COR vs MCK: returns, Sharpe ratio and drawdown

Over the past year, MCK returned +22.73% against +2.30% for COR. Over five years, MCK averaged +35.55% a year, compared with +21.87% for COR. MCK had the higher Sharpe ratio over the past year (0.68 vs 0.09), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.17% for MCK and -32.56% for COR.