MCD vs. SAN.PA
MCD (McDonald's Corporation) and SAN.PA (Sanofi) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MCD returned 11.19%/yr vs 4.97%/yr for SAN.PA. At a 0.22 correlation, their price movements are largely independent.
Performance
MCD vs. SAN.PA - Performance Comparison
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Different Trading Currencies
MCD is traded in USD, while SAN.PA is traded in EUR. To make them comparable, the SAN.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MCD achieves a -7.98% return, which is significantly lower than SAN.PA's -3.55% return. Over the past 10 years, MCD has outperformed SAN.PA with an annualized return of 11.19%, while SAN.PA has yielded a comparatively lower 4.97% annualized 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%
SAN.PA
- 1D
- 4.08%
- 1M
- 3.02%
- YTD
- -3.55%
- 6M
- -5.31%
- 1Y
- -6.96%
- 3Y*
- -0.07%
- 5Y*
- 0.98%
- 10Y*
- 4.97%
MCD vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -7.98% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
SAN.PA Sanofi | -3.55% | 4.51% | 2.04% | 6.91% | -0.83% | 8.90% | -0.91% | 21.02% | 5.21% | 10.15% |
Correlation
The correlation between MCD and SAN.PA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.22 |
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Return for Risk
MCD vs. SAN.PA — Risk / Return Rank
MCD
SAN.PA
MCD vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Sanofi (SAN.PA). 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 | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.98 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.33 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.02 | -0.66 | -0.36 |
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 | SAN.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.23 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.04 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.22 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.15 | +0.38 |
Drawdowns
MCD vs. SAN.PA - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than SAN.PA's maximum drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for MCD and SAN.PA.
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Drawdown Indicators
| MCD | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -47.80% | -25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -17.16% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -23.35% | +4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -33.19% | +14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -33.19% | -3.71% |
Current DrawdownCurrent decline from peak | -17.54% | -17.59% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -12.99% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 8.68% | -1.34% |
Volatility
MCD vs. SAN.PA - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.54%, while Sanofi (SAN.PA) has a volatility of 6.38%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than SAN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 6.38% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 16.02% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 25.06% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 23.93% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 22.33% | -1.92% |
Dividends
MCD vs. SAN.PA - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.65%, less than SAN.PA's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAN.PA Sanofi | 5.39% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
MCD vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and Sanofi. 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 SAN.PA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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