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ALGN vs. MCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALGN and MCK is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ALGN vs. MCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Align Technology, Inc. (ALGN) and McKesson Corporation (MCK). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
959.21%
2,511.84%
ALGN
MCK

Key characteristics

Sharpe Ratio

ALGN:

-1.01

MCK:

1.15

Sortino Ratio

ALGN:

-1.52

MCK:

1.56

Omega Ratio

ALGN:

0.83

MCK:

1.26

Calmar Ratio

ALGN:

-0.51

MCK:

1.31

Martin Ratio

ALGN:

-1.35

MCK:

3.22

Ulcer Index

ALGN:

30.55%

MCK:

9.71%

Daily Std Dev

ALGN:

40.81%

MCK:

27.32%

Max Drawdown

ALGN:

-92.80%

MCK:

-82.83%

Current Drawdown

ALGN:

-74.88%

MCK:

-3.06%

Fundamentals

Market Cap

ALGN:

$13.49B

MCK:

$86.28B

EPS

ALGN:

$5.62

MCK:

$21.81

PE Ratio

ALGN:

32.79

MCK:

31.56

PEG Ratio

ALGN:

1.06

MCK:

1.19

PS Ratio

ALGN:

3.37

MCK:

0.25

PB Ratio

ALGN:

3.37

MCK:

5.04

Total Revenue (TTM)

ALGN:

$3.00B

MCK:

$268.23B

Gross Profit (TTM)

ALGN:

$2.11B

MCK:

$9.49B

EBITDA (TTM)

ALGN:

$633.28M

MCK:

$3.54B

Returns By Period

In the year-to-date period, ALGN achieves a -12.07% return, which is significantly lower than MCK's 22.08% return. Over the past 10 years, ALGN has underperformed MCK with an annualized return of 11.95%, while MCK has yielded a comparatively higher 12.68% annualized return.


ALGN

YTD

-12.07%

1M

10.15%

6M

-16.39%

1Y

-40.95%

5Y*

-0.92%

10Y*

11.95%

MCK

YTD

22.08%

1M

4.82%

6M

37.28%

1Y

29.31%

5Y*

38.85%

10Y*

12.68%

*Annualized

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Risk-Adjusted Performance

ALGN vs. MCK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALGN
The Risk-Adjusted Performance Rank of ALGN is 1010
Overall Rank
The Sharpe Ratio Rank of ALGN is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGN is 66
Sortino Ratio Rank
The Omega Ratio Rank of ALGN is 88
Omega Ratio Rank
The Calmar Ratio Rank of ALGN is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ALGN is 1414
Martin Ratio Rank

MCK
The Risk-Adjusted Performance Rank of MCK is 8484
Overall Rank
The Sharpe Ratio Rank of MCK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALGN vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Align Technology, Inc. (ALGN) 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.


The chart of Sharpe ratio for ALGN, currently valued at -1.01, compared to the broader market-2.00-1.000.001.002.003.00
ALGN: -1.01
MCK: 1.15
The chart of Sortino ratio for ALGN, currently valued at -1.52, compared to the broader market-6.00-4.00-2.000.002.004.00
ALGN: -1.52
MCK: 1.56
The chart of Omega ratio for ALGN, currently valued at 0.83, compared to the broader market0.501.001.502.00
ALGN: 0.83
MCK: 1.26
The chart of Calmar ratio for ALGN, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
ALGN: -0.51
MCK: 1.31
The chart of Martin ratio for ALGN, currently valued at -1.35, compared to the broader market-5.000.005.0010.0015.0020.00
ALGN: -1.35
MCK: 3.22

The current ALGN Sharpe Ratio is -1.01, which is lower than the MCK Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of ALGN and MCK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.01
1.15
ALGN
MCK

Dividends

ALGN vs. MCK - Dividend Comparison

ALGN has not paid dividends to shareholders, while MCK's dividend yield for the trailing twelve months is around 0.40%.


TTM20242023202220212020201920182017201620152014
ALGN
Align Technology, 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
0.40%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%

Drawdowns

ALGN vs. MCK - Drawdown Comparison

The maximum ALGN drawdown since its inception was -92.80%, which is greater than MCK's maximum drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for ALGN and MCK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-74.88%
-3.06%
ALGN
MCK

Volatility

ALGN vs. MCK - Volatility Comparison

Align Technology, Inc. (ALGN) has a higher volatility of 18.38% compared to McKesson Corporation (MCK) at 8.93%. This indicates that ALGN'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.38%
8.93%
ALGN
MCK

Financials

ALGN vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Align Technology, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items