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.
Key characteristics
| MCD | BTC-USD | |
|---|---|---|
| YTD Return | -6.92% | 37.83% |
| 1Y Return | -5.85% | 103.11% |
| 3Y Return (Ann) | 7.52% | 0.91% |
| 5Y Return (Ann) | 9.31% | 58.62% |
| 10Y Return (Ann) | 13.41% | 63.13% |
| Sharpe Ratio | -0.40 | 4.22 |
| Daily Std Dev | 14.24% | 38.76% |
| Max Drawdown | -73.62% | -93.07% |
| Current Drawdown | -8.17% | -20.29% |
Correlation
The correlation between MCD and BTC-USD is 0.03, 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
MCD vs. BTC-USD - Performance Comparison
In the year-to-date period, MCD achieves a -6.92% return, which is significantly lower than BTC-USD's 37.83% return. Over the past 10 years, MCD has underperformed BTC-USD with an annualized return of 13.41%, while BTC-USD has yielded a comparatively higher 63.13% 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
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 3.87%, while Bitcoin (BTC-USD) has a volatility of 15.73%. 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.