PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PDCO vs. MCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PDCO vs. MCK - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-15.25%
9.41%
PDCO
MCK

Returns By Period

In the year-to-date period, PDCO achieves a -23.43% return, which is significantly lower than MCK's 33.44% return. Over the past 10 years, PDCO has underperformed MCK with an annualized return of -4.42%, while MCK has yielded a comparatively higher 12.53% annualized return.


PDCO

YTD

-23.43%

1M

-2.06%

6M

-15.25%

1Y

-31.97%

5Y (annualized)

6.19%

10Y (annualized)

-4.42%

MCK

YTD

33.44%

1M

20.90%

6M

9.41%

1Y

37.41%

5Y (annualized)

33.63%

10Y (annualized)

12.53%

Fundamentals


PDCOMCK
Market Cap$1.83B$78.41B
EPS$1.81$19.33
PE Ratio11.4731.95
PEG Ratio2.101.30
Total Revenue (TTM)$4.88B$330.19B
Gross Profit (TTM)$1.03B$13.02B
EBITDA (TTM)$261.86M$3.74B

Key characteristics


PDCOMCK
Sharpe Ratio-0.891.42
Sortino Ratio-1.111.81
Omega Ratio0.831.33
Calmar Ratio-0.691.56
Martin Ratio-1.434.03
Ulcer Index22.61%9.25%
Daily Std Dev36.23%26.25%
Max Drawdown-70.34%-82.83%
Current Drawdown-43.14%-2.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between PDCO and MCK is 0.33, 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

PDCO vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Patterson Companies, Inc. (PDCO) 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.


Sharpe ratio
The chart of Sharpe ratio for PDCO, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.891.42
The chart of Sortino ratio for PDCO, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.111.81
The chart of Omega ratio for PDCO, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.33
The chart of Calmar ratio for PDCO, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.691.56
The chart of Martin ratio for PDCO, currently valued at -1.43, compared to the broader market-10.000.0010.0020.0030.00-1.434.03
PDCO
MCK

The current PDCO Sharpe Ratio is -0.89, which is lower than the MCK Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of PDCO 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.89
1.42
PDCO
MCK

Dividends

PDCO vs. MCK - Dividend Comparison

PDCO's dividend yield for the trailing twelve months is around 4.98%, more than MCK's 0.42% yield.


TTM20232022202120202019201820172016201520142013
PDCO
Patterson Companies, Inc.
4.98%3.66%3.71%3.54%3.51%5.08%5.29%2.82%2.29%1.90%1.58%1.17%
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%

Drawdowns

PDCO vs. MCK - Drawdown Comparison

The maximum PDCO drawdown since its inception was -70.34%, smaller than the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for PDCO and MCK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.14%
-2.22%
PDCO
MCK

Volatility

PDCO vs. MCK - Volatility Comparison

The current volatility for Patterson Companies, Inc. (PDCO) is 10.53%, while McKesson Corporation (MCK) has a volatility of 12.36%. This indicates that PDCO experiences smaller price fluctuations and is considered to be less risky than MCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.53%
12.36%
PDCO
MCK

Financials

PDCO vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Patterson Companies, 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


Values in USD except per share items