PG vs. MKC
PG (The Procter & Gamble Company) and MKC (McCormick & Company, Incorporated) are both stocks. Both are in the Consumer Defensive sector — PG in Household & Personal Products, MKC in Packaged Foods. Over the past 10 years, PG returned 8.46%/yr vs 2.06%/yr for MKC. At a 0.34 correlation, their price movements are largely independent.
Performance
PG vs. MKC - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 4.86% return, which is significantly higher than MKC's -21.75% return. Over the past 10 years, PG has outperformed MKC with an annualized return of 8.46%, while MKC has yielded a comparatively lower 2.06% annualized return.
PG
- 1D
- -0.69%
- 1M
- -1.52%
- 6M
- 2.23%
- YTD
- 4.86%
- 1Y
- -2.39%
- 3Y*
- 1.32%
- 5Y*
- 3.94%
- 10Y*
- 8.46%
- ALL TIME*
- 10.12%
MKC
- 1D
- 0.21%
- 1M
- 13.26%
- 6M
- -21.43%
- YTD
- -21.75%
- 1Y
- -23.61%
- 3Y*
- -13.71%
- 5Y*
- -7.10%
- 10Y*
- 2.06%
- ALL TIME*
- 10.93%
PG vs. MKC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 4.86% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
MKC McCormick & Company, Incorporated | -21.75% | -8.33% | 13.97% | -15.68% | -12.65% | 2.67% | 14.70% | 23.65% | 39.01% | 11.34% |
Correlation
The correlation between PG and MKC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.34 |
The correlation between PG and MKC shifts across timeframes, from 0.34 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PG:
$344.91B
MKC:
$14.07B
PG:
$5.24
MKC:
$6.05
PG:
28.25
MKC:
8.66
PG:
6.91
MKC:
6.30
PG:
4.14
MKC:
1.91
PG:
6.63
MKC:
2.01
PG:
$86.72B
MKC:
$7.39B
PG:
$43.64B
MKC:
$2.85B
PG:
$22.63B
MKC:
$1.37B
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Return for Risk
PG vs. MKC — Risk / Return Rank
PG
MKC
PG vs. MKC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and McCormick & Company, Incorporated (MKC). 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.
| PG | MKC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.88 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.66 | +0.50 |
| Martin ratioReturn relative to average drawdown | -0.27 | -1.26 | +0.99 |
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Drawdowns
PG vs. MKC - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum MKC drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for PG and MKC.
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Drawdown Indicators
| PG | MKC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -52.02% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -35.93% | +20.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -45.65% | +24.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -52.02% | +28.25% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -52.02% | +28.25% |
Current DrawdownCurrent decline from peak | -14.17% | -44.42% | +30.25% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -11.12% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 18.76% | -9.87% |
Volatility
PG vs. MKC - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 7.37%, while McCormick & Company, Incorporated (MKC) has a volatility of 11.85%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than MKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | MKC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 11.85% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.87% | 25.45% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.66% | 29.68% | -10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 24.88% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 24.44% | -5.27% |
Dividends
PG vs. MKC - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.16%, less than MKC's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKC McCormick & Company, Incorporated | 3.61% | 2.69% | 2.24% | 2.32% | 1.81% | 1.44% | 1.68% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% |
PG The Procter & Gamble Company | 2.16% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
PG vs. MKC - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company and McCormick & Company, Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
PG vs. MKC - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
MKC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a gross profit of 778.20M and revenue of 1.94B. Therefore, the gross margin over that period was 40.2%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
MKC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported an operating income of 276.40M and revenue of 1.94B, resulting in an operating margin of 14.3%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
MKC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a net income of 160.20M and revenue of 1.94B, resulting in a net margin of 8.3%.
Frequently Asked Questions
PG and MKC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MKC has higher volatility (11.85%) compared to PG (7.37%). In terms of maximum drawdown, PG dropped -54.25% vs MKC's -52.02%.
PG currently has the higher Sharpe Ratio (-0.12 vs -0.80), 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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