MCK vs. LLY
Compare and contrast key facts about McKesson Corporation (MCK) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCK or LLY.
Performance
MCK vs. LLY - Performance Comparison
Returns By Period
In the year-to-date period, MCK achieves a 31.42% return, which is significantly higher than LLY's 28.85% return. Over the past 10 years, MCK has underperformed LLY with an annualized return of 12.20%, while LLY has yielded a comparatively higher 29.62% annualized return.
MCK
31.42%
18.66%
7.65%
35.16%
33.59%
12.20%
LLY
28.85%
-18.44%
-2.79%
27.57%
47.80%
29.62%
Fundamentals
MCK | LLY | |
---|---|---|
Market Cap | $78.41B | $777.36B |
EPS | $19.33 | $9.24 |
PE Ratio | 31.95 | 88.62 |
PEG Ratio | 1.30 | 0.78 |
Total Revenue (TTM) | $330.19B | $40.86B |
Gross Profit (TTM) | $13.02B | $33.33B |
EBITDA (TTM) | $3.74B | $13.78B |
Key characteristics
MCK | LLY | |
---|---|---|
Sharpe Ratio | 1.39 | 0.93 |
Sortino Ratio | 1.78 | 1.46 |
Omega Ratio | 1.33 | 1.19 |
Calmar Ratio | 1.53 | 1.25 |
Martin Ratio | 3.95 | 4.58 |
Ulcer Index | 9.25% | 6.03% |
Daily Std Dev | 26.17% | 29.63% |
Max Drawdown | -82.83% | -68.27% |
Current Drawdown | -3.70% | -22.14% |
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Correlation
The correlation between MCK and LLY is 0.32, 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. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Eli Lilly and Company (LLY). 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. LLY - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.42%, less than LLY's 0.70% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Eli Lilly and Company | 0.70% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
MCK vs. LLY - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.83%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for MCK and LLY. For additional features, visit the drawdowns tool.
Volatility
MCK vs. LLY - Volatility Comparison
McKesson Corporation (MCK) has a higher volatility of 12.37% compared to Eli Lilly and Company (LLY) at 10.92%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MCK vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between McKesson Corporation and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities