Pfizer Inc
AstraZeneca PLC vs. Pfizer Inc
Eli Lilly and Company vs. Pfizer Inc
Impax Laboratories Inc vs. Pfizer Inc
  

Merck Co Inc

 
    
Merck
Performance
9
Out Of
100
Over 30
Days
91% of all equities and portfolios perform better than Merck Co Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Merck Co Inc are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Merck

Johnson Johnson vs. Merck Co Inc
Pfizer Inc vs. Merck Co Inc
Novartis AG vs. Merck Co Inc
Sanofi vs. Merck Co Inc
GlaxoSmithKline plc vs. Merck Co Inc
BristolMyers Squibb Company vs. Merck Co Inc
AstraZeneca PLC vs. Merck Co Inc
Eli Lilly and Company vs. Merck Co Inc
Impax Laboratories Inc vs. Merck Co Inc


 
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