FICO vs. MCD
Compare and contrast key facts about Fair Isaac Corporation (FICO) and McDonald's Corporation (MCD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or MCD.
Key characteristics
| FICO | MCD | |
|---|---|---|
| YTD Return | 75.17% | 8.06% |
| 1Y Return | 122.91% | 25.90% |
| 3Y Return (Ann) | 70.21% | 11.65% |
| 5Y Return (Ann) | 46.66% | 11.16% |
| 10Y Return (Ann) | 43.36% | 16.12% |
| Sharpe Ratio | 4.00 | 1.69 |
| Sortino Ratio | 4.02 | 2.39 |
| Omega Ratio | 1.60 | 1.31 |
| Calmar Ratio | 7.27 | 1.65 |
| Martin Ratio | 23.64 | 3.75 |
| Ulcer Index | 5.16% | 7.56% |
| Daily Std Dev | 30.48% | 16.76% |
| Max Drawdown | -79.26% | -73.62% |
| Current Drawdown | -1.45% | 0.00% |
Fundamentals
| FICO | MCD | |
|---|---|---|
| Market Cap | $49.99B | $225.75B |
| EPS | $19.08 | $11.42 |
| PE Ratio | 106.86 | 27.56 |
| PEG Ratio | 1.91 | 2.77 |
| Total Revenue (TTM) | $1.26B | $19.07B |
| Gross Profit (TTM) | $1.00B | $10.66B |
| EBITDA (TTM) | $549.86M | $9.69B |
Correlation
The correlation between FICO and MCD is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FICO vs. MCD - Performance Comparison
In the year-to-date period, FICO achieves a 75.17% return, which is significantly higher than MCD's 8.06% return. Over the past 10 years, FICO has outperformed MCD with an annualized return of 43.36%, while MCD has yielded a comparatively lower 16.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FICO vs. MCD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) 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.
Dividends
FICO vs. MCD - Dividend Comparison
FICO has not paid dividends to shareholders, while MCD's dividend yield for the trailing twelve months is around 2.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
MCD McDonald's Corporation | 2.12% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Drawdowns
FICO vs. MCD - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for FICO and MCD. For additional features, visit the drawdowns tool.
Volatility
FICO vs. MCD - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 6.01% compared to McDonald's Corporation (MCD) at 2.63%. This indicates that FICO'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.
Financials
FICO vs. MCD - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities