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

Performance

MCK vs. EW - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.41%
-22.15%
MCK
EW

Returns By Period

In the year-to-date period, MCK achieves a 33.44% return, which is significantly higher than EW's -8.34% return. Both investments have delivered pretty close results over the past 10 years, with MCK having a 12.53% annualized return and EW not far ahead at 13.04%.


MCK

YTD

33.44%

1M

20.90%

6M

9.41%

1Y

37.41%

5Y (annualized)

33.63%

10Y (annualized)

12.53%

EW

YTD

-8.34%

1M

-0.54%

6M

-22.15%

1Y

4.47%

5Y (annualized)

-3.01%

10Y (annualized)

13.04%

Fundamentals


MCKEW
Market Cap$78.41B$39.34B
EPS$19.33$2.55
PE Ratio31.9525.81
PEG Ratio1.306.08
Total Revenue (TTM)$330.19B$5.87B
Gross Profit (TTM)$13.02B$4.57B
EBITDA (TTM)$3.74B$1.70B

Key characteristics


MCKEW
Sharpe Ratio1.420.09
Sortino Ratio1.810.39
Omega Ratio1.331.08
Calmar Ratio1.560.07
Martin Ratio4.030.20
Ulcer Index9.25%17.73%
Daily Std Dev26.25%41.61%
Max Drawdown-82.83%-54.32%
Current Drawdown-2.22%-46.52%

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Correlation

-0.50.00.51.00.3

The correlation between MCK and EW is 0.28, 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.

Risk-Adjusted Performance

MCK vs. EW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Edwards Lifesciences Corporation (EW). 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 1.42, compared to the broader market-4.00-2.000.002.004.001.420.09
The chart of Sortino ratio for MCK, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.810.39
The chart of Omega ratio for MCK, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.08
The chart of Calmar ratio for MCK, currently valued at 1.56, compared to the broader market0.002.004.006.001.560.07
The chart of Martin ratio for MCK, currently valued at 4.03, compared to the broader market-10.000.0010.0020.0030.004.030.20
MCK
EW

The current MCK Sharpe Ratio is 1.42, which is higher than the EW Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MCK and EW, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.42
0.09
MCK
EW

Dividends

MCK vs. EW - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.42%, while EW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MCK vs. EW - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than EW's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for MCK and EW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.22%
-46.52%
MCK
EW

Volatility

MCK vs. EW - Volatility Comparison

McKesson Corporation (MCK) has a higher volatility of 12.36% compared to Edwards Lifesciences Corporation (EW) at 6.64%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than EW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
12.36%
6.64%
MCK
EW

Financials

MCK vs. EW - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and Edwards Lifesciences 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