MCD vs. ZURN.SW
MCD (McDonald's Corporation) and ZURN.SW (Zurich Insurance Group AG) are both stocks. MCD operates in Restaurants (Consumer Cyclical), while ZURN.SW operates in Insurance - Diversified (Financial Services). Over the past 10 years, MCD returned 11.53%/yr vs 18.24%/yr for ZURN.SW. At a 0.21 correlation, their price movements are largely independent.
Performance
MCD vs. ZURN.SW - Performance Comparison
Loading charts...
Different Trading Currencies
MCD is traded in USD, while ZURN.SW is traded in CHF. To make them comparable, the ZURN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MCD achieves a -5.22% return, which is significantly lower than ZURN.SW's 0.12% return. Over the past 10 years, MCD has underperformed ZURN.SW with an annualized return of 11.53%, while ZURN.SW has yielded a comparatively higher 18.24% annualized return.
MCD
- 1D
- 0.46%
- 1M
- 4.22%
- YTD
- -5.22%
- 6M
- -9.12%
- 1Y
- -2.93%
- 3Y*
- 1.50%
- 5Y*
- 6.38%
- 10Y*
- 11.53%
ZURN.SW
- 1D
- 1.92%
- 1M
- 0.29%
- YTD
- 0.12%
- 6M
- 2.62%
- 1Y
- 10.00%
- 3Y*
- 20.93%
- 5Y*
- 17.71%
- 10Y*
- 18.24%
MCD vs. ZURN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | -5.22% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
ZURN.SW Zurich Insurance Group AG | 0.12% | 34.24% | 20.80% | 15.20% | 14.75% | 8.81% | 10.06% | 45.97% | 3.29% | 17.72% |
Correlation
The correlation between MCD and ZURN.SW is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.21 |
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. ZURN.SW — Risk / Return Rank
MCD
ZURN.SW
MCD vs. ZURN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and Zurich Insurance Group AG (ZURN.SW). 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 | ZURN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.92 | -1.07 |
| Martin ratioReturn relative to average drawdown | -0.39 | 2.18 | -2.57 |
Loading charts...
Drawdowns
MCD vs. ZURN.SW - Drawdown Comparison
The maximum MCD drawdown since its inception was -73.20%, which is greater than ZURN.SW's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for MCD and ZURN.SW.
Loading charts...
Drawdown Indicators
| MCD | ZURN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.20% | -65.42% | -7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -11.04% | -8.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -12.20% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -20.44% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -38.55% | +1.65% |
Current DrawdownCurrent decline from peak | -15.07% | -1.41% | -13.66% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -9.88% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 4.62% | +2.95% |
Volatility
MCD vs. ZURN.SW - Volatility Comparison
McDonald's Corporation (MCD) and Zurich Insurance Group AG (ZURN.SW) have volatilities of 4.94% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MCD | ZURN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.86% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 15.88% | -3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 19.10% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 18.88% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 20.28% | +0.13% |
Dividends
MCD vs. ZURN.SW - Dividend Comparison
MCD's dividend yield for the trailing twelve months is around 2.57%, less than ZURN.SW's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.57% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
ZURN.SW Zurich Insurance Group AG | 5.24% | 4.65% | 4.83% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 5.66% | 5.73% | 6.06% | 6.58% |
Financials
MCD vs. ZURN.SW - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and Zurich Insurance Group AG. 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 ZURN.SW have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MCD and ZURN.SW
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