^NYA vs. MCD
^NYA (NYSE Composite) is an index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, ^NYA returned 8.50%/yr vs 11.33%/yr for MCD. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
^NYA vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, ^NYA achieves a 9.56% return, which is significantly higher than MCD's -10.35% return. Over the past 10 years, ^NYA has underperformed MCD with an annualized return of 8.50%, while MCD has yielded a comparatively higher 11.33% annualized return.
^NYA
- 1D
- -0.13%
- 1M
- 0.63%
- 6M
- 6.11%
- YTD
- 9.56%
- 1Y
- 18.95%
- 3Y*
- 13.80%
- 5Y*
- 7.74%
- 10Y*
- 8.50%
- ALL TIME*
- 6.91%
MCD
- 1D
- 0.82%
- 1M
- -3.56%
- 6M
- -13.02%
- YTD
- -10.35%
- 1Y
- -8.48%
- 3Y*
- -0.07%
- 5Y*
- 4.58%
- 10Y*
- 11.33%
- ALL TIME*
- 13.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NYA NYSE Composite | $114.19T | $116.44T | $129.51T |
| $1.15B | $1.22B | $1.26B |
^NYA vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 9.56% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
MCD McDonald's Corporation | -10.35% | 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 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.22 - 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 | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.94 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.35 | +2.52 |
| Martin ratioReturn relative to average drawdown | 8.18 | -0.75 | +8.93 |
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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% | -21.99% | +13.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -21.99% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -21.99% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -36.90% | -1.21% |
Current DrawdownCurrent decline from peak | -0.50% | -19.66% | +19.16% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -14.90% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 10.20% | -8.01% |
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 7.26%. 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% | 7.26% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 14.27% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 18.10% | -6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 17.59% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 20.49% | -3.68% |
Frequently Asked Questions
^NYA and MCD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.26%) 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 (1.60 vs -0.42), 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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