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PCAR vs. MCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PCAR and MCK is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PCAR vs. MCK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PCAR:

-0.25

MCK:

1.04

Sortino Ratio

PCAR:

-0.08

MCK:

1.41

Omega Ratio

PCAR:

0.99

MCK:

1.24

Calmar Ratio

PCAR:

-0.22

MCK:

1.17

Martin Ratio

PCAR:

-0.57

MCK:

2.88

Ulcer Index

PCAR:

10.79%

MCK:

9.73%

Daily Std Dev

PCAR:

30.55%

MCK:

27.75%

Max Drawdown

PCAR:

-66.16%

MCK:

-82.83%

Current Drawdown

PCAR:

-19.47%

MCK:

-2.16%

Fundamentals

Market Cap

PCAR:

$49.69B

MCK:

$85.29B

EPS

PCAR:

$6.59

MCK:

$25.72

PE Ratio

PCAR:

14.36

MCK:

26.53

PEG Ratio

PCAR:

2.34

MCK:

1.08

PS Ratio

PCAR:

1.54

MCK:

0.24

PB Ratio

PCAR:

2.80

MCK:

5.04

Total Revenue (TTM)

PCAR:

$32.36B

MCK:

$359.05B

Gross Profit (TTM)

PCAR:

$5.76B

MCK:

$13.13B

EBITDA (TTM)

PCAR:

$5.18B

MCK:

$5.13B

Returns By Period

In the year-to-date period, PCAR achieves a -7.13% return, which is significantly lower than MCK's 24.15% return. Both investments have delivered pretty close results over the past 10 years, with PCAR having a 12.43% annualized return and MCK not far behind at 12.19%.


PCAR

YTD

-7.13%

1M

8.42%

6M

-13.63%

1Y

-7.52%

5Y*

20.98%

10Y*

12.43%

MCK

YTD

24.15%

1M

2.01%

6M

16.09%

1Y

28.73%

5Y*

40.06%

10Y*

12.19%

*Annualized

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Risk-Adjusted Performance

PCAR vs. MCK — Risk-Adjusted Performance Rank

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

PCAR
The Risk-Adjusted Performance Rank of PCAR is 3636
Overall Rank
The Sharpe Ratio Rank of PCAR is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 3838
Martin Ratio Rank

MCK
The Risk-Adjusted Performance Rank of MCK is 8181
Overall Rank
The Sharpe Ratio Rank of MCK is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MCK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MCK is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MCK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MCK is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PCAR vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACCAR Inc (PCAR) and McKesson Corporation (MCK). 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.


The current PCAR Sharpe Ratio is -0.25, which is lower than the MCK Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PCAR and MCK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PCAR vs. MCK - Dividend Comparison

PCAR's dividend yield for the trailing twelve months is around 4.44%, more than MCK's 0.39% yield.


TTM20242023202220212020201920182017201620152014
PCAR
PACCAR Inc
4.44%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%
MCK
McKesson Corporation
0.39%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%

Drawdowns

PCAR vs. MCK - Drawdown Comparison

The maximum PCAR drawdown since its inception was -66.16%, smaller than the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for PCAR and MCK. For additional features, visit the drawdowns tool.


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Volatility

PCAR vs. MCK - Volatility Comparison

PACCAR Inc (PCAR) has a higher volatility of 8.79% compared to McKesson Corporation (MCK) at 7.23%. This indicates that PCAR's price experiences larger fluctuations and is considered to be riskier than MCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PCAR vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between PACCAR Inc and McKesson Corporation. 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
7.44B
90.82B
(PCAR) Total Revenue
(MCK) Total Revenue
Values in USD except per share items

PCAR vs. MCK - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%20212022202320242025
17.7%
4.0%
(PCAR) Gross Margin
(MCK) Gross Margin
PCAR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, PACCAR Inc reported a gross profit of 1.32B and revenue of 7.44B. Therefore, the gross margin over that period was 17.7%.

MCK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, McKesson Corporation reported a gross profit of 3.64B and revenue of 90.82B. Therefore, the gross margin over that period was 4.0%.

PCAR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, PACCAR Inc reported an operating income of 885.10M and revenue of 7.44B, resulting in an operating margin of 11.9%.

MCK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, McKesson Corporation reported an operating income of 1.59B and revenue of 90.82B, resulting in an operating margin of 1.8%.

PCAR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, PACCAR Inc reported a net income of 505.10M and revenue of 7.44B, resulting in a net margin of 6.8%.

MCK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, McKesson Corporation reported a net income of 1.26B and revenue of 90.82B, resulting in a net margin of 1.4%.