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MDO.DE vs. MCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MDO.DE vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in McDonald's Corporation (MDO.DE) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

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MDO.DE vs. MCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDO.DE
McDonald's Corporation
1.48%-4.27%7.30%9.08%7.31%40.20%0.41%17.39%9.45%27.27%
MCD
McDonald's Corporation
2.66%-4.91%6.75%11.61%6.74%37.35%2.12%16.55%10.74%27.22%
Different Trading Currencies

MDO.DE is traded in EUR, while MCD is traded in USD. To make them comparable, the MCD 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 1.48% return, which is significantly lower than MCD's 2.66% return. Both investments have delivered pretty close results over the past 10 years, with MDO.DE having a 11.56% annualized return and MCD not far ahead at 11.74%.


MDO.DE

1D
-1.40%
1M
-7.69%
YTD
1.48%
6M
4.91%
1Y
-6.72%
3Y*
3.11%
5Y*
9.05%
10Y*
11.56%

MCD

1D
-1.23%
1M
-6.74%
YTD
2.66%
6M
4.91%
1Y
-6.47%
3Y*
3.35%
5Y*
9.25%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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McDonald's Corporation

McDonald's Corporation

Return for Risk

MDO.DE vs. MCD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDO.DE
MDO.DE Risk / Return Rank: 2222
Overall Rank
MDO.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MDO.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MDO.DE Omega Ratio Rank: 2020
Omega Ratio Rank
MDO.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
MDO.DE Martin Ratio Rank: 2424
Martin Ratio Rank

MCD
MCD Risk / Return Rank: 3838
Overall Rank
MCD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MCD Sortino Ratio Rank: 3232
Sortino Ratio Rank
MCD Omega Ratio Rank: 3232
Omega Ratio Rank
MCD Calmar Ratio Rank: 4242
Calmar Ratio Rank
MCD Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDO.DE vs. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MDO.DE) and McDonald's Corporation (MCD). 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.DEMCDDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.36

-0.04

Sortino ratio

Return per unit of downside risk

-0.47

-0.40

-0.07

Omega ratio

Gain probability vs. loss probability

0.95

0.95

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.45

-0.38

-0.07

Martin ratio

Return relative to average drawdown

-0.93

-0.74

-0.20

MDO.DE vs. MCD - Sharpe Ratio Comparison

The current MDO.DE Sharpe Ratio is -0.40, which is comparable to the MCD Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of MDO.DE and MCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MDO.DEMCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.36

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.53

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.56

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.67

-0.22

Correlation

The correlation between MDO.DE and MCD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MDO.DE vs. MCD - Dividend Comparison

MDO.DE's dividend yield for the trailing twelve months is around 2.37%, which matches MCD's 2.36% yield.


TTM20252024202320222021202020192018201720162015
MDO.DE
McDonald's Corporation
2.37%2.36%2.09%2.01%1.95%1.91%2.51%2.31%2.34%2.29%2.67%2.70%
MCD
McDonald's Corporation
2.36%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%

Drawdowns

MDO.DE vs. MCD - Drawdown Comparison

The maximum MDO.DE drawdown since its inception was -75.40%, which is greater than MCD's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for MDO.DE and MCD.


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Drawdown Indicators


MDO.DEMCDDifference

Max Drawdown

Largest peak-to-trough decline

-75.40%

-73.20%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-10.60%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-17.23%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.61%

-36.90%

-1.71%

Current Drawdown

Current decline from peak

-9.35%

-9.40%

+0.05%

Average Drawdown

Average peak-to-trough decline

-14.86%

-14.90%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

4.56%

+2.16%

Volatility

MDO.DE vs. MCD - Volatility Comparison

McDonald's Corporation (MDO.DE) and McDonald's Corporation (MCD) have volatilities of 5.00% and 5.22%, 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.


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Volatility by Period


MDO.DEMCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

5.22%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

12.13%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

18.04%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

17.59%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

21.11%

-1.55%

Financials

MDO.DE vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between McDonald's Corporation and McDonald's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MDO.DE values in EUR, MCD values in USD