^NYA vs. MCD

Last updated Jun 4, 2026

^NYA (NYSE Composite) is an index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, ^NYA returned 8.30%/yr vs 11.10%/yr for MCD. At a 0.49 correlation, their price movements are largely independent.

Performance

^NYA vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite (^NYA) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^NYA achieves a 5.78% return, which is significantly higher than MCD's -9.47% return. Over the past 10 years, ^NYA has underperformed MCD with an annualized return of 8.30%, while MCD has yielded a comparatively higher 11.10% annualized return.

^NYA

• 1D: -0.87%
• 1M: 1.67%
• YTD: 5.78%
• 6M: 6.75%
• 1Y: 16.89%
• 3Y*: 14.90%
• 5Y*: 6.85%
• 10Y*: 8.30%

MCD

• 1D: -1.11%
• 1M: -3.15%
• YTD: -9.47%
• 6M: -10.08%
• 1Y: -10.39%
• 3Y*: 0.39%
• 5Y*: 5.61%
• 10Y*: 11.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^NYA vs. MCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYA NYSE Composite	5.78%	15.22%	13.32%	10.99%	-11.53%	18.17%	4.40%	22.32%	-11.20%	15.84%
MCD McDonald's Corporation	-9.47%	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 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 5, 1970	0.49

Over the past year, the correlation between ^NYA and MCD has dropped to 0.26 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

Return for Risk

^NYA vs. MCD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NYA

^NYA Risk / Return Rank: 53
^NYA Sharpe Ratio Rank: 51
^NYA Sortino Ratio Rank: 53
^NYA Omega Ratio Rank: 53
^NYA Calmar Ratio Rank: 53
^NYA Martin Ratio Rank: 55

MCD

MCD Risk / Return Rank: 14
MCD Sharpe Ratio Rank: 14
MCD Sortino Ratio Rank: 14
MCD Omega Ratio Rank: 15
MCD Calmar Ratio Rank: 21
MCD Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^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.

	^NYA	MCD	Difference
Sharpe ratio: Return per unit of total volatility	1.54	-0.64	+2.17
Sortino ratio: Return per unit of downside risk	2.21	-0.81	+3.02
Omega ratio: Gain probability vs. loss probability	1.28	0.91	+0.37
Calmar ratio: Return relative to maximum drawdown	2.05	-0.55	+2.60
Martin ratio: Return relative to average drawdown	7.60	-1.45	+9.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NYA vs. MCD - Sharpe Ratio Comparison

The current ^NYA Sharpe Ratio is 1.54, which is higher than the MCD Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ^NYA and MCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^NYA	MCD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	-0.64	+2.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.33	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.55	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.53	-0.11

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.

Drawdown Indicators

	^NYA	MCD	Difference
Max Drawdown Largest peak-to-trough decline	-59.01%	-73.20%	+14.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-19.04%	+10.78%
Max Drawdown (3Y) Largest decline over 3 years	-15.21%	-19.04%	+3.83%
Max Drawdown (5Y) Largest decline over 5 years	-22.37%	-19.04%	-3.33%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-36.90%	-1.21%
Current Drawdown Current decline from peak	-1.06%	-18.88%	+17.82%
Average Drawdown Average peak-to-trough decline	-9.87%	-14.89%	+5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	7.23%	-5.00%

Volatility

^NYA vs. MCD - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 2.94%, while McDonald's Corporation (MCD) has a volatility of 4.79%. 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.

Volatility by Period

	^NYA	MCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	4.79%	-1.85%
Volatility (6M) Calculated over the trailing 6-month period	8.58%	12.06%	-3.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.04%	16.41%	-5.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	17.24%	-2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	20.39%	-3.50%

Frequently Asked Questions

Can I hold both ^NYA and MCD in my portfolio?

^NYA and MCD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^NYA or MCD?

MCD has higher volatility (4.79%) compared to ^NYA (2.94%). In terms of maximum drawdown, ^NYA dropped -59.01% vs MCD's -73.20%.

Which has better risk-adjusted returns?

^NYA currently has the higher Sharpe Ratio (1.54 vs -0.64), 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.