MCD vs. PG
MCD (McDonald's Corporation) and PG (The Procter & Gamble Company) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, MCD returned 11.37%/yr vs 8.41%/yr for PG. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
MCD vs. PG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MCD achieves a -10.06% return, which is significantly lower than PG's 4.22% return. Over the past 10 years, MCD has outperformed PG with an annualized return of 11.37%, while PG has yielded a comparatively lower 8.41% annualized return.
MCD
- 1D
- -0.55%
- 1M
- 1.62%
- 6M
- -12.12%
- YTD
- -10.06%
- 1Y
- -8.12%
- 3Y*
- -0.30%
- 5Y*
- 4.65%
- 10Y*
- 11.37%
- ALL TIME*
- 13.99%
PG
- 1D
- -1.87%
- 1M
- -0.85%
- 6M
- 0.65%
- YTD
- 4.22%
- 1Y
- -3.97%
- 3Y*
- 0.36%
- 5Y*
- 3.15%
- 10Y*
- 8.41%
- ALL TIME*
- 10.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.14B | $1.22B | $1.26B | |
| $1.21B | $1.29B | $1.30B |
MCD vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -10.06% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
PG The Procter & Gamble Company | 4.22% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between MCD and PG is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1970 | 0.36 |
The correlation between MCD and PG shifts across timeframes, from 0.36 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MCD:
$192.92B
PG:
$340.32B
MCD:
$12.14
PG:
$6.62
MCD:
22.36
PG:
22.08
MCD:
3.60
PG:
7.29
MCD:
7.07
PG:
4.07
MCD:
$27.45B
PG:
$87.03B
MCD:
$12.10B
PG:
$43.67B
MCD:
$14.46B
PG:
$21.25B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MCD vs. PG — Risk / Return Rank
MCD
PG
MCD vs. PG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCD | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.98 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.26 | -0.11 |
| Martin ratioReturn relative to average drawdown | -0.81 | -0.44 | -0.37 |
Loading charts...
Drawdowns
MCD vs. PG - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for MCD and PG.
Loading charts...
Drawdown Indicators
| MCD | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -54.25% | -18.95% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -15.52% | -6.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -21.15% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -23.77% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -23.77% | -13.13% |
Current DrawdownCurrent decline from peak | -19.40% | -14.69% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -12.17% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 9.01% | +1.03% |
Volatility
MCD vs. PG - Volatility Comparison
McDonald's Corporation (MCD) and The Procter & Gamble Company (PG) have volatilities of 7.21% and 6.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MCD | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 6.92% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 15.76% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 19.72% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 18.09% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.49% | 19.18% | +1.31% |
Dividends
MCD vs. PG - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.71%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.71% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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.
Total Revenue: Total amount of money received from sales and other business activities
MCD vs. PG - Profitability Comparison
MCD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, McDonald's Corporation reported a gross profit of 0.00 and revenue of 6.52B. Therefore, the gross margin over that period was 0.0%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.
MCD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, McDonald's Corporation reported an operating income of 2.95B and revenue of 6.52B, resulting in an operating margin of 45.3%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.
MCD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, McDonald's Corporation reported a net income of 1.98B and revenue of 6.52B, resulting in a net margin of 30.4%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.
Frequently Asked Questions
MCD and PG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.21%) compared to PG (6.92%). In terms of maximum drawdown, MCD dropped -73.20% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.20 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.
Find the right allocation for MCD and PG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer