MCD vs. USD
MCD (McDonald's Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, MCD returned 11.30%/yr vs 60.90%/yr for USD. At a 0.30 correlation, their price movements are largely independent.
Performance
MCD vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -9.28% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, MCD has underperformed USD with an annualized return of 11.30%, while USD has yielded a comparatively higher 60.90% annualized return.
MCD
- 1D
- 0.82%
- 1M
- -2.31%
- YTD
- -9.28%
- 6M
- -11.51%
- 1Y
- -3.75%
- 3Y*
- 0.46%
- 5Y*
- 5.74%
- 10Y*
- 11.30%
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
MCD vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -9.28% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
USD ProShares Ultra Semiconductors | 83.22% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between MCD and USD is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.30 |
The correlation between MCD and USD shifts across timeframes, from -0.28 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MCD vs. USD — Risk / Return Rank
MCD
USD
MCD vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 5.88 | -6.07 |
| Martin ratioReturn relative to average drawdown | -0.47 | 16.26 | -16.73 |
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Drawdowns
MCD vs. USD - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for MCD and USD.
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Drawdown Indicators
| MCD | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -88.63% | +15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -31.80% | +11.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -64.46% | +44.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -77.85% | +58.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -77.85% | +40.95% |
Current DrawdownCurrent decline from peak | -18.70% | -15.35% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -32.29% | +17.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 11.48% | -3.48% |
Volatility
MCD vs. USD - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 5.87%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 34.08% | -28.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 53.79% | -41.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 67.97% | -51.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 77.72% | -60.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 69.82% | -49.38% |
Dividends
MCD vs. USD - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.68%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.68% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
MCD and USD have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.08%) compared to MCD (5.87%). In terms of maximum drawdown, MCD dropped -73.20% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.76 vs -0.22), 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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