PortfoliosLab logo
MCK vs. COR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCK and COR is 0.36, 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

MCK vs. COR - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MCK:

1.04

COR:

1.45

Sortino Ratio

MCK:

1.41

COR:

2.02

Omega Ratio

MCK:

1.24

COR:

1.28

Calmar Ratio

MCK:

1.17

COR:

2.51

Martin Ratio

MCK:

2.88

COR:

5.90

Ulcer Index

MCK:

9.73%

COR:

5.03%

Daily Std Dev

MCK:

27.75%

COR:

20.63%

Max Drawdown

MCK:

-82.83%

COR:

-71.01%

Current Drawdown

MCK:

-2.16%

COR:

-6.11%

Fundamentals

Market Cap

MCK:

$85.29B

COR:

$54.11B

EPS

MCK:

$25.72

COR:

$8.65

PE Ratio

MCK:

26.53

COR:

32.27

PEG Ratio

MCK:

1.08

COR:

0.87

PS Ratio

MCK:

0.24

COR:

0.17

PB Ratio

MCK:

5.04

COR:

53.39

Total Revenue (TTM)

MCK:

$359.05B

COR:

$310.23B

Gross Profit (TTM)

MCK:

$13.13B

COR:

$10.20B

EBITDA (TTM)

MCK:

$5.13B

COR:

$3.68B

Returns By Period

In the year-to-date period, MCK achieves a 24.15% return, which is significantly lower than COR's 27.57% return. Over the past 10 years, MCK has outperformed COR with an annualized return of 12.19%, while COR has yielded a comparatively lower 11.32% annualized return.


MCK

YTD

24.15%

1M

2.01%

6M

16.09%

1Y

28.73%

5Y*

40.06%

10Y*

12.19%

COR

YTD

27.57%

1M

0.50%

6M

18.02%

1Y

29.79%

5Y*

28.80%

10Y*

11.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MCK vs. COR — 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

COR
The Risk-Adjusted Performance Rank of COR is 9090
Overall Rank
The Sharpe Ratio Rank of COR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of COR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of COR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of COR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of COR is 8989
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. COR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Cencora Inc. (COR). 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 comparable to the COR Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MCK and COR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MCK vs. COR - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.39%, less than COR's 0.76% 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%
COR
Cencora Inc.
0.76%0.93%0.96%1.13%1.34%1.74%1.88%2.07%1.61%1.77%1.17%1.10%

Drawdowns

MCK vs. COR - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than COR's maximum drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for MCK and COR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MCK vs. COR - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 7.23%, while Cencora Inc. (COR) has a volatility of 9.90%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MCK vs. COR - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and Cencora Inc.. 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


50.00B60.00B70.00B80.00B90.00B100.00B20212022202320242025
90.82B
75.45B
(MCK) Total Revenue
(COR) Total Revenue
Values in USD except per share items

MCK vs. COR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

2.5%3.0%3.5%4.0%4.5%5.0%5.5%6.0%20212022202320242025
4.0%
4.1%
(MCK) Gross Margin
(COR) 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%.

COR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cencora Inc. reported a gross profit of 3.06B and revenue of 75.45B. Therefore, the gross margin over that period was 4.1%.

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%.

COR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cencora Inc. reported an operating income of 1.04B and revenue of 75.45B, resulting in an operating margin of 1.4%.

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%.

COR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cencora Inc. reported a net income of 717.87M and revenue of 75.45B, resulting in a net margin of 1.0%.