MCD vs. IONQ
MCD (McDonald's Corporation) and IONQ (IonQ, Inc.) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while IONQ operates in Computer Hardware (Technology). Over the past 5 years, MCD returned 6.13%/yr vs 42.74%/yr for IONQ. At a 0.04 correlation, their price movements are largely independent.
Performance
MCD vs. IONQ - 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 IONQ's 39.96% 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%
IONQ
- 1D
- 10.60%
- 1M
- 27.54%
- YTD
- 39.96%
- 6M
- 15.53%
- 1Y
- 60.94%
- 3Y*
- 81.23%
- 5Y*
- 42.74%
- 10Y*
- —
MCD vs. IONQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -7.98% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% |
IONQ IonQ, Inc. | 39.96% | 7.42% | 237.13% | 259.13% | -79.34% | 50.11% |
Correlation
The correlation between MCD and IONQ is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | 0.04 |
The correlation between MCD and IONQ shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCD:
$198.20B
IONQ:
$23.31B
MCD:
$12.13
IONQ:
$0.86
MCD:
22.90
IONQ:
72.85
MCD:
7.24
IONQ:
107.88
MCD:
$27.45B
IONQ:
$187.12M
MCD:
$12.10B
IONQ:
$71.25M
MCD:
$14.46B
IONQ:
$405.86M
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Return for Risk
MCD vs. IONQ — Risk / Return Rank
MCD
IONQ
MCD vs. IONQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and IonQ, Inc. (IONQ). 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 | IONQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.17 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.91 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.02 | 1.65 | -2.67 |
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 | IONQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.66 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.43 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.39 | +0.14 |
Drawdowns
MCD vs. IONQ - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, smaller than the maximum IONQ drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for MCD and IONQ.
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Drawdown Indicators
| MCD | IONQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -90.00% | +16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -67.61% | +48.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -67.61% | +48.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -90.00% | +70.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -17.54% | -23.50% | +5.96% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -50.97% | +36.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 37.01% | -29.67% |
Volatility
MCD vs. IONQ - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.54%, while IonQ, Inc. (IONQ) has a volatility of 32.87%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than IONQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | IONQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 32.87% | -27.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 68.37% | -56.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 92.93% | -76.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 100.41% | -83.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 97.59% | -77.18% |
Dividends
MCD vs. IONQ - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.65%, while IONQ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IONQ IonQ, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. IONQ - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and IonQ, Inc.. 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 IONQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IONQ has higher volatility (32.87%) compared to MCD (5.54%). In terms of maximum drawdown, MCD dropped -73.20% vs IONQ's -90.00%.
IONQ currently has the higher Sharpe Ratio (0.66 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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