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

Correlation

The correlation between EW and MCK is 0.45, 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: 0.4

Performance

EW vs. MCK - Performance Comparison

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

3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%NovemberDecember2025FebruaryMarchApril
5,364.00%
4,123.50%
EW
MCK

Key characteristics

Sharpe Ratio

EW:

-0.33

MCK:

1.14

Sortino Ratio

EW:

-0.14

MCK:

1.56

Omega Ratio

EW:

0.97

MCK:

1.26

Calmar Ratio

EW:

-0.25

MCK:

1.30

Martin Ratio

EW:

-0.60

MCK:

3.21

Ulcer Index

EW:

22.49%

MCK:

9.71%

Daily Std Dev

EW:

41.40%

MCK:

27.32%

Max Drawdown

EW:

-54.32%

MCK:

-82.83%

Current Drawdown

EW:

-42.51%

MCK:

-3.98%

Fundamentals

Market Cap

EW:

$41.35B

MCK:

$87.12B

EPS

EW:

$2.33

MCK:

$21.74

PE Ratio

EW:

30.24

MCK:

31.84

PEG Ratio

EW:

4.24

MCK:

1.19

PS Ratio

EW:

7.60

MCK:

0.25

PB Ratio

EW:

4.14

MCK:

5.04

Total Revenue (TTM)

EW:

$4.13B

MCK:

$268.23B

Gross Profit (TTM)

EW:

$3.27B

MCK:

$9.49B

EBITDA (TTM)

EW:

$1.34B

MCK:

$3.54B

Returns By Period

In the year-to-date period, EW achieves a 1.49% return, which is significantly lower than MCK's 20.93% return. Both investments have delivered pretty close results over the past 10 years, with EW having a 13.19% annualized return and MCK not far behind at 12.64%.


EW

YTD

1.49%

1M

5.46%

6M

6.79%

1Y

-15.21%

5Y*

0.17%

10Y*

13.19%

MCK

YTD

20.93%

1M

3.74%

6M

36.64%

1Y

29.17%

5Y*

38.62%

10Y*

12.64%

*Annualized

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Risk-Adjusted Performance

EW vs. MCK — Risk-Adjusted Performance Rank

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

EW
The Risk-Adjusted Performance Rank of EW is 3535
Overall Rank
The Sharpe Ratio Rank of EW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EW is 3434
Sortino Ratio Rank
The Omega Ratio Rank of EW is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EW is 3737
Calmar Ratio Rank
The Martin Ratio Rank of EW is 4040
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 8585
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 8181
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.

EW vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) 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 EW, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
EW: -0.33
MCK: 1.14
The chart of Sortino ratio for EW, currently valued at -0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
EW: -0.14
MCK: 1.56
The chart of Omega ratio for EW, currently valued at 0.97, compared to the broader market0.501.001.502.00
EW: 0.97
MCK: 1.26
The chart of Calmar ratio for EW, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00
EW: -0.25
MCK: 1.30
The chart of Martin ratio for EW, currently valued at -0.60, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EW: -0.60
MCK: 3.21

The current EW Sharpe Ratio is -0.33, which is lower than the MCK Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of EW 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.33
1.14
EW
MCK

Dividends

EW vs. MCK - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
EW
Edwards Lifesciences Corporation
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

EW vs. MCK - Drawdown Comparison

The maximum EW drawdown since its inception was -54.32%, smaller than the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for EW and MCK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.51%
-3.98%
EW
MCK

Volatility

EW vs. MCK - Volatility Comparison

Edwards Lifesciences Corporation (EW) has a higher volatility of 11.44% compared to McKesson Corporation (MCK) at 8.90%. This indicates that EW'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%NovemberDecember2025FebruaryMarchApril
11.44%
8.90%
EW
MCK

Financials

EW vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Edwards Lifesciences Corporation 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