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

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.


-0.50.00.51.00.3

Performance

MCK vs. CI - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-2.07%
-14.46%
MCK
CI

Key characteristics

Sharpe Ratio

MCK:

0.91

CI:

-0.26

Sortino Ratio

MCK:

1.28

CI:

-0.21

Omega Ratio

MCK:

1.22

CI:

0.97

Calmar Ratio

MCK:

0.99

CI:

-0.23

Martin Ratio

MCK:

2.51

CI:

-0.74

Ulcer Index

MCK:

9.44%

CI:

8.52%

Daily Std Dev

MCK:

25.90%

CI:

23.84%

Max Drawdown

MCK:

-82.83%

CI:

-84.34%

Current Drawdown

MCK:

-9.37%

CI:

-24.41%

Fundamentals

Market Cap

MCK:

$73.20B

CI:

$77.52B

EPS

MCK:

$19.32

CI:

$10.56

PE Ratio

MCK:

29.85

CI:

26.39

PEG Ratio

MCK:

1.08

CI:

0.67

Total Revenue (TTM)

MCK:

$330.19B

CI:

$230.67B

Gross Profit (TTM)

MCK:

$12.82B

CI:

$192.91B

EBITDA (TTM)

MCK:

$4.82B

CI:

$7.78B

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with MCK having a 11.55% annualized return and CI not far behind at 11.18%.


MCK

YTD

0.00%

1M

-9.22%

6M

-2.32%

1Y

23.67%

5Y*

33.72%

10Y*

11.55%

CI

YTD

0.00%

1M

-17.91%

6M

-14.59%

1Y

-6.27%

5Y*

7.64%

10Y*

11.18%

*Annualized

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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.


The chart of Sharpe ratio for MCK, currently valued at 0.91, compared to the broader market-4.00-2.000.002.000.91-0.26
The chart of Sortino ratio for MCK, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28-0.21
The chart of Omega ratio for MCK, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.97
The chart of Calmar ratio for MCK, currently valued at 0.99, compared to the broader market0.002.004.006.000.99-0.23
The chart of Martin ratio for MCK, currently valued at 2.51, compared to the broader market0.005.0010.0015.0020.0025.002.51-0.74
MCK
CI

The current MCK Sharpe Ratio is 0.91, which is higher than the CI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of MCK and CI, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember
0.91
-0.26
MCK
CI

Dividends

MCK vs. CI - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.47%, less than CI's 2.03% yield.


TTM2023202220212020201920182017201620152014
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%
CI
Cigna Corporation
2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-9.37%
-24.41%
MCK
CI

Volatility

MCK vs. CI - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 3.98%, while Cigna Corporation (CI) has a volatility of 10.95%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember
3.98%
10.95%
MCK
CI

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items