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

Correlation

The correlation between ENSG and MCK is 0.30, 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

ENSG vs. MCK - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.75%
-3.17%
ENSG
MCK

Key characteristics

Sharpe Ratio

ENSG:

0.89

MCK:

1.09

Sortino Ratio

ENSG:

1.38

MCK:

1.47

Omega Ratio

ENSG:

1.17

MCK:

1.26

Calmar Ratio

ENSG:

1.30

MCK:

1.18

Martin Ratio

ENSG:

4.09

MCK:

3.00

Ulcer Index

ENSG:

4.68%

MCK:

9.38%

Daily Std Dev

ENSG:

21.62%

MCK:

25.90%

Max Drawdown

ENSG:

-55.57%

MCK:

-82.83%

Current Drawdown

ENSG:

-14.14%

MCK:

-7.91%

Fundamentals

Market Cap

ENSG:

$8.02B

MCK:

$71.44B

EPS

ENSG:

$4.13

MCK:

$19.30

PE Ratio

ENSG:

33.90

MCK:

29.16

PEG Ratio

ENSG:

1.52

MCK:

1.05

Total Revenue (TTM)

ENSG:

$4.08B

MCK:

$330.19B

Gross Profit (TTM)

ENSG:

$569.89M

MCK:

$12.82B

EBITDA (TTM)

ENSG:

$364.01M

MCK:

$4.82B

Returns By Period

In the year-to-date period, ENSG achieves a 20.23% return, which is significantly lower than MCK's 25.67% return. Over the past 10 years, ENSG has outperformed MCK with an annualized return of 20.81%, while MCK has yielded a comparatively lower 11.57% annualized return.


ENSG

YTD

20.23%

1M

-7.95%

6M

11.28%

1Y

19.13%

5Y*

25.37%

10Y*

20.81%

MCK

YTD

25.67%

1M

-6.96%

6M

-3.95%

1Y

28.10%

5Y*

34.03%

10Y*

11.57%

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

ENSG vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) 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 ENSG, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.891.09
The chart of Sortino ratio for ENSG, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.381.47
The chart of Omega ratio for ENSG, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.26
The chart of Calmar ratio for ENSG, currently valued at 1.30, compared to the broader market0.002.004.006.001.301.18
The chart of Martin ratio for ENSG, currently valued at 4.09, compared to the broader market0.0010.0020.004.093.00
ENSG
MCK

The current ENSG Sharpe Ratio is 0.89, which is comparable to the MCK Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ENSG 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
1.09
ENSG
MCK

Dividends

ENSG vs. MCK - Dividend Comparison

ENSG's dividend yield for the trailing twelve months is around 0.18%, less than MCK's 0.46% yield.


TTM20232022202120202019201820172016201520142013
ENSG
The Ensign Group, Inc.
0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%
MCK
McKesson Corporation
0.46%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%

Drawdowns

ENSG vs. MCK - Drawdown Comparison

The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for ENSG and MCK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.14%
-7.91%
ENSG
MCK

Volatility

ENSG vs. MCK - Volatility Comparison

The Ensign Group, Inc. (ENSG) and McKesson Corporation (MCK) have volatilities of 4.34% and 4.45%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
4.45%
ENSG
MCK

Financials

ENSG vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between The Ensign Group, 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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