MCD vs. VOO
MCD (McDonald's Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MCD returned 11.44%/yr vs 14.96%/yr for VOO. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
MCD vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MCD achieves a -9.56% return, which is significantly lower than VOO's 9.24% return. Over the past 10 years, MCD has underperformed VOO with an annualized return of 11.44%, while VOO has yielded a comparatively higher 14.96% annualized return.
MCD
- 1D
- 0.87%
- 1M
- 1.21%
- 6M
- -12.01%
- YTD
- -9.56%
- 1Y
- -6.54%
- 3Y*
- -0.12%
- 5Y*
- 4.65%
- 10Y*
- 11.44%
- ALL TIME*
- 14.00%
VOO
- 1D
- 0.24%
- 1M
- 1.60%
- 6M
- 7.10%
- YTD
- 9.24%
- 1Y
- 17.69%
- 3Y*
- 19.04%
- 5Y*
- 12.53%
- 10Y*
- 14.96%
- ALL TIME*
- 14.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.21B | $1.23B | $1.26B | |
| $3.35B | $3.87B | $5.41B |
MCD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -9.56% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
VOO Vanguard S&P 500 ETF | 9.24% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between MCD and VOO is 0.00, 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. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.44 |
Over the past year, the correlation between MCD and VOO has dropped to 0.00 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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. VOO — Risk / Return Rank
MCD
VOO
MCD vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 2.00 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.66 | 8.58 | -9.24 |
Loading charts...
Drawdowns
MCD vs. VOO - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MCD and VOO.
Loading charts...
Drawdown Indicators
| MCD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -33.99% | -39.21% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -8.90% | -13.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -18.69% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -24.52% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -33.99% | -2.91% |
Current DrawdownCurrent decline from peak | -18.96% | -2.19% | -16.77% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -3.67% | -11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.96% | 2.07% | +7.89% |
Volatility
MCD vs. VOO - Volatility Comparison
McDonald's Corporation (MCD) has a higher volatility of 7.26% compared to Vanguard S&P 500 ETF (VOO) at 3.17%. This indicates that MCD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MCD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 3.17% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 9.83% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 12.61% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 16.91% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.49% | 18.01% | +2.48% |
Dividends
MCD vs. VOO - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.69%, more than VOO's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.69% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
VOO Vanguard S&P 500 ETF | 1.08% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MCD and VOO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.26%) compared to VOO (3.17%). In terms of maximum drawdown, MCD dropped -73.20% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.41 vs -0.36), 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 VOO
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