MCK vs. T
MCK (McKesson Corporation) and T (AT&T Inc.) are both stocks. MCK operates in Medical Distribution (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, MCK returned 16.13%/yr vs 2.86%/yr for T. At a 0.24 correlation, their price movements are largely independent.
Performance
MCK vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, MCK achieves a -6.36% return, which is significantly higher than T's -7.40% return. Over the past 10 years, MCK has outperformed T with an annualized return of 16.13%, while T has yielded a comparatively lower 2.86% annualized return.
MCK
- 1D
- -1.16%
- 1M
- 4.27%
- YTD
- -6.36%
- 6M
- -3.74%
- 1Y
- 7.98%
- 3Y*
- 25.42%
- 5Y*
- 32.82%
- 10Y*
- 16.13%
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
MCK vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | -6.36% | 44.54% | 23.67% | 24.13% | 51.82% | 44.23% | 27.06% | 26.72% | -28.40% | 11.95% |
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between MCK and T is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 1994 | 0.24 |
The correlation between MCK and T shifts across timeframes, from 0.09 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MCK:
$38.38
T:
$3.04
MCK:
19.97
T:
7.39
MCK:
0.27
T:
0.31
MCK:
0.24
T:
1.29
MCK:
$403.43B
T:
$125.65B
MCK:
$14.55B
T:
$105.41B
MCK:
$6.91B
T:
$54.70B
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Return for Risk
MCK vs. T — Risk / Return Rank
MCK
T
MCK vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and AT&T Inc. (T). 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.
| MCK | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.89 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.75 | +1.05 |
| Martin ratioReturn relative to average drawdown | 0.79 | -1.59 | +2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCK | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | -0.75 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.36 | 0.28 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.12 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.07 |
Drawdowns
MCK vs. T - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.84%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for MCK and T.
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Drawdown Indicators
| MCK | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.84% | -64.15% | -18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -27.17% | -21.87% | -5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -27.17% | -21.87% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -32.01% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.23% | -42.35% | -1.88% |
Current DrawdownCurrent decline from peak | -22.92% | -21.87% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -28.65% | -15.72% | -12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 10.34% | -0.28% |
Volatility
MCK vs. T - Volatility Comparison
The current volatility for McKesson Corporation (MCK) is 6.94%, while AT&T Inc. (T) has a volatility of 7.50%. This indicates that MCK experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCK | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.50% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 22.76% | 17.57% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.16% | 21.98% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.20% | 23.97% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 23.71% | +5.11% |
Dividends
MCK vs. T - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.43%, less than T's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | 0.43% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
T AT&T Inc. | 4.93% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
MCK vs. T - Financials Comparison
This section allows you to compare key financial metrics between McKesson Corporation and AT&T 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
Frequently Asked Questions
MCK and T have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.50%) compared to MCK (6.94%). In terms of maximum drawdown, MCK dropped -82.84% vs T's -64.15%.
MCK currently has the higher Sharpe Ratio (0.28 vs -0.75), 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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