MCD vs. BTC-USD
MCD (McDonald's Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, MCD returned 11.17%/yr vs 57.99%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
MCD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -8.41% return, which is significantly higher than BTC-USD's -27.93% return. Over the past 10 years, MCD has underperformed BTC-USD with an annualized return of 11.17%, while BTC-USD has yielded a comparatively higher 57.99% annualized return.
MCD
- 1D
- -0.63%
- 1M
- -2.04%
- 6M
- -9.38%
- YTD
- -8.41%
- 1Y
- -3.35%
- 3Y*
- 0.25%
- 5Y*
- 5.64%
- 10Y*
- 11.17%
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
MCD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -8.41% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
BTC-USD Bitcoin | -27.93% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between MCD and BTC-USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.04 |
The correlation between MCD and BTC-USD shifts across timeframes, from -0.05 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MCD vs. BTC-USD — Risk / Return Rank
MCD
BTC-USD
MCD vs. BTC-USD - Risk-Adjusted Trends 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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.85 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.82 | +0.66 |
| Martin ratioReturn relative to average drawdown | -0.38 | -1.34 | +0.96 |
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Drawdowns
MCD vs. BTC-USD - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for MCD and BTC-USD.
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Drawdown Indicators
| MCD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -85.30% | +12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -21.47% | -53.08% | +31.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.47% | -53.08% | +31.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -76.67% | +55.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -83.80% | +46.90% |
Current DrawdownCurrent decline from peak | -17.93% | -49.44% | +31.51% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -42.53% | +27.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.83% | 31.20% | -22.37% |
Volatility
MCD vs. BTC-USD - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 7.82%, while Bitcoin (BTC-USD) has a volatility of 9.25%. 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.
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Volatility by Period
| MCD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 9.25% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 34.87% | -21.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 35.75% | -18.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 43.96% | -26.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 56.32% | -35.82% |
Frequently Asked Questions
MCD and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.25%) compared to MCD (7.82%). In terms of maximum drawdown, MCD dropped -73.20% vs BTC-USD's -85.30%.
MCD currently has the higher Sharpe Ratio (-0.19 vs -1.01), 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.
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