^NYA vs. MCD
^NYA (NYSE Composite) is an index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, ^NYA returned 8.71%/yr vs 11.21%/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 6.63% return, which is significantly higher than MCD's -10.01% return. Over the past 10 years, ^NYA has underperformed MCD with an annualized return of 8.71%, while MCD has yielded a comparatively higher 11.21% annualized return.
^NYA
- 1D
- -0.56%
- 1M
- 1.02%
- YTD
- 6.63%
- 6M
- 5.92%
- 1Y
- 17.27%
- 3Y*
- 14.90%
- 5Y*
- 7.22%
- 10Y*
- 8.71%
MCD
- 1D
- 0.58%
- 1M
- -3.11%
- YTD
- -10.01%
- 6M
- -11.52%
- 1Y
- -3.89%
- 3Y*
- 0.19%
- 5Y*
- 5.48%
- 10Y*
- 11.21%
^NYA vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 6.63% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
MCD McDonald's Corporation | -10.01% | 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 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
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 0.25 - 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 | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.98 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | -0.20 | +2.30 |
| Martin ratioReturn relative to average drawdown | 7.76 | -0.49 | +8.25 |
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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% | -19.82% | +11.56% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -19.82% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -19.82% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -36.90% | -1.21% |
Current DrawdownCurrent decline from peak | -1.01% | -19.36% | +18.35% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -14.90% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 7.91% | -5.68% |
Volatility
^NYA vs. MCD - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.43%, while McDonald's Corporation (MCD) has a volatility of 5.81%. 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 | 3.43% | 5.81% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 12.43% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 16.88% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.34% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 20.44% | -3.59% |
Frequently Asked Questions
^NYA and MCD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (5.81%) compared to ^NYA (3.43%). In terms of maximum drawdown, ^NYA dropped -59.01% vs MCD's -73.20%.
^NYA currently has the higher Sharpe Ratio (1.53 vs -0.23), 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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