MCD vs. LAES
MCD (McDonald's Corporation) and LAES (SEALSQ Corp) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while LAES operates in Semiconductors (Technology). Over the past 3 years, MCD returned 1.30%/yr vs -31.28%/yr for LAES. At a 0.04 correlation, their price movements are largely independent.
Performance
MCD vs. LAES - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -7.98% return, which is significantly higher than LAES's -14.81% 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%
LAES
- 1D
- 0.63%
- 1M
- 10.27%
- YTD
- -14.81%
- 6M
- -34.42%
- 1Y
- -6.94%
- 3Y*
- -31.28%
- 5Y*
- —
- 10Y*
- —
MCD vs. LAES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MCD McDonald's Corporation | -7.98% | 7.89% | 0.14% | 5.28% |
LAES SEALSQ Corp | -14.81% | -38.54% | 380.47% | -92.82% |
Correlation
The correlation between MCD and LAES is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.04 |
The correlation between MCD and LAES shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCD:
$12.13
LAES:
-$0.43
MCD:
7.24
LAES:
10.60
MCD:
$27.45B
LAES:
$35.37M
MCD:
$12.10B
LAES:
$13.21M
MCD:
$14.46B
LAES:
-$41.81M
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Return for Risk
MCD vs. LAES — Risk / Return Rank
MCD
LAES
MCD vs. LAES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and SEALSQ Corp (LAES). 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 | LAES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.08 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.10 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.02 | -0.16 | -0.86 |
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 | LAES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.06 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
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 | -0.28 | +0.81 |
Drawdowns
MCD vs. LAES - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, smaller than the maximum LAES drawdown of -98.44%. Use the drawdown chart below to compare losses from any high point for MCD and LAES.
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Drawdown Indicators
| MCD | LAES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -98.44% | +25.24% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -72.68% | +53.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -98.07% | +79.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -17.54% | -85.34% | +67.80% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -84.70% | +69.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 42.96% | -35.62% |
Volatility
MCD vs. LAES - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.54%, while SEALSQ Corp (LAES) has a volatility of 28.36%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than LAES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | LAES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 28.36% | -22.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 66.00% | -53.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 110.53% | -93.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 170.27% | -152.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 170.27% | -149.86% |
Dividends
MCD vs. LAES - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.65%, while LAES has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAES SEALSQ Corp | 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. LAES - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and SEALSQ Corp. 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 LAES have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAES has higher volatility (28.36%) compared to MCD (5.54%). In terms of maximum drawdown, MCD dropped -73.20% vs LAES's -98.44%.
LAES currently has the higher Sharpe Ratio (-0.06 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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