MCK vs. DIA
Compare and contrast key facts about McKesson Corporation (MCK) and SPDR Dow Jones Industrial Average ETF (DIA).
DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCK or DIA.
Performance
MCK vs. DIA - Performance Comparison
Returns By Period
In the year-to-date period, MCK achieves a 33.44% return, which is significantly higher than DIA's 16.83% return. Over the past 10 years, MCK has outperformed DIA with an annualized return of 12.53%, while DIA has yielded a comparatively lower 11.67% annualized return.
MCK
33.44%
20.90%
9.41%
37.41%
33.63%
12.53%
DIA
16.83%
0.42%
9.88%
26.29%
11.44%
11.67%
Key characteristics
| MCK | DIA | |
|---|---|---|
| Sharpe Ratio | 1.42 | 2.40 |
| Sortino Ratio | 1.81 | 3.41 |
| Omega Ratio | 1.33 | 1.45 |
| Calmar Ratio | 1.56 | 4.35 |
| Martin Ratio | 4.03 | 13.71 |
| Ulcer Index | 9.25% | 1.92% |
| Daily Std Dev | 26.25% | 11.00% |
| Max Drawdown | -82.83% | -51.87% |
| Current Drawdown | -2.22% | -1.93% |
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Correlation
The correlation between MCK and DIA is 0.42, 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.
Risk-Adjusted Performance
MCK vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and SPDR Dow Jones Industrial Average ETF (DIA). 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. DIA - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.42%, less than DIA's 1.48% 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% |
DIA SPDR Dow Jones Industrial Average ETF | 1.48% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
MCK vs. DIA - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.83%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for MCK and DIA. For additional features, visit the drawdowns tool.
Volatility
MCK vs. DIA - Volatility Comparison
McKesson Corporation (MCK) has a higher volatility of 12.36% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.54%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.