Grace is shown to the undeserving; mercy is compassion to the miserable. Thus the synonym for mercy is compassion. Mercy, however, is not simply feeling compassion. Mercy exists when something is done to alleviate distress.
R. Kent Hughes
God’s mercy is so great that you may sooner drain the sea of its water, or deprive the sun of his light, or make space too narrow, than diminish the great mercy of God.