McKesson Corporation (MCK): analysis and statistics
Return, volatility, Sharpe ratio and risk for McKesson Corporation, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $865.98 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +29.88% |
| Total return over period | +118.17% |
| Annualized volatility | 26.17% |
| Sharpe ratio | 1.00 |
| Sortino ratio | 1.48 |
| Max drawdown | -27.17% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.77% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $396.94 – $994.59 |
| Trading days analyzed | 752 |
Over the last 3.0 years, McKesson Corporation (MCK) has posted an annualized return of +29.88% with annual volatility of 26.17%, a Sharpe ratio of 1.00. 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 S&P 500 stocks, try the optimizer.
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