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 11.37%/yr vs 58.73%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
MCD vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MCD achieves a -6.50% return, which is significantly higher than BTC-USD's -29.30% return. Over the past 10 years, MCD has underperformed BTC-USD with an annualized return of 11.37%, while BTC-USD has yielded a comparatively higher 58.73% annualized return.
MCD
- 1D
- 1.61%
- 1M
- 3.05%
- YTD
- -6.50%
- 6M
- -8.06%
- 1Y
- -5.15%
- 3Y*
- 1.84%
- 5Y*
- 6.18%
- 10Y*
- 11.37%
BTC-USD
- 1D
- -1.90%
- 1M
- -24.74%
- YTD
- -29.30%
- 6M
- -33.26%
- 1Y
- -43.91%
- 3Y*
- 33.75%
- 5Y*
- 11.01%
- 10Y*
- 58.73%
MCD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -6.50% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
BTC-USD Bitcoin | -29.30% | -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 -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
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 Sep 24, 2012 | 0.04 |
The correlation between MCD and BTC-USD shifts across timeframes, from -0.06 (1 year) to 0.09 (5 years), 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. 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.
| MCD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.84 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.86 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.70 | -1.52 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MCD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -1.03 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.20 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.13 | -0.60 |
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.
Loading charts...
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 | -19.05% | -51.21% | +32.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -51.21% | +32.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -76.67% | +57.62% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -83.80% | +46.90% |
Current DrawdownCurrent decline from peak | -16.22% | -50.40% | +34.18% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -42.32% | +27.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 34.60% | -27.25% |
Volatility
MCD vs. BTC-USD - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 4.95%, while Bitcoin (BTC-USD) has a volatility of 11.29%. 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.
Loading charts...
Volatility by Period
| MCD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 11.29% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 34.48% | -22.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 35.69% | -19.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 44.74% | -27.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 56.71% | -36.30% |
Frequently Asked Questions
MCD and BTC-USD have a correlation of -0.06, 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 (11.29%) compared to MCD (4.95%). In terms of maximum drawdown, MCD dropped -73.20% vs BTC-USD's -85.30%.
MCD currently has the higher Sharpe Ratio (-0.31 vs -1.03), 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 BTC-USD
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