MCD vs. BTC-USD
Compare and contrast key facts about McDonald's Corporation (MCD) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCD or BTC-USD.
Performance
MCD vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, MCD achieves a -0.32% return, which is significantly lower than BTC-USD's 134.23% return. Over the past 10 years, MCD has underperformed BTC-USD with an annualized return of 14.52%, while BTC-USD has yielded a comparatively higher 74.63% annualized return.
MCD
-0.32%
-2.78%
13.86%
5.46%
11.06%
14.52%
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
Key characteristics
| MCD | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.31 | 1.24 |
| Sortino Ratio | 0.54 | 1.95 |
| Omega Ratio | 1.07 | 1.19 |
| Calmar Ratio | 0.32 | 1.11 |
| Martin Ratio | 0.70 | 5.79 |
| Ulcer Index | 7.85% | 11.62% |
| Daily Std Dev | 17.77% | 44.09% |
| Max Drawdown | -73.62% | -93.07% |
| Current Drawdown | -8.30% | 0.00% |
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Correlation
The correlation between MCD and BTC-USD is 0.04, 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.
Risk-Adjusted Performance
MCD vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Bitcoin (BTC-USD). 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.
Drawdowns
MCD vs. BTC-USD - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.62%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MCD and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
MCD vs. BTC-USD - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.44%, while Bitcoin (BTC-USD) has a volatility of 16.59%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.