McKesson (MCK): analysis and statistics
Return, volatility, Sharpe ratio and risk for McKesson, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $960.56 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +29.65% |
| Total return over period | +117.03% |
| Annualized volatility | 26.85% |
| Period volatility | 46.38% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.26 |
| Sortino ratio | 3.37 |
| Max drawdown | -27.17% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.79% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $434.73 – $1,030.12 |
| Trading days analyzed | 752 |
Over the last 3.0 years, McKesson (MCK) has posted an annualized return of +29.65% with annual volatility of 26.85%, a Sharpe ratio of 2.26. Its worst stretch (max drawdown from a peak) was -27.17%. Its correlation with the S&P 500 is 0.01, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MCK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, McKesson (MCK) is of the S&P 500.
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