RYCEY vs. MCK
RYCEY (Rolls-Royce Holdings plc) and MCK (McKesson Corporation) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while MCK operates in Medical Distribution (Healthcare). Over the past 10 years, RYCEY returned 7.82%/yr vs 16.13%/yr for MCK. At a 0.17 correlation, their price movements are largely independent.
Performance
RYCEY vs. MCK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYCEY achieves a 6.89% return, which is significantly higher than MCK's -6.36% return. Over the past 10 years, RYCEY has underperformed MCK with an annualized return of 7.82%, while MCK has yielded a comparatively higher 16.13% annualized return.
RYCEY
- 1D
- -0.24%
- 1M
- -0.36%
- YTD
- 6.89%
- 6M
- 11.28%
- 1Y
- 38.97%
- 3Y*
- 110.24%
- 5Y*
- 60.04%
- 10Y*
- 7.82%
MCK
- 1D
- -1.16%
- 1M
- 4.27%
- YTD
- -6.36%
- 6M
- -3.74%
- 1Y
- 7.98%
- 3Y*
- 25.42%
- 5Y*
- 32.82%
- 10Y*
- 16.13%
RYCEY vs. MCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 6.89% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
MCK McKesson Corporation | -6.36% | 44.54% | 23.67% | 24.13% | 51.82% | 44.23% | 27.06% | 26.72% | -28.40% | 11.95% |
Correlation
The correlation between RYCEY and MCK is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2014 | 0.17 |
The correlation between RYCEY and MCK shifts across timeframes, from 0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$140.58B
MCK:
$94.07B
RYCEY:
$0.99
MCK:
$38.38
RYCEY:
16.89
MCK:
19.97
RYCEY:
0.03
MCK:
0.27
RYCEY:
3.52
MCK:
0.24
RYCEY:
51.66
MCK:
13.60
RYCEY:
$40.04B
MCK:
$403.43B
RYCEY:
$10.10B
MCK:
$14.55B
RYCEY:
$8.04B
MCK:
$6.91B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYCEY vs. MCK — Risk / Return Rank
RYCEY
MCK
RYCEY vs. MCK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.
| RYCEY | MCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.29 | +1.51 |
| Martin ratioReturn relative to average drawdown | 5.11 | 0.79 | +4.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RYCEY | MCK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.28 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 1.36 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.56 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.44 | -0.68 |
Drawdowns
RYCEY vs. MCK - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than MCK's maximum drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for RYCEY and MCK.
Loading charts...
Drawdown Indicators
| RYCEY | MCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -82.84% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -27.17% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -27.17% | +3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -27.17% | -34.84% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -44.23% | -50.41% |
Current DrawdownCurrent decline from peak | -78.78% | -22.92% | -55.86% |
Average DrawdownAverage peak-to-trough decline | -84.19% | -28.65% | -55.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 10.06% | -2.41% |
Volatility
RYCEY vs. MCK - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 11.26% compared to McKesson Corporation (MCK) at 6.94%. This indicates that RYCEY'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.
Loading charts...
Volatility by Period
| RYCEY | MCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 6.94% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 32.56% | 22.76% | +9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.74% | 29.16% | +8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.44% | 24.20% | +19.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 28.82% | +20.53% |
Dividends
RYCEY vs. MCK - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.76%, more than MCK's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | 0.43% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
RYCEY Rolls-Royce Holdings plc | 0.76% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
RYCEY vs. MCK - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc 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.
Total Revenue: Total amount of money received from sales and other business activities
RYCEY vs. MCK - Profitability Comparison
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
MCK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a gross profit of 4.04B and revenue of 96.30B. Therefore, the gross margin over that period was 4.2%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
MCK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported an operating income of 2.09B and revenue of 96.30B, resulting in an operating margin of 2.2%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
MCK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a net income of 1.68B and revenue of 96.30B, resulting in a net margin of 1.8%.
Frequently Asked Questions
RYCEY and MCK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (11.26%) compared to MCK (6.94%). In terms of maximum drawdown, RYCEY dropped -99.07% vs MCK's -82.84%.
RYCEY currently has the higher Sharpe Ratio (1.04 vs 0.28), 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.
Find the right allocation for RYCEY and MCK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer