MCD vs. ARTY
MCD (McDonald's Corporation) is a stock, while ARTY (iShares Future AI & Tech ETF) is Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). Over the past 5 years, MCD returned 5.74%/yr vs 11.45%/yr for ARTY. At a 0.20 correlation, their price movements are largely independent.
Performance
MCD vs. ARTY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MCD achieves a -9.28% return, which is significantly lower than ARTY's 53.58% return.
MCD
- 1D
- 0.82%
- 1M
- -2.31%
- YTD
- -9.28%
- 6M
- -11.51%
- 1Y
- -3.75%
- 3Y*
- 0.46%
- 5Y*
- 5.74%
- 10Y*
- 11.30%
ARTY
- 1D
- -0.63%
- 1M
- 7.58%
- YTD
- 53.58%
- 6M
- 52.53%
- 1Y
- 86.57%
- 3Y*
- 32.76%
- 5Y*
- 11.45%
- 10Y*
- —
MCD vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -9.28% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 14.20% |
ARTY iShares Future AI & Tech ETF | 53.58% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
Correlation
The correlation between MCD and ARTY is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.20 |
The correlation between MCD and ARTY shifts across timeframes, from -0.22 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MCD vs. ARTY — Risk / Return Rank
MCD
ARTY
MCD vs. ARTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and iShares Future AI & Tech ETF (ARTY). 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.
| MCD | ARTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 4.63 | -4.82 |
| Martin ratioReturn relative to average drawdown | -0.47 | 15.07 | -15.54 |
Loading charts...
Drawdowns
MCD vs. ARTY - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for MCD and ARTY.
Loading charts...
Drawdown Indicators
| MCD | ARTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -54.50% | -18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -18.81% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -32.44% | +12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -50.53% | +30.71% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -18.70% | -8.37% | -10.33% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -19.75% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 5.76% | +2.24% |
Volatility
MCD vs. ARTY - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.87%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 19.33%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MCD | ARTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 19.33% | -13.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 29.98% | -17.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 34.23% | -17.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 29.56% | -12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 28.29% | -7.85% |
Dividends
MCD vs. ARTY - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.68%, more than ARTY's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 0.06% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% | 0.00% | 0.00% | 0.00% |
MCD McDonald's Corporation | 2.68% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Frequently Asked Questions
MCD and ARTY 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.
ARTY has higher volatility (19.33%) compared to MCD (5.87%). In terms of maximum drawdown, MCD dropped -73.20% vs ARTY's -54.50%.
ARTY currently has the higher Sharpe Ratio (2.55 vs -0.22), 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.
Find the right allocation for MCD and ARTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer