PortfoliosLab logoPortfoliosLab logo
MCK vs. LYFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MCK vs. LYFT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MCK achieves a -9.02% return, which is significantly higher than LYFT's -26.59% return.


MCK

1D
-0.77%
1M
-2.66%
YTD
-9.02%
6M
-8.81%
1Y
3.74%
3Y*
22.01%
5Y*
32.30%
10Y*
16.34%

LYFT

1D
-0.42%
1M
2.30%
YTD
-26.59%
6M
-28.72%
1Y
-2.13%
3Y*
12.08%
5Y*
-25.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCK vs. LYFT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MCK
McKesson Corporation
-9.02%44.54%23.67%24.13%51.82%44.23%27.06%21.05%
LYFT
Lyft, Inc.
-26.59%50.16%-13.94%36.03%-74.21%-13.03%14.20%-50.69%

Correlation

The correlation between MCK and LYFT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.05

The correlation between MCK and LYFT shifts across timeframes, from -0.11 (3 years) to 0.05 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MCK:

$91.39B

LYFT:

$5.72B

EPS

MCK:

$38.38

LYFT:

$6.90

PE Ratio

MCK:

19.41

LYFT:

2.06

PEG Ratio

MCK:

0.26

LYFT:

0.00

PS Ratio

MCK:

0.23

LYFT:

0.90

PB Ratio

MCK:

13.21

LYFT:

1.89

Total Revenue (TTM)

MCK:

$403.43B

LYFT:

$6.52B

Gross Profit (TTM)

MCK:

$14.55B

LYFT:

$2.82B

EBITDA (TTM)

MCK:

$6.91B

LYFT:

$51.76M

Compare stocks, funds, or ETFs

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


Return for Risk

MCK vs. LYFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCK
MCK Risk / Return Rank: 4444
Overall Rank
MCK Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MCK Sortino Ratio Rank: 4141
Sortino Ratio Rank
MCK Omega Ratio Rank: 4141
Omega Ratio Rank
MCK Calmar Ratio Rank: 4545
Calmar Ratio Rank
MCK Martin Ratio Rank: 4646
Martin Ratio Rank

LYFT
LYFT Risk / Return Rank: 4040
Overall Rank
LYFT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYFT Sortino Ratio Rank: 3838
Sortino Ratio Rank
LYFT Omega Ratio Rank: 3838
Omega Ratio Rank
LYFT Calmar Ratio Rank: 4141
Calmar Ratio Rank
LYFT Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCK vs. LYFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Lyft, Inc. (LYFT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MCKLYFTDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.14

-0.04

+0.18

Martin ratioReturn relative to average drawdown

0.34

-0.07

+0.42

MCK vs. LYFT - Sharpe Ratio Comparison

The current MCK Sharpe Ratio is 0.13, which is higher than the LYFT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of MCK and LYFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MCK vs. LYFT - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.84%, smaller than the maximum LYFT drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for MCK and LYFT.


Loading charts...

Drawdown Indicators


MCKLYFTDifference

Max Drawdown

Largest peak-to-trough decline

-82.84%

-90.84%

+8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-27.17%

-48.51%

+21.34%

Max Drawdown (3Y)

Largest decline over 3 years

-27.17%

-55.23%

+28.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-87.28%

+60.11%

Max Drawdown (10Y)

Largest decline over 10 years

-44.23%

Current Drawdown

Current decline from peak

-25.11%

-83.70%

+58.59%

Average Drawdown

Average peak-to-trough decline

-28.64%

-68.38%

+39.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.88%

29.00%

-18.12%

Volatility

MCK vs. LYFT - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 6.87%, while Lyft, Inc. (LYFT) has a volatility of 12.13%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than LYFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MCKLYFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

12.13%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.00%

34.04%

-11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

29.36%

50.40%

-21.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.21%

67.49%

-43.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

68.16%

-39.31%

Dividends

MCK vs. LYFT - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.44%, while LYFT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYFT
Lyft, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCK
McKesson Corporation
0.44%0.37%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%

Financials

MCK vs. LYFT - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and Lyft, 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
96.30B
1.65B
(MCK) Total Revenue
(LYFT) Total Revenue
Values in USD except per share items

MCK vs. LYFT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
4.2%
47.6%
Portfolio components
MCK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a gross profit of 4.04B and revenue of 96.30B. Therefore, the gross margin over that period was 4.2%.

LYFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a gross profit of 786.35M and revenue of 1.65B. Therefore, the gross margin over that period was 47.6%.

MCK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported an operating income of 2.09B and revenue of 96.30B, resulting in an operating margin of 2.2%.

LYFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported an operating income of -5.33M and revenue of 1.65B, resulting in an operating margin of -0.3%.

MCK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a net income of 1.68B and revenue of 96.30B, resulting in a net margin of 1.8%.

LYFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a net income of 14.25M and revenue of 1.65B, resulting in a net margin of 0.9%.


Frequently Asked Questions


MCK and LYFT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYFT has higher volatility (12.13%) compared to MCK (6.87%). In terms of maximum drawdown, MCK dropped -82.84% vs LYFT's -90.84%.

MCK currently has the higher Sharpe Ratio (0.13 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MCK and LYFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer