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

Key characteristics


TRNMCK
YTD Return18.09%19.27%
1Y Return55.70%40.03%
3Y Return (Ann)5.74%42.42%
5Y Return (Ann)12.12%35.79%
10Y Return (Ann)3.30%12.87%
Sharpe Ratio1.532.28
Daily Std Dev35.39%18.31%
Max Drawdown-86.22%-82.83%
Current Drawdown-4.65%-1.49%

Fundamentals


TRNMCK
Market Cap$2.56B$72.78B
EPS$1.67$22.40
PE Ratio18.7125.00
PEG Ratio2.784.96
Revenue (TTM)$3.15B$308.95B
Gross Profit (TTM)$367.70M$12.36B
EBITDA (TTM)$676.20M$4.46B

Correlation

-0.50.00.51.00.2

The correlation between TRN and MCK is 0.24, 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.

Performance

TRN vs. MCK - Performance Comparison

In the year-to-date period, TRN achieves a 18.09% return, which is significantly lower than MCK's 19.27% return. Over the past 10 years, TRN has underperformed MCK with an annualized return of 3.30%, while MCK has yielded a comparatively higher 12.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%December2024FebruaryMarchAprilMay
2,667.37%
30,723.74%
TRN
MCK

Compare stocks, funds, or ETFs

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


Trinity Industries, Inc.

McKesson Corporation

Risk-Adjusted Performance

TRN vs. MCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Industries, Inc. (TRN) 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.


TRN
Sharpe ratio
The chart of Sharpe ratio for TRN, currently valued at 1.53, compared to the broader market-2.00-1.000.001.002.003.004.001.53
Sortino ratio
The chart of Sortino ratio for TRN, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for TRN, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for TRN, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for TRN, currently valued at 6.21, compared to the broader market-10.000.0010.0020.0030.006.21
MCK
Sharpe ratio
The chart of Sharpe ratio for MCK, currently valued at 2.28, compared to the broader market-2.00-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for MCK, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.006.002.97
Omega ratio
The chart of Omega ratio for MCK, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for MCK, currently valued at 5.69, compared to the broader market0.002.004.006.005.69
Martin ratio
The chart of Martin ratio for MCK, currently valued at 16.23, compared to the broader market-10.000.0010.0020.0030.0016.23

TRN vs. MCK - Sharpe Ratio Comparison

The current TRN Sharpe Ratio is 1.53, which is lower than the MCK Sharpe Ratio of 2.28. The chart below compares the 12-month rolling Sharpe Ratio of TRN and MCK.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.53
2.28
TRN
MCK

Dividends

TRN vs. MCK - Dividend Comparison

TRN's dividend yield for the trailing twelve months is around 3.51%, more than MCK's 0.44% yield.


TTM20232022202120202019201820172016201520142013
TRN
Trinity Industries, Inc.
3.51%3.91%3.11%2.78%2.88%2.89%1.82%1.28%1.59%1.75%1.25%0.92%
MCK
McKesson Corporation
0.44%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%

Drawdowns

TRN vs. MCK - Drawdown Comparison

The maximum TRN drawdown since its inception was -86.22%, roughly equal to the maximum MCK drawdown of -82.83%. Use the drawdown chart below to compare losses from any high point for TRN and MCK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.65%
-1.49%
TRN
MCK

Volatility

TRN vs. MCK - Volatility Comparison

Trinity Industries, Inc. (TRN) has a higher volatility of 13.77% compared to McKesson Corporation (MCK) at 4.66%. This indicates that TRN'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
13.77%
4.66%
TRN
MCK

Financials

TRN vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Trinity Industries, 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