IMCD.AS vs. MCD

Last updated Jun 5, 2026

IMCD.AS (IMCD N.V.) and MCD (McDonald's Corporation) are both stocks. IMCD.AS operates in Specialty Chemicals (Basic Materials), while MCD operates in Restaurants (Consumer Cyclical). Over the past 10 years, IMCD.AS returned 10.53%/yr vs 11.16%/yr for MCD. At a 0.12 correlation, their price movements are largely independent.

Performance

IMCD.AS vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IMCD N.V. (IMCD.AS) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IMCD.AS is traded in EUR, while MCD is traded in USD. To make them comparable, the MCD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMCD.AS achieves a 16.37% return, which is significantly higher than MCD's -5.48% return. Over the past 10 years, IMCD.AS has underperformed MCD with an annualized return of 10.53%, while MCD has yielded a comparatively higher 11.16% annualized return.

IMCD.AS

• 1D: 0.07%
• 1M: -9.63%
• YTD: 16.37%
• 6M: 17.50%
• 1Y: -22.98%
• 3Y*: -13.95%
• 5Y*: -6.09%
• 10Y*: 10.53%

MCD

• 1D: 3.43%
• 1M: 1.13%
• YTD: -5.48%
• 6M: -8.02%
• 1Y: -7.85%
• 3Y*: -0.68%
• 5Y*: 7.27%
• 10Y*: 11.16%

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

IMCD.AS vs. MCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMCD.AS IMCD N.V.	16.37%	-45.10%	-7.51%	20.42%	-30.83%	88.18%	36.94%	40.51%	8.06%	30.86%
MCD McDonald's Corporation	-5.48%	-4.91%	6.75%	11.61%	6.74%	37.35%	2.12%	16.55%	10.74%	27.22%

Correlation

The correlation between IMCD.AS and MCD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jun 30, 2014	0.12

Return for Risk

IMCD.AS vs. MCD — Risk / Return Rank

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

IMCD.AS

IMCD.AS Risk / Return Rank: 18
IMCD.AS Sharpe Ratio Rank: 14
IMCD.AS Sortino Ratio Rank: 15
IMCD.AS Omega Ratio Rank: 15
IMCD.AS Calmar Ratio Rank: 22
IMCD.AS Martin Ratio Rank: 25

MCD

MCD Risk / Return Rank: 23
MCD Sharpe Ratio Rank: 23
MCD Sortino Ratio Rank: 19
MCD Omega Ratio Rank: 21
MCD Calmar Ratio Rank: 29
MCD Martin Ratio Rank: 21

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.

IMCD.AS vs. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IMCD N.V. (IMCD.AS) 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.

	IMCD.AS	MCD	Difference
Sharpe ratio: Return per unit of total volatility	-0.64	-0.45	-0.19
Sortino ratio: Return per unit of downside risk	-0.77	-0.53	-0.24
Omega ratio: Gain probability vs. loss probability	0.90	0.94	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.55	-0.42	-0.13
Martin ratio: Return relative to average drawdown	-0.85	-1.12	+0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMCD.AS vs. MCD - Sharpe Ratio Comparison

The current IMCD.AS Sharpe Ratio is -0.64, which is lower than the MCD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of IMCD.AS 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

	IMCD.AS	MCD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.64	-0.45	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.41	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.53	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.67	-0.17

Drawdowns

IMCD.AS vs. MCD - Drawdown Comparison

The maximum IMCD.AS drawdown since its inception was -64.13%, which is greater than MCD's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for IMCD.AS and MCD.

Drawdown Indicators

	IMCD.AS	MCD	Difference
Max Drawdown Largest peak-to-trough decline	-64.13%	-36.86%	-27.27%
Max Drawdown (1Y) Largest decline over 1 year	-42.30%	-18.77%	-23.53%
Max Drawdown (3Y) Largest decline over 3 years	-56.73%	-19.91%	-36.82%
Max Drawdown (5Y) Largest decline over 5 years	-64.13%	-19.91%	-44.22%
Max Drawdown (10Y) Largest decline over 10 years	-64.13%	-36.86%	-27.27%
Current Drawdown Current decline from peak	-53.94%	-15.95%	-37.99%
Average Drawdown Average peak-to-trough decline	-16.66%	-6.26%	-10.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.48%	7.00%	+20.48%

Volatility

IMCD.AS vs. MCD - Volatility Comparison

IMCD N.V. (IMCD.AS) has a higher volatility of 7.20% compared to McDonald's Corporation (MCD) at 6.16%. This indicates that IMCD.AS'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.

Volatility by Period

	IMCD.AS	MCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	6.16%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	28.61%	12.87%	+15.74%
Volatility (1Y) Calculated over the trailing 1-year period	36.24%	17.40%	+18.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	17.84%	+12.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.36%	21.19%	+6.17%

Dividends

IMCD.AS vs. MCD - Dividend Comparison

IMCD.AS's dividend yield for the trailing twelve months is around 2.05%, less than MCD's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMCD.AS IMCD N.V.	2.05%	2.78%	1.56%	1.50%	1.22%	0.52%	1.73%	1.03%	1.11%	1.05%	1.09%	0.59%
MCD McDonald's Corporation	2.63%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%

Financials

Frequently Asked Questions

Can I hold both IMCD.AS and MCD in my portfolio?

IMCD.AS and MCD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.