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

Correlation

The correlation between TRIP and MCK is 0.21, 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.


-0.50.00.51.00.2

Performance

TRIP vs. MCK - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.90%
-3.64%
TRIP
MCK

Key characteristics

Sharpe Ratio

TRIP:

-0.74

MCK:

1.18

Sortino Ratio

TRIP:

-0.78

MCK:

1.57

Omega Ratio

TRIP:

0.87

MCK:

1.28

Calmar Ratio

TRIP:

-0.43

MCK:

1.28

Martin Ratio

TRIP:

-1.03

MCK:

3.27

Ulcer Index

TRIP:

35.93%

MCK:

9.35%

Daily Std Dev

TRIP:

50.20%

MCK:

25.93%

Max Drawdown

TRIP:

-86.79%

MCK:

-82.83%

Current Drawdown

TRIP:

-86.39%

MCK:

-7.81%

Fundamentals

Market Cap

TRIP:

$1.88B

MCK:

$71.44B

EPS

TRIP:

$0.26

MCK:

$19.30

PE Ratio

TRIP:

51.88

MCK:

29.16

PEG Ratio

TRIP:

0.64

MCK:

1.05

Total Revenue (TTM)

TRIP:

$1.81B

MCK:

$330.19B

Gross Profit (TTM)

TRIP:

$1.58B

MCK:

$12.82B

EBITDA (TTM)

TRIP:

$255.00M

MCK:

$4.82B

Returns By Period

In the year-to-date period, TRIP achieves a -38.04% return, which is significantly lower than MCK's 25.81% return. Over the past 10 years, TRIP has underperformed MCK with an annualized return of -15.10%, while MCK has yielded a comparatively higher 11.63% annualized return.


TRIP

YTD

-38.04%

1M

-0.67%

6M

-25.64%

1Y

-37.02%

5Y*

-15.02%

10Y*

-15.10%

MCK

YTD

25.81%

1M

-6.56%

6M

-3.64%

1Y

28.66%

5Y*

34.35%

10Y*

11.63%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TRIP vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TripAdvisor, Inc. (TRIP) 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 TRIP, currently valued at -0.74, compared to the broader market-4.00-2.000.002.00-0.741.18
The chart of Sortino ratio for TRIP, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.781.57
The chart of Omega ratio for TRIP, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.28
The chart of Calmar ratio for TRIP, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.431.28
The chart of Martin ratio for TRIP, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.033.27
TRIP
MCK

The current TRIP Sharpe Ratio is -0.74, which is lower than the MCK Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TRIP 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.74
1.18
TRIP
MCK

Dividends

TRIP vs. MCK - Dividend Comparison

TRIP has not paid dividends to shareholders, while MCK's dividend yield for the trailing twelve months is around 0.46%.


TTM20232022202120202019201820172016201520142013
TRIP
TripAdvisor, Inc.
0.00%0.00%0.00%0.00%0.00%11.52%0.00%0.00%0.00%0.00%0.00%0.00%
MCK
McKesson Corporation
0.46%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%

Drawdowns

TRIP vs. MCK - Drawdown Comparison

The maximum TRIP drawdown since its inception was -86.79%, roughly equal to the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for TRIP and MCK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.39%
-7.81%
TRIP
MCK

Volatility

TRIP vs. MCK - Volatility Comparison

TripAdvisor, Inc. (TRIP) has a higher volatility of 12.50% compared to McKesson Corporation (MCK) at 4.66%. This indicates that TRIP'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.50%
4.66%
TRIP
MCK

Financials

TRIP vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between TripAdvisor, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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