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

Correlation

The correlation between MCK and CI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

MCK:

1.04

CI:

-0.31

Sortino Ratio

MCK:

1.41

CI:

-0.33

Omega Ratio

MCK:

1.24

CI:

0.96

Calmar Ratio

MCK:

1.17

CI:

-0.37

Martin Ratio

MCK:

2.88

CI:

-0.82

Ulcer Index

MCK:

9.73%

CI:

12.16%

Daily Std Dev

MCK:

27.75%

CI:

27.43%

Max Drawdown

MCK:

-82.83%

CI:

-84.34%

Current Drawdown

MCK:

-2.16%

CI:

-15.04%

Fundamentals

Market Cap

MCK:

$85.29B

CI:

$81.04B

EPS

MCK:

$25.72

CI:

$17.93

PE Ratio

MCK:

26.53

CI:

16.92

PEG Ratio

MCK:

1.08

CI:

0.59

PS Ratio

MCK:

0.24

CI:

0.32

PB Ratio

MCK:

5.04

CI:

2.00

Total Revenue (TTM)

MCK:

$359.05B

CI:

$254.47B

Gross Profit (TTM)

MCK:

$13.13B

CI:

$254.47B

EBITDA (TTM)

MCK:

$5.13B

CI:

$11.02B

Returns By Period

In the year-to-date period, MCK achieves a 24.15% return, which is significantly higher than CI's 12.40% return. Over the past 10 years, MCK has outperformed CI with an annualized return of 12.19%, while CI has yielded a comparatively lower 9.61% annualized return.


MCK

YTD

24.15%

1M

2.01%

6M

16.09%

1Y

28.73%

5Y*

40.06%

10Y*

12.19%

CI

YTD

12.40%

1M

-6.02%

6M

-3.77%

1Y

-8.48%

5Y*

11.86%

10Y*

9.61%

*Annualized

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Risk-Adjusted Performance

MCK vs. CI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCK
The Risk-Adjusted Performance Rank of MCK is 8181
Overall Rank
The Sharpe Ratio Rank of MCK is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 7878
Martin Ratio Rank

CI
The Risk-Adjusted Performance Rank of CI is 2828
Overall Rank
The Sharpe Ratio Rank of CI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CI is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CI is 2626
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 current MCK Sharpe Ratio is 1.04, which is higher than the CI Sharpe Ratio of -0.31. 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.


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Dividends

MCK vs. CI - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.39%, less than CI's 1.85% yield.


TTM20242023202220212020201920182017201620152014
MCK
McKesson Corporation
0.39%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
1.85%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.


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Volatility

MCK vs. CI - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 7.23%, while Cigna Corporation (CI) has a volatility of 8.70%. 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.


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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


40.00B50.00B60.00B70.00B80.00B90.00B100.00B20212022202320242025
90.82B
65.50B
(MCK) Total Revenue
(CI) Total Revenue
Values in USD except per share items

MCK vs. CI - Profitability Comparison

The chart below illustrates the profitability comparison between McKesson Corporation and Cigna Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
4.0%
100.0%
(MCK) Gross Margin
(CI) Gross Margin
MCK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, McKesson Corporation reported a gross profit of 3.64B and revenue of 90.82B. Therefore, the gross margin over that period was 4.0%.

CI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cigna Corporation reported a gross profit of 65.50B and revenue of 65.50B. Therefore, the gross margin over that period was 100.0%.

MCK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, McKesson Corporation reported an operating income of 1.59B and revenue of 90.82B, resulting in an operating margin of 1.8%.

CI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cigna Corporation reported an operating income of 1.65B and revenue of 65.50B, resulting in an operating margin of 2.5%.

MCK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, McKesson Corporation reported a net income of 1.26B and revenue of 90.82B, resulting in a net margin of 1.4%.

CI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cigna Corporation reported a net income of 1.32B and revenue of 65.50B, resulting in a net margin of 2.0%.