MCD vs. CB
MCD (McDonald's Corporation) and CB (Chubb Limited) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, MCD returned 11.19%/yr vs 11.89%/yr for CB. At a 0.33 correlation, their price movements are largely independent.
Performance
MCD vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -7.98% return, which is significantly lower than CB's 3.43% return. Over the past 10 years, MCD has underperformed CB with an annualized return of 11.19%, while CB has yielded a comparatively higher 11.89% annualized return.
MCD
- 1D
- -0.74%
- 1M
- 1.42%
- YTD
- -7.98%
- 6M
- -9.22%
- 1Y
- -7.43%
- 3Y*
- 1.30%
- 5Y*
- 6.13%
- 10Y*
- 11.19%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
MCD vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -7.98% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between MCD and CB is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.33 |
Fundamentals
MCD:
$198.20B
CB:
$127.01B
MCD:
$12.13
CB:
$28.35
MCD:
22.90
CB:
11.35
MCD:
3.68
CB:
0.79
MCD:
7.24
CB:
2.67
MCD:
$27.45B
CB:
$48.15B
MCD:
$12.10B
CB:
$17.01B
MCD:
$14.46B
CB:
$12.22B
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Return for Risk
MCD vs. CB — Risk / Return Rank
MCD
CB
MCD vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Chubb Limited (CB). 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 | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.12 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.18 | -1.57 |
| Martin ratioReturn relative to average drawdown | -1.02 | 2.70 | -3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCD | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.62 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.78 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.50 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.40 | +0.13 |
Drawdowns
MCD vs. CB - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MCD and CB.
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Drawdown Indicators
| MCD | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -50.99% | -22.21% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -9.36% | -9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -14.35% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -19.26% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -42.59% | +5.69% |
Current DrawdownCurrent decline from peak | -17.54% | -5.81% | -11.73% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -10.68% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 4.52% | +2.82% |
Volatility
MCD vs. CB - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.54%, while Chubb Limited (CB) has a volatility of 6.11%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 6.11% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 13.14% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 17.69% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 20.34% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 23.69% | -3.28% |
Dividends
MCD vs. CB - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.65%, more than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
MCD McDonald's Corporation | 2.65% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Financials
MCD vs. CB - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and Chubb Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MCD and CB have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (6.11%) compared to MCD (5.54%). In terms of maximum drawdown, MCD dropped -73.20% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.62 vs -0.45), 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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