PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MCK vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MCK vs. NXST - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.41%
-0.99%
MCK
NXST

Returns By Period

In the year-to-date period, MCK achieves a 33.44% return, which is significantly higher than NXST's 7.84% return. Over the past 10 years, MCK has underperformed NXST with an annualized return of 12.53%, while NXST has yielded a comparatively higher 15.41% annualized return.


MCK

YTD

33.44%

1M

20.90%

6M

9.41%

1Y

37.41%

5Y (annualized)

33.63%

10Y (annualized)

12.53%

NXST

YTD

7.84%

1M

-5.55%

6M

-0.99%

1Y

12.77%

5Y (annualized)

12.94%

10Y (annualized)

15.41%

Fundamentals


MCKNXST
Market Cap$78.41B$5.22B
EPS$19.33$17.23
PE Ratio31.959.76
PEG Ratio1.300.59
Total Revenue (TTM)$330.19B$5.22B
Gross Profit (TTM)$13.02B$2.98B
EBITDA (TTM)$3.74B$1.96B

Key characteristics


MCKNXST
Sharpe Ratio1.420.43
Sortino Ratio1.810.81
Omega Ratio1.331.10
Calmar Ratio1.560.47
Martin Ratio4.031.87
Ulcer Index9.25%7.87%
Daily Std Dev26.25%34.43%
Max Drawdown-82.83%-96.66%
Current Drawdown-2.22%-17.96%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

The correlation between MCK and NXST is 0.22, 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. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Nexstar Media Group, Inc. (NXST). 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-4.00-2.000.002.004.001.420.43
The chart of Sortino ratio for MCK, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.810.81
The chart of Omega ratio for MCK, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.10
The chart of Calmar ratio for MCK, currently valued at 1.56, compared to the broader market0.002.004.006.001.560.47
The chart of Martin ratio for MCK, currently valued at 4.03, compared to the broader market-10.000.0010.0020.0030.004.031.87
MCK
NXST

The current MCK Sharpe Ratio is 1.42, which is higher than the NXST Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of MCK and NXST, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.42
0.43
MCK
NXST

Dividends

MCK vs. NXST - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.42%, less than NXST's 4.17% yield.


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%
NXST
Nexstar Media Group, Inc.
4.17%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

MCK vs. NXST - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for MCK and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.22%
-17.96%
MCK
NXST

Volatility

MCK vs. NXST - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 12.36%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.66%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than NXST 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%JuneJulyAugustSeptemberOctoberNovember
12.36%
15.66%
MCK
NXST

Financials

MCK vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and Nexstar Media 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