MCD vs. XYL
MCD (McDonald's Corporation) and XYL (Xylem Inc.) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MCD returned 11.46%/yr vs 10.54%/yr for XYL. At a 0.33 correlation, their price movements are largely independent.
Performance
MCD vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, MCD achieves a -5.66% return, which is significantly higher than XYL's -18.57% return. Over the past 10 years, MCD has outperformed XYL with an annualized return of 11.46%, while XYL has yielded a comparatively lower 10.54% annualized return.
MCD
- 1D
- 0.01%
- 1M
- 3.75%
- YTD
- -5.66%
- 6M
- -8.96%
- 1Y
- -3.37%
- 3Y*
- 1.94%
- 5Y*
- 6.16%
- 10Y*
- 11.46%
XYL
- 1D
- 0.94%
- 1M
- 2.21%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -11.15%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
MCD vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -5.66% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between MCD and XYL is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.33 |
Over the past year, the correlation between MCD and XYL has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
MCD:
$203.21B
XYL:
$26.79B
MCD:
$12.13
XYL:
$4.02
MCD:
23.48
XYL:
27.36
MCD:
3.78
XYL:
1.72
MCD:
7.42
XYL:
3.85
MCD:
$27.45B
XYL:
$6.97B
MCD:
$12.10B
XYL:
$2.71B
MCD:
$14.46B
XYL:
$1.41B
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Return for Risk
MCD vs. XYL — Risk / Return Rank
MCD
XYL
MCD vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Xylem Inc. (XYL). 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 | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.93 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | -0.41 | +0.22 |
| Martin ratioReturn relative to average drawdown | -0.50 | -0.92 | +0.41 |
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Drawdowns
MCD vs. XYL - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for MCD and XYL.
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Drawdown Indicators
| MCD | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -46.69% | -26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -30.04% | +10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -30.04% | +10.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -46.69% | +27.64% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -46.69% | +9.79% |
Current DrawdownCurrent decline from peak | -15.46% | -27.30% | +11.84% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -10.40% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 13.54% | -6.01% |
Volatility
MCD vs. XYL - Volatility Comparison
The current volatility for McDonald's Corporation (MCD) is 4.96%, while Xylem Inc. (XYL) has a volatility of 6.01%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCD | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 6.01% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 19.34% | -7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 24.52% | -7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 26.08% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 27.30% | -6.90% |
Dividends
MCD vs. XYL - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.58%, more than XYL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.58% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
MCD vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and Xylem Inc.. 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 XYL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYL has higher volatility (6.01%) compared to MCD (4.96%). In terms of maximum drawdown, MCD dropped -73.20% vs XYL's -46.69%.
MCD currently has the higher Sharpe Ratio (-0.23 vs -0.51), 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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