CMPGY vs. MCK
CMPGY (Compass Group PLC ADR) and MCK (McKesson Corporation) are both stocks. CMPGY operates in Restaurants (Consumer Cyclical), while MCK operates in Medical Distribution (Healthcare). Over the past 10 years, CMPGY returned 7.98%/yr vs 16.34%/yr for MCK. At a 0.23 correlation, their price movements are largely independent.
Performance
CMPGY vs. MCK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMPGY achieves a 4.26% return, which is significantly higher than MCK's -9.02% return. Over the past 10 years, CMPGY has underperformed MCK with an annualized return of 7.98%, while MCK has yielded a comparatively higher 16.34% annualized return.
CMPGY
- 1D
- -0.43%
- 1M
- 5.10%
- YTD
- 4.26%
- 6M
- 2.50%
- 1Y
- -0.75%
- 3Y*
- 7.02%
- 5Y*
- 10.47%
- 10Y*
- 7.98%
MCK
- 1D
- -0.77%
- 1M
- -2.66%
- YTD
- -9.02%
- 6M
- -8.81%
- 1Y
- 3.74%
- 3Y*
- 22.01%
- 5Y*
- 32.30%
- 10Y*
- 16.34%
CMPGY vs. MCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 4.26% | -2.98% | 23.21% | 21.71% | 2.19% | 23.17% | -24.79% | 23.34% | -2.91% | 22.13% |
MCK McKesson Corporation | -9.02% | 44.54% | 23.67% | 24.13% | 51.82% | 44.23% | 27.06% | 26.72% | -28.40% | 11.95% |
Correlation
The correlation between CMPGY and MCK is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.23 |
The correlation between CMPGY and MCK shifts across timeframes, from 0.09 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CMPGY:
$55.44B
MCK:
$91.39B
CMPGY:
$1.70
MCK:
$38.38
CMPGY:
19.17
MCK:
19.41
CMPGY:
0.26
MCK:
0.26
CMPGY:
0.74
MCK:
0.23
CMPGY:
6.98
MCK:
13.21
CMPGY:
$75.11B
MCK:
$403.43B
CMPGY:
$13.98B
MCK:
$14.55B
CMPGY:
$7.39B
MCK:
$6.91B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMPGY vs. MCK — Risk / Return Rank
CMPGY
MCK
CMPGY vs. MCK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMPGY | MCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.05 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.14 | -0.17 |
| Martin ratioReturn relative to average drawdown | -0.06 | 0.34 | -0.40 |
Loading charts...
Drawdowns
CMPGY vs. MCK - Drawdown Comparison
The maximum CMPGY drawdown since its inception was -57.36%, smaller than the maximum MCK drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for CMPGY and MCK.
Loading charts...
Drawdown Indicators
| CMPGY | MCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.36% | -82.84% | +25.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -27.17% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -27.17% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -27.17% | +2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -57.36% | -44.23% | -13.13% |
Current DrawdownCurrent decline from peak | -8.17% | -25.11% | +16.94% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -28.64% | +18.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.51% | 10.88% | +1.63% |
Volatility
CMPGY vs. MCK - Volatility Comparison
Compass Group PLC ADR (CMPGY) and McKesson Corporation (MCK) have volatilities of 6.75% and 6.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMPGY | MCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 6.87% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 21.44% | 23.00% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.32% | 29.36% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.40% | 24.21% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 28.85% | -0.04% |
Dividends
CMPGY vs. MCK - Dividend Comparison
CMPGY's dividend yield for the trailing twelve months is around 2.11%, more than MCK's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 2.11% | 1.93% | 1.68% | 1.64% | 1.30% | 0.00% | 1.88% | 1.81% | 2.05% | 7.37% | 4.34% | 2.21% |
MCK McKesson Corporation | 0.44% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
Financials
CMPGY vs. MCK - Financials Comparison
This section allows you to compare key financial metrics between Compass Group PLC ADR 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
CMPGY vs. MCK - Profitability Comparison
CMPGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a gross profit of 1.67B and revenue of 24.95B. Therefore, the gross margin over that period was 6.7%.
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%.
CMPGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported an operating income of 1.67B and revenue of 24.95B, resulting in an operating margin of 6.7%.
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%.
CMPGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass Group PLC ADR reported a net income of 1.07B and revenue of 24.95B, resulting in a net margin of 4.3%.
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
CMPGY and MCK have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCK has higher volatility (6.87%) compared to CMPGY (6.75%). In terms of maximum drawdown, CMPGY dropped -57.36% vs MCK's -82.84%.
MCK currently has the higher Sharpe Ratio (0.13 vs -0.03), 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.
Find the right allocation for CMPGY and MCK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer