MDO.DE vs. BTC-USD
MDO.DE (McDonald's Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, MDO.DE returned 10.79%/yr vs 59.66%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
MDO.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
MDO.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 higher than BTC-USD's -26.25% return. Over the past 10 years, MDO.DE has underperformed BTC-USD with an annualized return of 10.79%, while BTC-USD has yielded a comparatively higher 59.66% 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%
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
MDO.DE vs. BTC-USD - 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% |
BTC-USD Bitcoin | -26.25% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between MDO.DE and BTC-USD is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.03 |
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Return for Risk
MDO.DE vs. BTC-USD — Risk / Return Rank
MDO.DE
BTC-USD
MDO.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MDO.DE) and Bitcoin (BTC-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.
| MDO.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.87 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.76 | +0.15 |
| Martin ratioReturn relative to average drawdown | -1.67 | -1.35 | -0.32 |
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 | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | -0.90 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.23 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.89 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.14 | -0.70 |
Drawdowns
MDO.DE vs. BTC-USD - Drawdown Comparison
The maximum MDO.DE drawdown since its inception was -75.40%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for MDO.DE and BTC-USD.
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Drawdown Indicators
| MDO.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.40% | -83.05% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.06% | -49.93% | +30.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.52% | -49.93% | +29.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -73.60% | +53.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.61% | -82.51% | +43.90% |
Current DrawdownCurrent decline from peak | -18.56% | -48.40% | +29.84% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -39.96% | +25.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 33.81% | -26.79% |
Volatility
MDO.DE vs. BTC-USD - Volatility Comparison
The current volatility for McDonald's Corporation (MDO.DE) is 5.89%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that MDO.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD 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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 10.12% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 34.33% | -22.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 35.37% | -18.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 45.05% | -27.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 55.99% | -36.35% |
Frequently Asked Questions
MDO.DE and BTC-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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