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

Correlation

The correlation between MCK and PCAR is 0.30, 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.


-0.50.00.51.00.3

Performance

MCK vs. PCAR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-0.87%
14.34%
MCK
PCAR

Key characteristics

Sharpe Ratio

MCK:

0.94

PCAR:

0.36

Sortino Ratio

MCK:

1.32

PCAR:

0.65

Omega Ratio

MCK:

1.22

PCAR:

1.09

Calmar Ratio

MCK:

1.03

PCAR:

0.36

Martin Ratio

MCK:

2.56

PCAR:

0.67

Ulcer Index

MCK:

9.60%

PCAR:

13.98%

Daily Std Dev

MCK:

26.16%

PCAR:

25.81%

Max Drawdown

MCK:

-82.83%

PCAR:

-66.16%

Current Drawdown

MCK:

-4.12%

PCAR:

-10.59%

Fundamentals

Market Cap

MCK:

$76.73B

PCAR:

$57.63B

EPS

MCK:

$19.34

PCAR:

$8.93

PE Ratio

MCK:

31.25

PCAR:

12.31

PEG Ratio

MCK:

1.10

PCAR:

1.18

Total Revenue (TTM)

MCK:

$249.29B

PCAR:

$25.76B

Gross Profit (TTM)

MCK:

$9.67B

PCAR:

$4.90B

EBITDA (TTM)

MCK:

$3.51B

PCAR:

$4.52B

Returns By Period

In the year-to-date period, MCK achieves a 5.80% return, which is significantly higher than PCAR's 3.11% return. Over the past 10 years, MCK has underperformed PCAR with an annualized return of 11.90%, while PCAR has yielded a comparatively higher 14.73% annualized return.


MCK

YTD

5.80%

1M

4.56%

6M

-0.87%

1Y

24.53%

5Y*

33.69%

10Y*

11.90%

PCAR

YTD

3.11%

1M

2.56%

6M

14.34%

1Y

10.04%

5Y*

20.62%

10Y*

14.73%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MCK vs. PCAR — Risk-Adjusted Performance Rank

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

MCK
The Risk-Adjusted Performance Rank of MCK is 7474
Overall Rank
The Sharpe Ratio Rank of MCK is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 7070
Martin Ratio Rank

PCAR
The Risk-Adjusted Performance Rank of PCAR is 5656
Overall Rank
The Sharpe Ratio Rank of PCAR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MCK vs. PCAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and PACCAR Inc (PCAR). 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 0.94, compared to the broader market-2.000.002.000.940.36
The chart of Sortino ratio for MCK, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.320.65
The chart of Omega ratio for MCK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.09
The chart of Calmar ratio for MCK, currently valued at 1.03, compared to the broader market0.002.004.006.001.030.36
The chart of Martin ratio for MCK, currently valued at 2.56, compared to the broader market-20.00-10.000.0010.0020.002.560.67
MCK
PCAR

The current MCK Sharpe Ratio is 0.94, which is higher than the PCAR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of MCK and PCAR, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.94
0.36
MCK
PCAR

Dividends

MCK vs. PCAR - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.44%, less than PCAR's 3.89% yield.


TTM20242023202220212020201920182017201620152014
MCK
McKesson Corporation
0.44%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
PCAR
PACCAR Inc
3.89%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%

Drawdowns

MCK vs. PCAR - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than PCAR's maximum drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for MCK and PCAR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.12%
-10.59%
MCK
PCAR

Volatility

MCK vs. PCAR - Volatility Comparison

McKesson Corporation (MCK) and PACCAR Inc (PCAR) have volatilities of 5.59% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
5.59%
5.63%
MCK
PCAR

Financials

MCK vs. PCAR - Financials Comparison

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