MCK vs. SPGI
MCK (McKesson Corporation) and SPGI (S&P Global Inc.) are both stocks. MCK operates in Medical Distribution (Healthcare), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, MCK returned 16.64%/yr vs 15.70%/yr for SPGI. At a 0.31 correlation, their price movements are largely independent.
Performance
MCK vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, MCK achieves a -4.23% return, which is significantly higher than SPGI's -19.47% return. Over the past 10 years, MCK has outperformed SPGI with an annualized return of 16.64%, while SPGI has yielded a comparatively lower 15.70% annualized return.
MCK
- 1D
- -0.40%
- 1M
- 6.48%
- YTD
- -4.23%
- 6M
- -3.47%
- 1Y
- 7.72%
- 3Y*
- 26.04%
- 5Y*
- 32.74%
- 10Y*
- 16.64%
SPGI
- 1D
- 1.35%
- 1M
- 3.28%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -16.50%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
MCK vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | -4.23% | 44.54% | 23.67% | 24.13% | 51.82% | 44.23% | 27.06% | 26.72% | -28.40% | 11.95% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between MCK and SPGI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.31 |
The correlation between MCK and SPGI shifts across timeframes, from 0.13 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCK:
$96.20B
SPGI:
$124.67B
MCK:
$38.38
SPGI:
$15.79
MCK:
20.43
SPGI:
26.53
MCK:
0.27
SPGI:
3.47
MCK:
0.24
SPGI:
8.06
MCK:
13.91
SPGI:
3.98
MCK:
$403.43B
SPGI:
$15.73B
MCK:
$14.55B
SPGI:
$8.15B
MCK:
$6.91B
SPGI:
$7.83B
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Return for Risk
MCK vs. SPGI — Risk / Return Rank
MCK
SPGI
MCK vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and S&P Global Inc. (SPGI). 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.
| MCK | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.91 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.54 | +0.83 |
| Martin ratioReturn relative to average drawdown | 0.74 | -1.03 | +1.77 |
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Drawdowns
MCK vs. SPGI - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.84%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for MCK and SPGI.
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Drawdown Indicators
| MCK | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.84% | -74.67% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -27.17% | -30.48% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -27.17% | -30.48% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -39.76% | +12.59% |
Max Drawdown (10Y)Largest decline over 10 years | -44.23% | -39.76% | -4.47% |
Current DrawdownCurrent decline from peak | -21.17% | -25.12% | +3.95% |
Average DrawdownAverage peak-to-trough decline | -28.64% | -15.23% | -13.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 16.07% | -5.67% |
Volatility
MCK vs. SPGI - Volatility Comparison
The current volatility for McKesson Corporation (MCK) is 6.47%, while S&P Global Inc. (SPGI) has a volatility of 7.62%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCK | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 7.62% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 22.74% | 24.13% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.14% | 27.63% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 24.51% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 26.03% | +2.79% |
Dividends
MCK vs. SPGI - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.42%, less than SPGI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | 0.42% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
MCK vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between McKesson Corporation and S&P Global 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.
Total Revenue: Total amount of money received from sales and other business activities
MCK vs. SPGI - Profitability Comparison
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%.
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
Frequently Asked Questions
MCK and SPGI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (7.62%) compared to MCK (6.47%). In terms of maximum drawdown, MCK dropped -82.84% vs SPGI's -74.67%.
MCK currently has the higher Sharpe Ratio (0.27 vs -0.60), 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.
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