PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MCD vs. HSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MCD vs. HSY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.82%
-14.07%
MCD
HSY

Returns By Period

In the year-to-date period, MCD achieves a -0.11% return, which is significantly higher than HSY's -3.94% return. Over the past 10 years, MCD has outperformed HSY with an annualized return of 14.59%, while HSY has yielded a comparatively lower 8.58% annualized return.


MCD

YTD

-0.11%

1M

-7.62%

6M

10.82%

1Y

6.24%

5Y (annualized)

11.13%

10Y (annualized)

14.59%

HSY

YTD

-3.94%

1M

-5.02%

6M

-14.07%

1Y

-6.03%

5Y (annualized)

5.74%

10Y (annualized)

8.58%

Fundamentals


MCDHSY
Market Cap$208.47B$35.21B
EPS$11.40$8.70
PE Ratio25.5220.00
PEG Ratio2.624.70
Total Revenue (TTM)$25.94B$10.97B
Gross Profit (TTM)$14.53B$4.77B
EBITDA (TTM)$13.43B$2.86B

Key characteristics


MCDHSY
Sharpe Ratio0.38-0.34
Sortino Ratio0.64-0.35
Omega Ratio1.080.96
Calmar Ratio0.39-0.20
Martin Ratio0.87-1.02
Ulcer Index7.81%7.07%
Daily Std Dev17.75%20.99%
Max Drawdown-73.62%-49.15%
Current Drawdown-8.10%-34.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between MCD and HSY is 0.31, 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.

Risk-Adjusted Performance

MCD vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and The Hershey Company (HSY). 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.


Sharpe ratio
The chart of Sharpe ratio for MCD, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38-0.34
The chart of Sortino ratio for MCD, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.64-0.35
The chart of Omega ratio for MCD, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.96
The chart of Calmar ratio for MCD, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.20
The chart of Martin ratio for MCD, currently valued at 0.87, compared to the broader market-10.000.0010.0020.0030.000.87-1.02
MCD
HSY

The current MCD Sharpe Ratio is 0.38, which is higher than the HSY Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of MCD and HSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.38
-0.34
MCD
HSY

Dividends

MCD vs. HSY - Dividend Comparison

MCD's dividend yield for the trailing twelve months is around 2.30%, less than HSY's 3.15% yield.


TTM20232022202120202019201820172016201520142013
MCD
McDonald's Corporation
2.30%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
HSY
The Hershey Company
3.15%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

MCD vs. HSY - Drawdown Comparison

The maximum MCD drawdown since its inception was -73.62%, which is greater than HSY's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for MCD and HSY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.10%
-34.18%
MCD
HSY

Volatility

MCD vs. HSY - Volatility Comparison

The current volatility for McDonald's Corporation (MCD) is 7.42%, while The Hershey Company (HSY) has a volatility of 7.98%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
7.98%
MCD
HSY

Financials

MCD vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between McDonald's Corporation and The Hershey Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items