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MCD vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCD and PG is 0.37, 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.


-0.50.00.51.00.4

Performance

MCD vs. PG - Performance Comparison

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

30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
76,198.23%
30,050.70%
MCD
PG

Key characteristics

Sharpe Ratio

MCD:

0.21

PG:

1.32

Sortino Ratio

MCD:

0.41

PG:

1.88

Omega Ratio

MCD:

1.05

PG:

1.26

Calmar Ratio

MCD:

0.22

PG:

2.22

Martin Ratio

MCD:

0.47

PG:

7.48

Ulcer Index

MCD:

8.02%

PG:

2.63%

Daily Std Dev

MCD:

17.77%

PG:

14.91%

Max Drawdown

MCD:

-73.62%

PG:

-54.23%

Current Drawdown

MCD:

-6.99%

PG:

-6.48%

Fundamentals

Market Cap

MCD:

$212.18B

PG:

$401.13B

EPS

MCD:

$11.40

PG:

$5.80

PE Ratio

MCD:

25.97

PG:

29.37

PEG Ratio

MCD:

2.69

PG:

3.60

Total Revenue (TTM)

MCD:

$25.94B

PG:

$83.91B

Gross Profit (TTM)

MCD:

$14.53B

PG:

$43.14B

EBITDA (TTM)

MCD:

$13.43B

PG:

$22.14B

Returns By Period

In the year-to-date period, MCD achieves a 1.11% return, which is significantly lower than PG's 17.54% return. Over the past 10 years, MCD has outperformed PG with an annualized return of 14.92%, while PG has yielded a comparatively lower 9.10% annualized return.


MCD

YTD

1.11%

1M

1.21%

6M

14.18%

1Y

2.88%

5Y*

10.78%

10Y*

14.92%

PG

YTD

17.54%

1M

-1.66%

6M

1.07%

1Y

19.40%

5Y*

8.70%

10Y*

9.10%

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Risk-Adjusted Performance

MCD vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and The Procter & Gamble Company (PG). 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 0.21, compared to the broader market-4.00-2.000.002.000.211.32
The chart of Sortino ratio for MCD, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.411.88
The chart of Omega ratio for MCD, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.26
The chart of Calmar ratio for MCD, currently valued at 0.22, compared to the broader market0.002.004.006.000.222.22
The chart of Martin ratio for MCD, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.000.477.48
MCD
PG

The current MCD Sharpe Ratio is 0.21, which is lower than the PG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of MCD and PG, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.21
1.32
MCD
PG

Dividends

MCD vs. PG - Dividend Comparison

MCD's dividend yield for the trailing twelve months is around 2.32%, less than PG's 2.36% yield.


TTM20232022202120202019201820172016201520142013
MCD
McDonald's Corporation
2.32%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
PG
The Procter & Gamble Company
2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%2.91%

Drawdowns

MCD vs. PG - Drawdown Comparison

The maximum MCD drawdown since its inception was -73.62%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for MCD and PG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.99%
-6.48%
MCD
PG

Volatility

MCD vs. PG - Volatility Comparison

The current volatility for McDonald's Corporation (MCD) is 4.09%, while The Procter & Gamble Company (PG) has a volatility of 4.64%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than PG 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%JulyAugustSeptemberOctoberNovemberDecember
4.09%
4.64%
MCD
PG

Financials

MCD vs. PG - Financials Comparison

This section allows you to compare key financial metrics between McDonald's Corporation and The Procter & Gamble 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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