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

Correlation

The correlation between MCK and RMD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

MCK vs. RMD - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
3,801.60%
41,864.06%
MCK
RMD

Key characteristics

Sharpe Ratio

MCK:

1.15

RMD:

0.75

Sortino Ratio

MCK:

1.56

RMD:

1.35

Omega Ratio

MCK:

1.26

RMD:

1.19

Calmar Ratio

MCK:

1.31

RMD:

0.78

Martin Ratio

MCK:

3.22

RMD:

3.58

Ulcer Index

MCK:

9.71%

RMD:

8.16%

Daily Std Dev

MCK:

27.32%

RMD:

38.77%

Max Drawdown

MCK:

-82.83%

RMD:

-61.60%

Current Drawdown

MCK:

-3.06%

RMD:

-18.21%

Fundamentals

Market Cap

MCK:

$87.10B

RMD:

$34.62B

EPS

MCK:

$21.82

RMD:

$8.92

PE Ratio

MCK:

31.85

RMD:

26.44

PEG Ratio

MCK:

1.20

RMD:

1.40

PS Ratio

MCK:

0.25

RMD:

6.89

PB Ratio

MCK:

5.04

RMD:

6.24

Total Revenue (TTM)

MCK:

$268.23B

RMD:

$5.02B

Gross Profit (TTM)

MCK:

$9.49B

RMD:

$2.94B

EBITDA (TTM)

MCK:

$3.54B

RMD:

$1.65B

Returns By Period

In the year-to-date period, MCK achieves a 22.08% return, which is significantly higher than RMD's 3.38% return. Over the past 10 years, MCK has underperformed RMD with an annualized return of 12.84%, while RMD has yielded a comparatively higher 15.42% annualized return.


MCK

YTD

22.08%

1M

4.41%

6M

37.28%

1Y

28.51%

5Y*

38.23%

10Y*

12.84%

RMD

YTD

3.38%

1M

5.96%

6M

-7.48%

1Y

9.15%

5Y*

8.65%

10Y*

15.42%

*Annualized

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Risk-Adjusted Performance

MCK vs. RMD — 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 8484
Overall Rank
The Sharpe Ratio Rank of MCK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 8181
Martin Ratio Rank

RMD
The Risk-Adjusted Performance Rank of RMD is 7979
Overall Rank
The Sharpe Ratio Rank of RMD is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of RMD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of RMD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of RMD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RMD is 8282
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. RMD - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for MCK, currently valued at 1.15, compared to the broader market-2.00-1.000.001.002.003.00
MCK: 1.15
RMD: 0.75
The chart of Sortino ratio for MCK, currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.00
MCK: 1.56
RMD: 1.35
The chart of Omega ratio for MCK, currently valued at 1.26, compared to the broader market0.501.001.502.00
MCK: 1.26
RMD: 1.19
The chart of Calmar ratio for MCK, currently valued at 1.31, compared to the broader market0.001.002.003.004.005.00
MCK: 1.31
RMD: 0.78
The chart of Martin ratio for MCK, currently valued at 3.22, compared to the broader market-5.000.005.0010.0015.0020.00
MCK: 3.22
RMD: 3.58

The current MCK Sharpe Ratio is 1.15, which is higher than the RMD Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MCK and RMD, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.15
0.75
MCK
RMD

Dividends

MCK vs. RMD - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.40%, less than RMD's 0.88% yield.


TTM20242023202220212020201920182017201620152014
MCK
McKesson Corporation
0.40%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
RMD
ResMed Inc.
0.88%0.88%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%

Drawdowns

MCK vs. RMD - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.83%, which is greater than RMD's maximum drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for MCK and RMD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.06%
-18.21%
MCK
RMD

Volatility

MCK vs. RMD - Volatility Comparison

The current volatility for McKesson Corporation (MCK) is 8.93%, while ResMed Inc. (RMD) has a volatility of 14.81%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than RMD 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%NovemberDecember2025FebruaryMarchApril
8.93%
14.81%
MCK
RMD

Financials

MCK vs. RMD - Financials Comparison

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