MCD vs. SGOV
MCD (McDonald's Corporation) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, MCD returned 4.10%/yr vs 3.64%/yr for SGOV. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
MCD vs. SGOV - 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 SGOV's 2.04% 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%
SGOV
- 1D
- 0.03%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 2.04%
- 1Y
- 3.85%
- 3Y*
- 4.65%
- 5Y*
- 3.64%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.27B | $1.25B | |
| $1.66B | $1.89B | $2.03B |
MCD vs. SGOV - 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% | 16.43% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.04% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between MCD and SGOV is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.01 |
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Return for Risk
MCD vs. SGOV — Risk / Return Rank
MCD
SGOV
MCD vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.16 | ||
| Sortino ratioReturn per unit of downside risk | -383.33 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 383.06 | -382.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 390.94 | -391.30 |
| Martin ratioReturn relative to average drawdown | -0.81 | 6,193.70 | -6,194.51 |
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Drawdowns
MCD vs. SGOV - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for MCD and SGOV.
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Drawdown Indicators
| MCD | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -0.03% | -73.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -0.01% | -21.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -0.01% | -21.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -0.03% | -21.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -21.41% | 0.00% | -21.41% |
Average DrawdownAverage peak-to-trough decline | -14.90% | 0.00% | -14.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 0.00% | +9.81% |
Volatility
MCD vs. SGOV - Volatility Comparison
McDonald's Corporation (MCD) has a higher volatility of 7.94% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that MCD's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 0.05% | +7.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.13% | 0.13% | +14.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 0.19% | +17.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 0.24% | +17.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 0.24% | +20.29% |
Dividends
MCD vs. SGOV - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.78%, less than SGOV's 3.80% 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MCD and SGOV have a correlation of 0.01, 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 SGOV (0.05%). In terms of maximum drawdown, MCD dropped -73.20% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.72 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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