AGL vs. MCK
AGL (agilon health, inc.) and MCK (McKesson Corporation) are both stocks. Both are in the Healthcare sector — AGL in Medical Care Facilities, MCK in Medical Distribution. Over the past 5 years, AGL returned -35.90%/yr vs 31.88%/yr for MCK. At a 0.02 correlation, their price movements are largely independent.
Performance
AGL vs. MCK - Performance Comparison
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Returns By Period
In the year-to-date period, AGL achieves a 453.10% return, which is significantly higher than MCK's -7.54% return.
AGL
- 1D
- 15.15%
- 1M
- 256.13%
- YTD
- 453.10%
- 6M
- 423.24%
- 1Y
- 73.94%
- 3Y*
- -43.13%
- 5Y*
- -35.90%
- 10Y*
- —
MCK
- 1D
- 2.36%
- 1M
- -5.40%
- YTD
- -7.54%
- 6M
- -6.85%
- 1Y
- 7.13%
- 3Y*
- 24.74%
- 5Y*
- 31.88%
- 10Y*
- 15.88%
AGL vs. MCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AGL agilon health, inc. | 453.10% | -63.75% | -84.86% | -22.24% | -40.22% | -12.90% |
MCK McKesson Corporation | -7.54% | 44.54% | 23.67% | 24.13% | 51.82% | 30.75% |
Correlation
The correlation between AGL and MCK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.02 |
Fundamentals
AGL:
$1.59B
MCK:
$92.88B
AGL:
-$22.51
MCK:
$38.38
AGL:
0.27
MCK:
0.23
AGL:
8.75
MCK:
13.43
AGL:
$5.82B
MCK:
$403.43B
AGL:
-$225.14M
MCK:
$14.55B
AGL:
-$340.64M
MCK:
$6.91B
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Return for Risk
AGL vs. MCK — Risk / Return Rank
AGL
MCK
AGL vs. MCK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for agilon health, inc. (AGL) and McKesson Corporation (MCK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGL | MCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.26 | +0.59 |
| Martin ratioReturn relative to average drawdown | 1.28 | 0.72 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGL | MCK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.25 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 1.32 | -1.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.33 | 0.44 | -0.77 |
Drawdowns
AGL vs. MCK - Drawdown Comparison
The maximum AGL drawdown since its inception was -99.27%, which is greater than MCK's maximum drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for AGL and MCK.
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Drawdown Indicators
| AGL | MCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.27% | -82.84% | -16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -86.98% | -27.17% | -59.81% |
Max Drawdown (3Y)Largest decline over 3 years | -98.50% | -27.17% | -71.33% |
Max Drawdown (5Y)Largest decline over 5 years | -99.27% | -27.17% | -72.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.23% | — |
Current DrawdownCurrent decline from peak | -91.19% | -23.89% | -67.30% |
Average DrawdownAverage peak-to-trough decline | -67.79% | -28.65% | -39.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.05% | 9.86% | +48.19% |
Volatility
AGL vs. MCK - Volatility Comparison
agilon health, inc. (AGL) has a higher volatility of 81.50% compared to McKesson Corporation (MCK) at 9.96%. This indicates that AGL's price experiences larger fluctuations and is considered to be riskier than MCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGL | MCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 81.50% | 9.96% | +71.54% |
Volatility (6M)Calculated over the trailing 6-month period | 127.07% | 22.82% | +104.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 173.51% | 28.99% | +144.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.77% | 24.18% | +78.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.83% | 28.81% | +73.02% |
Dividends
AGL vs. MCK - Dividend Comparison
AGL has not paid dividends to shareholders, while MCK's dividend yield for the trailing twelve months is around 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGL agilon health, inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK McKesson Corporation | 0.43% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
Financials
AGL vs. MCK - Financials Comparison
This section allows you to compare key financial metrics between agilon health, inc. and McKesson Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AGL vs. MCK - Profitability Comparison
AGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, agilon health, inc. reported a gross profit of 0.00 and revenue of 1.42B. Therefore, the gross margin over that period was 0.0%.
MCK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a gross profit of 4.04B and revenue of 96.30B. Therefore, the gross margin over that period was 4.2%.
AGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, agilon health, inc. reported an operating income of 4.00M and revenue of 1.42B, resulting in an operating margin of 0.3%.
MCK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported an operating income of 2.09B and revenue of 96.30B, resulting in an operating margin of 2.2%.
AGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, agilon health, inc. reported a net income of 29.97M and revenue of 1.42B, resulting in a net margin of 2.1%.
MCK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a net income of 1.68B and revenue of 96.30B, resulting in a net margin of 1.8%.
Frequently Asked Questions
AGL and MCK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGL has higher volatility (81.50%) compared to MCK (9.96%). In terms of maximum drawdown, AGL dropped -99.27% vs MCK's -82.84%.
AGL currently has the higher Sharpe Ratio (0.43 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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