MCK vs. CI
Compare and contrast key facts about McKesson Corporation (MCK) and Cigna Corporation (CI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCK or CI.
Performance
MCK vs. CI - Performance Comparison
Returns By Period
In the year-to-date period, MCK achieves a 33.44% return, which is significantly higher than CI's 8.99% return. Both investments have delivered pretty close results over the past 10 years, with MCK having a 12.53% annualized return and CI not far ahead at 12.97%.
MCK
33.44%
20.90%
9.41%
37.41%
33.63%
12.53%
CI
8.99%
-4.03%
-2.50%
16.05%
11.51%
12.97%
Fundamentals
| MCK | CI | |
|---|---|---|
| Market Cap | $78.41B | $89.69B |
| EPS | $19.33 | $10.55 |
| PE Ratio | 31.95 | 30.56 |
| PEG Ratio | 1.30 | 0.77 |
| Total Revenue (TTM) | $330.19B | $230.67B |
| Gross Profit (TTM) | $13.02B | $192.91B |
| EBITDA (TTM) | $3.74B | $7.78B |
Key characteristics
| MCK | CI | |
|---|---|---|
| Sharpe Ratio | 1.42 | 0.57 |
| Sortino Ratio | 1.81 | 1.11 |
| Omega Ratio | 1.33 | 1.16 |
| Calmar Ratio | 1.56 | 0.71 |
| Martin Ratio | 4.03 | 2.64 |
| Ulcer Index | 9.25% | 6.13% |
| Daily Std Dev | 26.25% | 28.35% |
| Max Drawdown | -82.83% | -84.34% |
| Current Drawdown | -2.22% | -12.10% |
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Correlation
The correlation between MCK and CI is 0.34, 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.
Risk-Adjusted Performance
MCK vs. CI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Cigna Corporation (CI). 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.
Dividends
MCK vs. CI - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.42%, less than CI's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CI Cigna Corporation | 1.68% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
Drawdowns
MCK vs. CI - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.83%, roughly equal to the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for MCK and CI. For additional features, visit the drawdowns tool.
Volatility
MCK vs. CI - Volatility Comparison
McKesson Corporation (MCK) has a higher volatility of 12.36% compared to Cigna Corporation (CI) at 10.35%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MCK vs. CI - Financials Comparison
This section allows you to compare key financial metrics between McKesson Corporation and Cigna 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.
Total Revenue: Total amount of money received from sales and other business activities