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MCK vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MCK vs. USD=X - Performance Comparison

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

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Returns By Period


MCK

1D
-0.40%
1M
3.20%
YTD
-4.23%
6M
-3.47%
1Y
8.11%
3Y*
26.04%
5Y*
32.74%
10Y*
16.64%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCK vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCK
McKesson Corporation
-4.23%44.54%23.67%24.13%51.82%44.23%27.06%26.72%-28.40%11.95%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

MCK vs. USD=X — Risk / Return Rank

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

MCK
MCK Risk / Return Rank: 5050
Overall Rank
MCK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MCK Sortino Ratio Rank: 4747
Sortino Ratio Rank
MCK Omega Ratio Rank: 4747
Omega Ratio Rank
MCK Calmar Ratio Rank: 5050
Calmar Ratio Rank
MCK Martin Ratio Rank: 5151
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and USD Cash (USD=X). 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.


MCKUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.29

Martin ratioReturn relative to average drawdown

0.74

MCK vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

MCK vs. USD=X - Drawdown Comparison

The maximum MCK drawdown since its inception was -82.84%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MCK and USD=X.


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Drawdown Indicators


MCKUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-82.84%

0.00%

-82.84%

Max Drawdown (1Y)

Largest decline over 1 year

-27.17%

0.00%

-27.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.17%

0.00%

-27.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

0.00%

-27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-44.23%

0.00%

-44.23%

Current Drawdown

Current decline from peak

-21.17%

0.00%

-21.17%

Average Drawdown

Average peak-to-trough decline

-28.64%

0.00%

-28.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

0.00%

+10.40%

Volatility

MCK vs. USD=X - Volatility Comparison

McKesson Corporation (MCK) has a higher volatility of 6.47% compared to USD Cash (USD=X) at 0.00%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCKUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

0.00%

+6.47%

Volatility (6M)

Calculated over the trailing 6-month period

22.74%

0.00%

+22.74%

Volatility (1Y)

Calculated over the trailing 1-year period

29.14%

0.00%

+29.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

0.00%

+24.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.82%

0.00%

+28.82%

Frequently Asked Questions


MCK has higher volatility (6.47%) compared to USD=X (0.00%). In terms of maximum drawdown, MCK dropped -82.84% vs USD=X's 0.00%.

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