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

Correlation

The correlation between ALV and MCK is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ALV vs. MCK - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%SeptemberOctoberNovemberDecember2025February
584.40%
2,006.34%
ALV
MCK

Key characteristics

Sharpe Ratio

ALV:

-0.48

MCK:

0.69

Sortino Ratio

ALV:

-0.49

MCK:

1.03

Omega Ratio

ALV:

0.94

MCK:

1.17

Calmar Ratio

ALV:

-0.44

MCK:

0.76

Martin Ratio

ALV:

-0.69

MCK:

1.88

Ulcer Index

ALV:

19.13%

MCK:

9.63%

Daily Std Dev

ALV:

27.77%

MCK:

26.12%

Max Drawdown

ALV:

-79.72%

MCK:

-82.83%

Current Drawdown

ALV:

-26.64%

MCK:

-5.28%

Fundamentals

Market Cap

ALV:

$7.30B

MCK:

$75.16B

EPS

ALV:

$8.00

MCK:

$21.62

PE Ratio

ALV:

11.68

MCK:

27.55

PEG Ratio

ALV:

0.85

MCK:

1.49

Total Revenue (TTM)

ALV:

$7.78B

MCK:

$344.58B

Gross Profit (TTM)

ALV:

$1.38B

MCK:

$12.95B

EBITDA (TTM)

ALV:

$927.00M

MCK:

$4.73B

Returns By Period

In the year-to-date period, ALV achieves a -0.41% return, which is significantly lower than MCK's 4.52% return. Over the past 10 years, ALV has underperformed MCK with an annualized return of 3.87%, while MCK has yielded a comparatively higher 11.25% annualized return.


ALV

YTD

-0.41%

1M

-0.07%

6M

-0.30%

1Y

-12.53%

5Y*

7.10%

10Y*

3.87%

MCK

YTD

4.52%

1M

0.92%

6M

10.34%

1Y

21.09%

5Y*

31.71%

10Y*

11.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALV vs. MCK — Risk-Adjusted Performance Rank

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

ALV
The Risk-Adjusted Performance Rank of ALV is 2222
Overall Rank
The Sharpe Ratio Rank of ALV is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ALV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ALV is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ALV is 3131
Martin Ratio Rank

MCK
The Risk-Adjusted Performance Rank of MCK is 6767
Overall Rank
The Sharpe Ratio Rank of MCK is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 7474
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 6565
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.

ALV vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) 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.


Sharpe ratio
The chart of Sharpe ratio for ALV, currently valued at -0.48, compared to the broader market-2.000.002.004.00-0.480.69
The chart of Sortino ratio for ALV, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.491.03
The chart of Omega ratio for ALV, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.17
The chart of Calmar ratio for ALV, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.440.76
The chart of Martin ratio for ALV, currently valued at -0.69, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.691.88
ALV
MCK

The current ALV Sharpe Ratio is -0.48, which is lower than the MCK Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ALV 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.48
0.69
ALV
MCK

Dividends

ALV vs. MCK - Dividend Comparison

ALV's dividend yield for the trailing twelve months is around 2.93%, more than MCK's 0.45% yield.


TTM20242023202220212020201920182017201620152014
ALV
Autoliv, Inc.
2.93%2.92%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%
MCK
McKesson Corporation
0.45%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%

Drawdowns

ALV vs. MCK - Drawdown Comparison

The maximum ALV drawdown since its inception was -79.72%, roughly equal to the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for ALV and MCK. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.64%
-5.28%
ALV
MCK

Volatility

ALV vs. MCK - Volatility Comparison

Autoliv, Inc. (ALV) has a higher volatility of 7.76% compared to McKesson Corporation (MCK) at 5.61%. This indicates that ALV'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.76%
5.61%
ALV
MCK

Financials

ALV vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Autoliv, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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