MCK vs. XLU
Compare and contrast key facts about McKesson Corporation (MCK) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCK or XLU.
Performance
MCK vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, MCK achieves a 33.44% return, which is significantly higher than XLU's 29.17% return. Over the past 10 years, MCK has outperformed XLU with an annualized return of 12.53%, while XLU has yielded a comparatively lower 9.30% annualized return.
MCK
33.44%
20.90%
9.41%
37.41%
33.63%
12.53%
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| MCK | XLU | |
|---|---|---|
| Sharpe Ratio | 1.42 | 2.11 |
| Sortino Ratio | 1.81 | 2.88 |
| Omega Ratio | 1.33 | 1.36 |
| Calmar Ratio | 1.56 | 1.69 |
| Martin Ratio | 4.03 | 10.04 |
| Ulcer Index | 9.25% | 3.28% |
| Daily Std Dev | 26.25% | 15.62% |
| Max Drawdown | -82.83% | -52.27% |
| Current Drawdown | -2.22% | -2.76% |
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Correlation
The correlation between MCK and XLU is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MCK vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for McKesson Corporation (MCK) and Utilities Select Sector SPDR Fund (XLU). 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.
Dividends
MCK vs. XLU - Dividend Comparison
MCK's dividend yield for the trailing twelve months is around 0.42%, less than XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
MCK vs. XLU - Drawdown Comparison
The maximum MCK drawdown since its inception was -82.83%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for MCK and XLU. For additional features, visit the drawdowns tool.
Volatility
MCK vs. XLU - Volatility Comparison
McKesson Corporation (MCK) has a higher volatility of 12.36% compared to Utilities Select Sector SPDR Fund (XLU) at 5.41%. This indicates that MCK's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.