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

Correlation

The correlation between MCK and ENSG is 0.30, 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. ENSG - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
967.34%
3,645.52%
MCK
ENSG

Key characteristics

Sharpe Ratio

MCK:

0.87

ENSG:

0.89

Sortino Ratio

MCK:

1.23

ENSG:

1.39

Omega Ratio

MCK:

1.21

ENSG:

1.17

Calmar Ratio

MCK:

0.94

ENSG:

1.13

Martin Ratio

MCK:

2.36

ENSG:

3.23

Ulcer Index

MCK:

9.56%

ENSG:

5.95%

Daily Std Dev

MCK:

26.00%

ENSG:

21.56%

Max Drawdown

MCK:

-82.83%

ENSG:

-55.56%

Current Drawdown

MCK:

-5.77%

ENSG:

-12.78%

Fundamentals

Market Cap

MCK:

$75.55B

ENSG:

$7.84B

EPS

MCK:

$19.26

ENSG:

$4.14

PE Ratio

MCK:

30.77

ENSG:

33.04

PEG Ratio

MCK:

1.10

ENSG:

1.48

Total Revenue (TTM)

MCK:

$249.29B

ENSG:

$3.10B

Gross Profit (TTM)

MCK:

$9.67B

ENSG:

$421.27M

EBITDA (TTM)

MCK:

$3.51B

ENSG:

$311.49M

Returns By Period

In the year-to-date period, MCK achieves a 3.98% return, which is significantly higher than ENSG's 2.96% return. Over the past 10 years, MCK has underperformed ENSG with an annualized return of 11.57%, while ENSG has yielded a comparatively higher 21.84% annualized return.


MCK

YTD

3.98%

1M

3.78%

6M

2.39%

1Y

20.76%

5Y*

31.57%

10Y*

11.57%

ENSG

YTD

2.96%

1M

1.28%

6M

1.06%

1Y

18.18%

5Y*

23.96%

10Y*

21.84%

*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. ENSG — 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 7272
Overall Rank
The Sharpe Ratio Rank of MCK is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 6969
Martin Ratio Rank

ENSG
The Risk-Adjusted Performance Rank of ENSG is 7272
Overall Rank
The Sharpe Ratio Rank of ENSG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ENSG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ENSG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ENSG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ENSG is 7474
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. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and The Ensign Group, Inc. (ENSG). 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.


Sharpe ratio
The chart of Sharpe ratio for MCK, currently valued at 0.87, compared to the broader market-2.000.002.004.000.870.89
The chart of Sortino ratio for MCK, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.231.39
The chart of Omega ratio for MCK, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.17
The chart of Calmar ratio for MCK, currently valued at 0.94, compared to the broader market0.002.004.006.000.941.13
The chart of Martin ratio for MCK, currently valued at 2.36, compared to the broader market-10.000.0010.0020.0030.002.363.23
MCK
ENSG

The current MCK Sharpe Ratio is 0.87, which is comparable to the ENSG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MCK and ENSG, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.87
0.89
MCK
ENSG

Dividends

MCK vs. ENSG - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.45%, more than ENSG's 0.18% yield.


TTM20242023202220212020201920182017201620152014
MCK
McKesson Corporation
0.45%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
ENSG
The Ensign Group, Inc.
0.18%0.18%0.26%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%

Drawdowns

MCK vs. ENSG - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than ENSG's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for MCK and ENSG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.77%
-12.78%
MCK
ENSG

Volatility

MCK vs. ENSG - Volatility Comparison

McKesson Corporation (MCK) and The Ensign Group, Inc. (ENSG) have volatilities of 5.07% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
5.07%
5.30%
MCK
ENSG

Financials

MCK vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and The Ensign Group, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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