DRI vs. MCD

In the year-to-date period, DRI achieves a 8.98% return, which is significantly lower than MCD's 9.71% return. Over the past 10 years, DRI has outperformed MCD with an annualized return of 16.35%, while MCD has yielded a comparatively lower 15.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Darden Restaurants, Inc. (DRI) 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.

The current DRI Sharpe Ratio is 1.13, which is comparable to the MCD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DRI and MCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DRI's dividend yield for the trailing twelve months is around 2.79%, more than MCD's 2.18% yield.

The maximum DRI drawdown since its inception was -72.80%, roughly equal to the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for DRI and MCD. For additional features, visit the drawdowns tool.

Darden Restaurants, Inc. (DRI) has a higher volatility of 9.96% compared to McDonald's Corporation (MCD) at 8.74%. This indicates that DRI's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Darden Restaurants, Inc. and McDonald's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.