Merck & Co. (MRK) Volatility

    Healthcare
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    MRK volatility — the short answer

    MRK's realised volatility is 49.1% annualised over 20 days and 36.8% over 60 days, placing it in the 100th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+49.1%
    Realised volatility (60d, annualised)+36.8%
    1-year volatility percentile100
    Current drawdown from peak-3.9%
    Deepest 1-year drawdown-11.9%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    LLY — Eli Lilly and Co.33.1
    UNH — UnitedHealth Group19.2
    JNJ — Johnson & Johnson21.2
    ABBV — AbbVie Inc.21.6
    TMO — Thermo Fisher Scientific23.8

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