MCD vs. QQQM
MCD (McDonald's Corporation) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, MCD returned 4.10%/yr vs 13.97%/yr for QQQM. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
MCD vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -12.30% return, which is significantly lower than QQQM's 11.65% return.
MCD
- 1D
- 0.75%
- 1M
- 0.08%
- 6M
- -13.32%
- YTD
- -12.30%
- 1Y
- -9.14%
- 3Y*
- -0.95%
- 5Y*
- 4.10%
- 10Y*
- 10.72%
- ALL TIME*
- 13.94%
QQQM
- 1D
- -1.16%
- 1M
- -4.48%
- 6M
- 10.14%
- YTD
- 11.65%
- 1Y
- 21.43%
- 3Y*
- 22.56%
- 5Y*
- 13.97%
- 10Y*
- —
- ALL TIME*
- 16.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.27B | $1.25B | |
| $905.61M | $924.70M | $1.17B |
MCD vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -12.30% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | -4.54% |
QQQM Invesco NASDAQ 100 ETF | 11.65% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between MCD and QQQM is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.24 |
The correlation between MCD and QQQM shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MCD vs. QQQM — Risk / Return Rank
MCD
QQQM
MCD vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.21 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.82 | -2.18 |
| Martin ratioReturn relative to average drawdown | -0.81 | 6.19 | -7.00 |
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Drawdowns
MCD vs. QQQM - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for MCD and QQQM.
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Drawdown Indicators
| MCD | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -35.04% | -38.16% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -11.96% | -10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -22.70% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -35.04% | +13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -21.41% | -8.21% | -13.20% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -8.14% | -6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 3.52% | +6.29% |
Volatility
MCD vs. QQQM - Volatility Comparison
McDonald's Corporation (MCD) has a higher volatility of 7.94% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.65%. This indicates that MCD's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 6.65% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.13% | 15.45% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 18.82% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 22.68% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 22.30% | -1.77% |
Dividends
MCD vs. QQQM - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.78%, more than QQQM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.78% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MCD and QQQM have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.94%) compared to QQQM (6.65%). In terms of maximum drawdown, MCD dropped -73.20% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.16 vs -0.44), 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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