MCD vs. KO

In the year-to-date period, MCD achieves a -0.32% return, which is significantly lower than KO's 10.94% return. Over the past 10 years, MCD has outperformed KO with an annualized return of 14.52%, while KO has yielded a comparatively lower 7.06% annualized return.

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

The current MCD Sharpe Ratio is 0.31, which is lower than the KO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of MCD and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MCD's dividend yield for the trailing twelve months is around 2.30%, less than KO's 3.00% yield.

The maximum MCD drawdown since its inception was -73.62%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for MCD and KO. For additional features, visit the drawdowns tool.

McDonald's Corporation (MCD) has a higher volatility of 5.34% compared to The Coca-Cola Company (KO) at 4.22%. This indicates that MCD's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between McDonald's Corporation and The Coca-Cola 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.