MCD vs. CVS
MCD (McDonald's Corporation) and CVS (CVS Health Corporation) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while CVS operates in Healthcare Plans (Healthcare). Over the past 10 years, MCD returned 11.32%/yr vs 3.04%/yr for CVS. At a 0.28 correlation, their price movements are largely independent.
Performance
MCD vs. CVS - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -7.30% return, which is significantly lower than CVS's 22.94% return. Over the past 10 years, MCD has outperformed CVS with an annualized return of 11.32%, while CVS has yielded a comparatively lower 3.04% annualized return.
MCD
- 1D
- 2.61%
- 1M
- -0.83%
- YTD
- -7.30%
- 6M
- -8.97%
- 1Y
- -7.23%
- 3Y*
- 1.82%
- 5Y*
- 6.11%
- 10Y*
- 11.32%
CVS
- 1D
- 1.17%
- 1M
- 10.44%
- YTD
- 22.94%
- 6M
- 29.01%
- 1Y
- 57.64%
- 3Y*
- 15.19%
- 5Y*
- 5.54%
- 10Y*
- 3.04%
MCD vs. CVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -7.30% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
CVS CVS Health Corporation | 22.94% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
Correlation
The correlation between MCD and CVS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 1984 | 0.28 |
The correlation between MCD and CVS shifts across timeframes, from 0.18 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCD:
$199.67B
CVS:
$122.69B
MCD:
$12.13
CVS:
$2.30
MCD:
23.07
CVS:
41.67
MCD:
7.29
CVS:
0.30
MCD:
$27.45B
CVS:
$407.91B
MCD:
$12.10B
CVS:
$56.59B
MCD:
$14.46B
CVS:
$9.99B
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Return for Risk
MCD vs. CVS — Risk / Return Rank
MCD
CVS
MCD vs. CVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and CVS Health Corporation (CVS). 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 | CVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.35 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 3.52 | -3.90 |
| Martin ratioReturn relative to average drawdown | -1.00 | 9.07 | -10.07 |
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 | CVS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 1.87 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.19 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.10 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.33 | +0.20 |
Drawdowns
MCD vs. CVS - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for MCD and CVS.
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Drawdown Indicators
| MCD | CVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -64.07% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -16.44% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -43.98% | +24.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -56.79% | +37.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -56.79% | +19.89% |
Current DrawdownCurrent decline from peak | -16.93% | -2.22% | -14.71% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -19.55% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.29% | 6.37% | +0.92% |
Volatility
MCD vs. CVS - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.49%, while CVS Health Corporation (CVS) has a volatility of 8.85%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | CVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 8.85% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 25.97% | -13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 31.01% | -14.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 29.95% | -12.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 29.30% | -8.90% |
Dividends
MCD vs. CVS - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.63%, less than CVS's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.77% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
MCD McDonald's Corporation | 2.63% | 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. CVS - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and CVS Health Corporation. 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
MCD vs. CVS - Profitability Comparison
MCD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported a gross profit of 0.00 and revenue of 6.52B. Therefore, the gross margin over that period was 0.0%.
CVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.
MCD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported an operating income of 2.95B and revenue of 6.52B, resulting in an operating margin of 45.3%.
CVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.
MCD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported a net income of 1.98B and revenue of 6.52B, resulting in a net margin of 30.4%.
CVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.
Frequently Asked Questions
MCD and CVS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVS has higher volatility (8.85%) compared to MCD (5.49%). In terms of maximum drawdown, MCD dropped -73.20% vs CVS's -64.07%.
CVS currently has the higher Sharpe Ratio (1.87 vs -0.44), 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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