PortfoliosLab logoPortfoliosLab logo
MDO.DE vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDO.DE vs. PG - Performance Comparison

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

Loading charts...

Different Trading Currencies

MDO.DE is traded in EUR, while PG is traded in USD. To make them comparable, the PG 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 PG's 0.81% return. Over the past 10 years, MDO.DE has outperformed PG with an annualized return of 10.79%, while PG has yielded a comparatively lower 8.13% 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%

PG

1D
0.28%
1M
-2.20%
YTD
0.81%
6M
-1.47%
1Y
-14.19%
3Y*
-1.29%
5Y*
4.26%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDO.DE vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PG
The Procter & Gamble Company
0.81%-22.67%24.99%-3.83%0.84%29.54%4.74%42.86%8.43%-1.16%

Correlation

The correlation between MDO.DE and PG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.31

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

MDO.DE vs. PG — 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: 1212
Overall Rank
MDO.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MDO.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
MDO.DE Omega Ratio Rank: 1515
Omega Ratio Rank
MDO.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
MDO.DE Martin Ratio Rank: 33
Martin Ratio Rank

PG
PG Risk / Return Rank: 1111
Overall Rank
PG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1313
Sortino Ratio Rank
PG Omega Ratio Rank: 1515
Omega Ratio Rank
PG Calmar Ratio Rank: 1010
Calmar Ratio Rank
PG Martin Ratio Rank: 77
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MDO.DE) and The Procter & Gamble Company (PG). 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.DEPGDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

0.90

0.88

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.85

+0.24

Martin ratioReturn relative to average drawdown

-1.67

-1.47

-0.20

MDO.DE vs. PG - Sharpe Ratio Comparison

The current MDO.DE Sharpe Ratio is -0.71, which is comparable to the PG Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of MDO.DE and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MDO.DEPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.80

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.24

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.42

+0.01

Drawdowns

MDO.DE vs. PG - Drawdown Comparison

The maximum MDO.DE drawdown since its inception was -75.40%, which is greater than PG's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for MDO.DE and PG.


Loading charts...

Drawdown Indicators


MDO.DEPGDifference

Max Drawdown

Largest peak-to-trough decline

-75.40%

-34.76%

-40.64%

Max Drawdown (1Y)

Largest decline over 1 year

-19.06%

-16.73%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

-29.10%

+8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-29.10%

+8.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.61%

-29.11%

-9.50%

Current Drawdown

Current decline from peak

-18.56%

-26.25%

+7.69%

Average Drawdown

Average peak-to-trough decline

-14.86%

-8.48%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

10.37%

-3.35%

Volatility

MDO.DE vs. PG - Volatility Comparison

McDonald's Corporation (MDO.DE) and The Procter & Gamble Company (PG) have volatilities of 5.89% and 5.86%, 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


MDO.DEPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

5.86%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

14.42%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

17.84%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

18.00%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

19.63%

+0.01%

Dividends

MDO.DE vs. PG - Dividend Comparison

MDO.DE's dividend yield for the trailing twelve months is around 2.68%, less than PG's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PG
The Procter & Gamble Company
3.03%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

MDO.DE vs. PG - Financials Comparison

This section allows you to compare key financial metrics between McDonald's Corporation and The Procter & Gamble Company. 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, PG values in USD

Frequently Asked Questions


MDO.DE and PG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MDO.DE and PG

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