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 8.64%/yr vs 1.49%/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 2.74% return, which is significantly higher than MKC's -29.48% return. Over the past 10 years, PG has outperformed MKC with an annualized return of 8.64%, while MKC has yielded a comparatively lower 1.49% annualized return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
MKC
- 1D
- 0.78%
- 1M
- -1.47%
- YTD
- -29.48%
- 6M
- -23.94%
- 1Y
- -33.99%
- 3Y*
- -17.31%
- 5Y*
- -9.65%
- 10Y*
- 1.49%
PG vs. MKC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
MKC McCormick & Company, Incorporated | -29.48% | -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 | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.34 |
The correlation between PG and MKC shifts across timeframes, from 0.34 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PG:
$350.63B
MKC:
$12.83B
PG:
$5.23
MKC:
$6.10
PG:
27.76
MKC:
7.80
PG:
6.79
MKC:
5.67
PG:
4.07
MKC:
1.80
PG:
6.50
MKC:
1.84
PG:
$86.72B
MKC:
$7.11B
PG:
$43.64B
MKC:
$2.70B
PG:
$22.63B
MKC:
$1.22B
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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.
| PG | MKC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.80 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.86 | +0.28 |
| Martin ratioReturn relative to average drawdown | -1.04 | -1.75 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | MKC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -1.22 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.40 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.06 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.43 | +0.03 |
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% | -39.50% | +23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -47.65% | +26.50% |
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 | -15.91% | -49.90% | +33.99% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -11.01% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 19.43% | -10.50% |
Volatility
PG vs. MKC - Volatility Comparison
The Procter & Gamble Company (PG) and McCormick & Company, Incorporated (MKC) have volatilities of 7.01% and 6.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 7.01% | 6.70% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 23.08% | -7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 27.96% | -9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 24.30% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 24.16% | -5.11% |
Dividends
PG vs. MKC - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, less than MKC's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKC McCormick & Company, Incorporated | 3.91% | 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 | 2.94% | 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 Jun 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 Jun 2026, McCormick & Company, Incorporated reported a gross profit of 708.90M and revenue of 1.87B. Therefore, the gross margin over that period was 37.8%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, McCormick & Company, Incorporated reported an operating income of 227.50M and revenue of 1.87B, resulting in an operating margin of 12.1%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, McCormick & Company, Incorporated reported a net income of 1.02B and revenue of 1.87B, resulting in a net margin of 54.2%.
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.
PG has higher volatility (7.01%) compared to MKC (6.70%). In terms of maximum drawdown, PG dropped -54.25% vs MKC's -52.02%.
PG currently has the higher Sharpe Ratio (-0.48 vs -1.22), 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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