EW vs. MCK

In the year-to-date period, EW achieves a -11.13% return, which is significantly lower than MCK's 32.94% return. Both investments have delivered pretty close results over the past 10 years, with EW having a 12.52% annualized return and MCK not far behind at 12.49%.

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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 current EW Sharpe Ratio is 0.03, which is lower than the MCK Sharpe Ratio of 1.40. 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.

EW has not paid dividends to shareholders, while MCK's dividend yield for the trailing twelve months is around 0.42%.

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.

The current volatility for Edwards Lifesciences Corporation (EW) is 5.78%, while McKesson Corporation (MCK) has a volatility of 12.34%. This indicates that EW experiences smaller price fluctuations and is considered to be less risky than MCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.