MRK vs MRNA: returns, Sharpe ratio and drawdown

Over the past year, MRNA returned +615.58% against +62.72% for MRK. Over five years, MRK averaged +12.73% a year, compared with -9.51% for MRNA. MRK had the higher Sharpe ratio over the past year (1.68 vs 1.56), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.90% for MRK and -34.16% for MRNA.