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

Correlation

The correlation between MCK and MKC is 0.24, 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.


-0.50.00.51.00.2

Performance

MCK vs. MKC - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,287.83%
2,948.17%
MCK
MKC

Key characteristics

Sharpe Ratio

MCK:

1.09

MKC:

0.89

Sortino Ratio

MCK:

1.47

MKC:

1.53

Omega Ratio

MCK:

1.26

MKC:

1.18

Calmar Ratio

MCK:

1.18

MKC:

0.55

Martin Ratio

MCK:

3.02

MKC:

3.44

Ulcer Index

MCK:

9.33%

MKC:

5.70%

Daily Std Dev

MCK:

25.90%

MKC:

21.98%

Max Drawdown

MCK:

-82.83%

MKC:

-41.18%

Current Drawdown

MCK:

-9.20%

MKC:

-20.00%

Fundamentals

Market Cap

MCK:

$71.44B

MKC:

$21.56B

EPS

MCK:

$19.30

MKC:

$2.94

PE Ratio

MCK:

29.16

MKC:

27.32

PEG Ratio

MCK:

1.05

MKC:

2.65

Total Revenue (TTM)

MCK:

$330.19B

MKC:

$4.93B

Gross Profit (TTM)

MCK:

$12.82B

MKC:

$1.87B

EBITDA (TTM)

MCK:

$4.82B

MKC:

$940.10M

Returns By Period

In the year-to-date period, MCK achieves a 23.91% return, which is significantly higher than MKC's 17.66% return. Over the past 10 years, MCK has outperformed MKC with an annualized return of 11.36%, while MKC has yielded a comparatively lower 9.55% annualized return.


MCK

YTD

23.91%

1M

-7.14%

6M

-5.07%

1Y

28.04%

5Y*

34.00%

10Y*

11.36%

MKC

YTD

17.66%

1M

6.10%

6M

16.65%

1Y

18.75%

5Y*

0.58%

10Y*

9.55%

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Risk-Adjusted Performance

MCK vs. MKC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and McCormick & Company, Incorporated (MKC). 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 1.09, compared to the broader market-4.00-2.000.002.001.090.89
The chart of Sortino ratio for MCK, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.471.53
The chart of Omega ratio for MCK, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.18
The chart of Calmar ratio for MCK, currently valued at 1.18, compared to the broader market0.002.004.006.001.180.55
The chart of Martin ratio for MCK, currently valued at 3.02, compared to the broader market0.0010.0020.003.023.44
MCK
MKC

The current MCK Sharpe Ratio is 1.09, which is comparable to the MKC Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MCK and MKC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.09
0.89
MCK
MKC

Dividends

MCK vs. MKC - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.47%, less than MKC's 2.12% yield.


TTM20232022202120202019201820172016201520142013
MCK
McKesson Corporation
0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
MKC
McCormick & Company, Incorporated
2.12%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%

Drawdowns

MCK vs. MKC - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than MKC's maximum drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for MCK and MKC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.20%
-20.00%
MCK
MKC

Volatility

MCK vs. MKC - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 4.47%, while McCormick & Company, Incorporated (MKC) has a volatility of 5.53%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than MKC based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
4.47%
5.53%
MCK
MKC

Financials

MCK vs. MKC - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and McCormick & Company, Incorporated. 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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