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

Correlation

The correlation between HWM and MCK is 0.28, 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

HWM vs. MCK - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
645.89%
277.69%
HWM
MCK

Key characteristics

Sharpe Ratio

HWM:

3.00

MCK:

1.09

Sortino Ratio

HWM:

4.34

MCK:

1.47

Omega Ratio

HWM:

1.59

MCK:

1.26

Calmar Ratio

HWM:

9.98

MCK:

1.18

Martin Ratio

HWM:

27.00

MCK:

3.02

Ulcer Index

HWM:

3.82%

MCK:

9.33%

Daily Std Dev

HWM:

34.36%

MCK:

25.90%

Max Drawdown

HWM:

-64.81%

MCK:

-82.83%

Current Drawdown

HWM:

-10.33%

MCK:

-9.20%

Fundamentals

Market Cap

HWM:

$45.47B

MCK:

$71.44B

EPS

HWM:

$2.60

MCK:

$19.30

PE Ratio

HWM:

43.05

MCK:

29.16

PEG Ratio

HWM:

0.80

MCK:

1.05

Total Revenue (TTM)

HWM:

$7.27B

MCK:

$330.19B

Gross Profit (TTM)

HWM:

$2.07B

MCK:

$12.82B

EBITDA (TTM)

HWM:

$1.73B

MCK:

$4.82B

Returns By Period

In the year-to-date period, HWM achieves a 99.59% return, which is significantly higher than MCK's 23.91% return.


HWM

YTD

99.59%

1M

-4.84%

6M

34.49%

1Y

101.34%

5Y*

35.39%

10Y*

N/A

MCK

YTD

23.91%

1M

-7.14%

6M

-5.07%

1Y

28.04%

5Y*

34.00%

10Y*

11.36%

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

HWM vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Howmet Aerospace Inc. (HWM) 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 HWM, currently valued at 3.00, compared to the broader market-4.00-2.000.002.003.001.09
The chart of Sortino ratio for HWM, currently valued at 4.34, compared to the broader market-4.00-2.000.002.004.004.341.47
The chart of Omega ratio for HWM, currently valued at 1.59, compared to the broader market0.501.001.502.001.591.26
The chart of Calmar ratio for HWM, currently valued at 9.98, compared to the broader market0.002.004.006.009.981.18
The chart of Martin ratio for HWM, currently valued at 27.00, compared to the broader market0.0010.0020.0027.003.02
HWM
MCK

The current HWM Sharpe Ratio is 3.00, which is higher than the MCK Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HWM 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.00
1.09
HWM
MCK

Dividends

HWM vs. MCK - Dividend Comparison

HWM's dividend yield for the trailing twelve months is around 0.24%, less than MCK's 0.47% yield.


TTM20232022202120202019201820172016201520142013
HWM
Howmet Aerospace Inc.
0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%0.00%
MCK
McKesson Corporation
0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%

Drawdowns

HWM vs. MCK - Drawdown Comparison

The maximum HWM drawdown since its inception was -64.81%, smaller than the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for HWM and MCK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.33%
-9.20%
HWM
MCK

Volatility

HWM vs. MCK - Volatility Comparison

Howmet Aerospace Inc. (HWM) has a higher volatility of 8.13% compared to McKesson Corporation (MCK) at 4.47%. This indicates that HWM'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.13%
4.47%
HWM
MCK

Financials

HWM vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Howmet Aerospace 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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