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MCK vs. TROW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MCK vs. TROW - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCK achieves a -6.36% return, which is significantly lower than TROW's 4.53% return. Over the past 10 years, MCK has outperformed TROW with an annualized return of 16.13%, while TROW has yielded a comparatively lower 7.66% 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%

TROW

1D
-0.51%
1M
0.11%
YTD
4.53%
6M
3.65%
1Y
17.89%
3Y*
2.09%
5Y*
-7.40%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCK vs. TROW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCK
McKesson Corporation
-6.36%44.54%23.67%24.13%51.82%44.23%27.06%26.72%-28.40%11.95%
TROW
T. Rowe Price Group, Inc.
4.53%-4.67%9.68%3.35%-42.24%34.91%28.11%35.61%-9.75%43.38%

Correlation

The correlation between MCK and TROW is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 16, 1994

0.30

The correlation between MCK and TROW shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MCK:

$94.07B

TROW:

$22.95B

EPS

MCK:

$38.38

TROW:

$9.80

PE Ratio

MCK:

19.97

TROW:

10.77

PS Ratio

MCK:

0.24

TROW:

3.14

PB Ratio

MCK:

13.60

TROW:

2.13

Total Revenue (TTM)

MCK:

$403.43B

TROW:

$7.41B

Gross Profit (TTM)

MCK:

$14.55B

TROW:

$3.66B

EBITDA (TTM)

MCK:

$6.91B

TROW:

$2.87B

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Return for Risk

MCK vs. TROW — Risk / Return Rank

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

MCK
MCK Risk / Return Rank: 4949
Overall Rank
MCK Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MCK Sortino Ratio Rank: 4747
Sortino Ratio Rank
MCK Omega Ratio Rank: 4747
Omega Ratio Rank
MCK Calmar Ratio Rank: 4949
Calmar Ratio Rank
MCK Martin Ratio Rank: 5151
Martin Ratio Rank

TROW
TROW Risk / Return Rank: 6262
Overall Rank
TROW Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TROW Sortino Ratio Rank: 5959
Sortino Ratio Rank
TROW Omega Ratio Rank: 5959
Omega Ratio Rank
TROW Calmar Ratio Rank: 6262
Calmar Ratio Rank
TROW Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCK vs. TROW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and T. Rowe Price Group, Inc. (TROW). 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.


MCKTROWDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.06

Calmar ratioReturn relative to maximum drawdown

0.29

0.91

-0.61

Martin ratioReturn relative to average drawdown

0.79

2.23

-1.44

MCK vs. TROW - Sharpe Ratio Comparison

The current MCK Sharpe Ratio is 0.28, which is lower than the TROW Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MCK and TROW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MCKTROWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.76

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

-0.24

+1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.26

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.39

+0.05

Drawdowns

MCK vs. TROW - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.84%, which is greater than TROW's maximum drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for MCK and TROW.


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Drawdown Indicators


MCKTROWDifference

Max Drawdown

Largest peak-to-trough decline

-82.84%

-67.43%

-15.41%

Max Drawdown (1Y)

Largest decline over 1 year

-27.17%

-19.76%

-7.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.17%

-34.05%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-58.16%

+30.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.23%

-58.16%

+13.93%

Current Drawdown

Current decline from peak

-22.92%

-42.07%

+19.15%

Average Drawdown

Average peak-to-trough decline

-28.65%

-16.68%

-11.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.06%

8.03%

+2.03%

Volatility

MCK vs. TROW - Volatility Comparison

McKesson Corporation (MCK) has a higher volatility of 6.94% compared to T. Rowe Price Group, Inc. (TROW) at 4.72%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCKTROWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

4.72%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

22.76%

17.20%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

29.16%

23.79%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.20%

30.48%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.82%

30.01%

-1.19%

Dividends

MCK vs. TROW - Dividend Comparison

MCK's dividend yield for the trailing twelve months is around 0.43%, less than TROW's 4.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TROW
T. Rowe Price Group, Inc.
4.85%4.96%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%

Financials

MCK vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between McKesson Corporation and T. Rowe Price 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
96.30B
1.86B
(MCK) Total Revenue
(TROW) Total Revenue
Values in USD except per share items

MCK vs. TROW - Profitability Comparison

The chart below illustrates the profitability comparison between McKesson Corporation and T. Rowe Price Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
4.2%
0
Portfolio components
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%.

TROW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a gross profit of 0.00 and revenue of 1.86B. 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%.

TROW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported an operating income of 680.50M and revenue of 1.86B, resulting in an operating margin of 36.7%.

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%.

TROW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a net income of 562.00M and revenue of 1.86B, resulting in a net margin of 30.3%.


Frequently Asked Questions


MCK and TROW have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCK has higher volatility (6.94%) compared to TROW (4.72%). In terms of maximum drawdown, MCK dropped -82.84% vs TROW's -67.43%.

TROW currently has the higher Sharpe Ratio (0.76 vs 0.28), 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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