^NYA vs. MCD
^NYA (NYSE Composite) is an index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, ^NYA returned 8.29%/yr vs 10.87%/yr for MCD. At a 0.49 correlation, their price movements are largely independent.
Performance
^NYA vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, ^NYA achieves a 8.60% return, which is significantly higher than MCD's -9.70% return. Over the past 10 years, ^NYA has underperformed MCD with an annualized return of 8.29%, while MCD has yielded a comparatively higher 10.87% annualized return.
^NYA
- 1D
- -0.12%
- 1M
- 1.27%
- 6M
- 5.29%
- YTD
- 8.60%
- 1Y
- 16.30%
- 3Y*
- 14.21%
- 5Y*
- 7.63%
- 10Y*
- 8.29%
MCD
- 1D
- -0.72%
- 1M
- -4.28%
- 6M
- -10.03%
- YTD
- -9.70%
- 1Y
- -6.90%
- 3Y*
- -0.27%
- 5Y*
- 5.22%
- 10Y*
- 10.87%
^NYA vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 8.60% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
MCD McDonald's Corporation | -9.70% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
Correlation
The correlation between ^NYA and MCD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1970 | 0.49 |
Over the past year, the correlation between ^NYA and MCD has dropped to 0.23 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
^NYA vs. MCD — Risk / Return Rank
^NYA
MCD
^NYA vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and McDonald's Corporation (MCD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^NYA | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.95 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -0.32 | +2.30 |
| Martin ratioReturn relative to average drawdown | 7.34 | -0.77 | +8.10 |
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Drawdowns
^NYA vs. MCD - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for ^NYA and MCD.
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Drawdown Indicators
| ^NYA | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -73.20% | +14.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -21.47% | +13.21% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -21.47% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -21.47% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -36.90% | -1.21% |
Current DrawdownCurrent decline from peak | -0.74% | -19.08% | +18.34% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -14.90% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 8.99% | -6.76% |
Volatility
^NYA vs. MCD - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 2.65%, while McDonald's Corporation (MCD) has a volatility of 7.67%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^NYA | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.67% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 13.54% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 17.57% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.55% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 20.51% | -3.70% |
Frequently Asked Questions
^NYA and MCD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.67%) compared to ^NYA (2.65%). In terms of maximum drawdown, ^NYA dropped -59.01% vs MCD's -73.20%.
^NYA currently has the higher Sharpe Ratio (1.46 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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