MCD vs. BTC-USD

Last updated Apr 4, 2026

Compare and contrast key facts about McDonald's Corporation (MCD) and Bitcoin (BTC-USD).

Performance

MCD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McDonald's Corporation (MCD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MCD achieves a 1.06% return, which is significantly higher than BTC-USD's -23.20% return. Over the past 10 years, MCD has underperformed BTC-USD with an annualized return of 11.85%, while BTC-USD has yielded a comparatively higher 66.06% annualized return.

MCD

• 1D: -0.05%
• 1M: -6.20%
• YTD: 1.06%
• 6M: 3.23%
• 1Y: 4.71%
• 3Y*: 5.27%
• 5Y*: 8.85%
• 10Y*: 11.85%

BTC-USD

• 1D: 0.36%
• 1M: -5.20%
• YTD: -23.20%
• 6M: -45.12%
• 1Y: -19.87%
• 3Y*: 33.61%
• 5Y*: 2.59%
• 10Y*: 66.06%

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

MCD vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCD McDonald's Corporation	1.06%	7.89%	0.14%	15.06%	0.51%	27.79%	11.30%	13.97%	5.78%	45.05%
BTC-USD Bitcoin	-23.20%	-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 0.04, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.

Return for Risk

MCD vs. BTC-USD — Risk / Return Rank

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

MCD

MCD Risk / Return Rank: 37
MCD Sharpe Ratio Rank: 42
MCD Sortino Ratio Rank: 33
MCD Omega Ratio Rank: 33
MCD Calmar Ratio Rank: 39
MCD Martin Ratio Rank: 39

BTC-USD

BTC-USD Risk / Return Rank: 37
BTC-USD Sharpe Ratio Rank: 60
BTC-USD Sortino Ratio Rank: 54
BTC-USD Omega Ratio Rank: 49
BTC-USD Calmar Ratio Rank: 23
BTC-USD Martin Ratio Rank: 1

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.

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.

	MCD	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.05	-0.45	+0.50
Sortino ratio Return per unit of downside risk	0.19	-0.40	+0.59
Omega ratio Gain probability vs. loss probability	1.02	0.96	+0.06
Calmar ratio Return relative to maximum drawdown	0.02	-1.12	+1.14
Martin ratio Return relative to average drawdown	0.04	-1.99	+2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCD vs. BTC-USD - Sharpe Ratio Comparison

The current MCD Sharpe Ratio is 0.05, which is higher than the BTC-USD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of MCD and BTC-USD, 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

	MCD	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	-0.45	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.05	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.97	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	1.19	-0.65

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.

Drawdown Indicators

	MCD	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-73.20%	-85.30%	+12.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	-49.65%	+39.05%
Max Drawdown (5Y) Largest decline over 5 years	-17.23%	-76.67%	+59.44%
Max Drawdown (10Y) Largest decline over 10 years	-36.90%	-83.80%	+46.90%
Current Drawdown Current decline from peak	-9.44%	-46.12%	+36.68%
Average Drawdown Average peak-to-trough decline	-14.90%	-42.01%	+27.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.59%	28.06%	-23.47%

Volatility

MCD vs. BTC-USD - Volatility Comparison

The current volatility for McDonald's Corporation (MCD) is 4.86%, while Bitcoin (BTC-USD) has a volatility of 11.85%. 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.

Volatility by Period

	MCD	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	11.85%	-6.99%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	35.92%	-24.16%
Volatility (1Y) Calculated over the trailing 1-year period	17.22%	36.59%	-19.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	46.89%	-29.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.31%	56.70%	-36.39%