MDO.DE vs. BLK
MDO.DE (McDonald's Corporation) and BLK (BlackRock, Inc.) are both stocks. MDO.DE operates in Restaurants (Consumer Cyclical), while BLK operates in Asset Management (Financial Services). Over the past 10 years, MDO.DE returned 10.79%/yr vs 13.05%/yr for BLK. At a 0.23 correlation, their price movements are largely independent.
Performance
MDO.DE vs. BLK - Performance Comparison
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Different Trading Currencies
MDO.DE is traded in EUR, while BLK is traded in USD. To make them comparable, the BLK values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MDO.DE achieves a -8.83% return, which is significantly lower than BLK's -5.79% return. Over the past 10 years, MDO.DE has underperformed BLK with an annualized return of 10.79%, while BLK has yielded a comparatively higher 13.05% annualized return.
MDO.DE
- 1D
- -0.55%
- 1M
- -2.26%
- YTD
- -8.83%
- 6M
- -9.63%
- 1Y
- -11.75%
- 3Y*
- -2.16%
- 5Y*
- 6.64%
- 10Y*
- 10.79%
BLK
- 1D
- 0.00%
- 1M
- -4.85%
- YTD
- -5.79%
- 6M
- -6.61%
- 1Y
- 0.60%
- 3Y*
- 13.20%
- 5Y*
- 5.60%
- 10Y*
- 13.05%
MDO.DE vs. BLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDO.DE McDonald's Corporation | -8.83% | -4.28% | 7.30% | 9.07% | 7.31% | 40.20% | 0.41% | 17.38% | 9.44% | 27.26% |
BLK BlackRock, Inc. | -2.84% | -6.09% | 37.83% | 14.33% | -15.46% | 39.07% | 35.07% | 34.84% | -17.90% | 21.22% |
Correlation
The correlation between MDO.DE and BLK is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.23 |
The correlation between MDO.DE and BLK shifts across timeframes, from 0.09 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDO.DE vs. BLK — Risk / Return Rank
MDO.DE
BLK
MDO.DE vs. BLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MDO.DE) and BlackRock, Inc. (BLK). 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.
| MDO.DE | BLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.03 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.03 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.67 | 0.06 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDO.DE | BLK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.02 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.22 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.47 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | +0.01 |
Drawdowns
MDO.DE vs. BLK - Drawdown Comparison
The maximum MDO.DE drawdown since its inception was -75.40%, which is greater than BLK's maximum drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for MDO.DE and BLK.
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Drawdown Indicators
| MDO.DE | BLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.40% | -54.15% | -21.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.06% | -21.56% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -20.52% | -28.17% | +7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -33.86% | +13.34% |
Max Drawdown (10Y)Largest decline over 10 years | -38.61% | -41.90% | +3.29% |
Current DrawdownCurrent decline from peak | -18.56% | -16.46% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -11.96% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 9.92% | -2.90% |
Volatility
MDO.DE vs. BLK - Volatility Comparison
The current volatility for McDonald's Corporation (MDO.DE) is 5.89%, while BlackRock, Inc. (BLK) has a volatility of 7.25%. This indicates that MDO.DE experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDO.DE | BLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 7.25% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 20.35% | -8.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 25.32% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 25.74% | -8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 27.63% | -7.99% |
Dividends
MDO.DE vs. BLK - Dividend Comparison
MDO.DE's dividend yield for the trailing twelve months is around 2.68%, more than BLK's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 2.09% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
MDO.DE McDonald's Corporation | 2.68% | 2.35% | 2.08% | 2.01% | 1.95% | 1.90% | 2.50% | 2.30% | 2.34% | 2.28% | 2.67% | 2.69% |
Financials
MDO.DE vs. BLK - Financials Comparison
This section allows you to compare key financial metrics between McDonald's Corporation and BlackRock, 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
MDO.DE and BLK have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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