LYFT vs. MCK

In the year-to-date period, LYFT achieves a -5.35% return, which is significantly lower than MCK's 22.08% return.

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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.

The current LYFT Sharpe Ratio is -0.47, which is lower than the MCK Sharpe Ratio of 1.15. 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.

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

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.

Lyft, Inc. (LYFT) has a higher volatility of 23.51% compared to McKesson Corporation (MCK) at 8.93%. 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.

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.