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

Key characteristics


LYFTMCK
YTD Return19.55%32.26%
1Y Return65.01%37.36%
3Y Return (Ann)-29.80%41.04%
5Y Return (Ann)-16.11%33.79%
Sharpe Ratio1.001.34
Sortino Ratio2.101.73
Omega Ratio1.241.31
Calmar Ratio0.801.47
Martin Ratio2.613.80
Ulcer Index27.04%9.24%
Daily Std Dev70.19%26.22%
Max Drawdown-89.79%-82.83%
Current Drawdown-77.11%-3.08%

Fundamentals


LYFTMCK
Market Cap$7.61B$78.41B
EPS-$0.16$19.33
PEG Ratio1.871.30
Total Revenue (TTM)$5.46B$330.19B
Gross Profit (TTM)$2.15B$13.02B
EBITDA (TTM)-$155.34M$3.74B

Correlation

-0.50.00.51.00.1

The correlation between LYFT and MCK is 0.07, 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.

Performance

LYFT vs. MCK - Performance Comparison

In the year-to-date period, LYFT achieves a 19.55% return, which is significantly lower than MCK's 32.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
10.05%
LYFT
MCK

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Risk-Adjusted Performance

LYFT vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) 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.


LYFT
Sharpe ratio
The chart of Sharpe ratio for LYFT, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.00
Sortino ratio
The chart of Sortino ratio for LYFT, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.006.002.10
Omega ratio
The chart of Omega ratio for LYFT, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for LYFT, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for LYFT, currently valued at 2.61, compared to the broader market0.0010.0020.0030.002.61
MCK
Sharpe ratio
The chart of Sharpe ratio for MCK, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34
Sortino ratio
The chart of Sortino ratio for MCK, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for MCK, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for MCK, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for MCK, currently valued at 3.80, compared to the broader market0.0010.0020.0030.003.80

LYFT vs. MCK - Sharpe Ratio Comparison

The current LYFT Sharpe Ratio is 1.00, which is comparable to the MCK Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LYFT 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.00
1.34
LYFT
MCK

Dividends

LYFT vs. MCK - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
LYFT
Lyft, Inc.
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
0.42%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%

Drawdowns

LYFT vs. MCK - Drawdown Comparison

The maximum LYFT drawdown since its inception was -89.79%, which is greater than MCK's maximum drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for LYFT and MCK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-77.11%
-3.08%
LYFT
MCK

Volatility

LYFT vs. MCK - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 23.31% compared to McKesson Corporation (MCK) at 12.34%. This indicates that LYFT'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%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
23.31%
12.34%
LYFT
MCK

Financials

LYFT vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Lyft, 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