MKC vs. NATO
MKC (McCormick & Company, Incorporated) is a stock, while NATO (Themes Transatlantic Defense ETF) is Aerospace & Defense fund tracking the Solactive Transatlantic Aerospace and Defense Index. Over the past year, MKC returned -31.93% vs 17.50% for NATO. At a 0.05 correlation, their price movements are largely independent.
Performance
MKC vs. NATO - Performance Comparison
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Returns By Period
In the year-to-date period, MKC achieves a -27.49% return, which is significantly lower than NATO's 4.09% return.
MKC
- 1D
- -0.57%
- 1M
- 5.61%
- YTD
- -27.49%
- 6M
- -25.55%
- 1Y
- -31.93%
- 3Y*
- -16.44%
- 5Y*
- -9.29%
- 10Y*
- 1.82%
NATO
- 1D
- -0.90%
- 1M
- 5.95%
- YTD
- 4.09%
- 6M
- 7.29%
- 1Y
- 17.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MKC vs. NATO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MKC McCormick & Company, Incorporated | -27.49% | -8.33% | -3.88% |
NATO Themes Transatlantic Defense ETF | 4.09% | 50.95% | 0.51% |
Correlation
The correlation between MKC and NATO is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.05 |
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Return for Risk
MKC vs. NATO — Risk / Return Rank
MKC
NATO
MKC vs. NATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) and Themes Transatlantic Defense ETF (NATO). 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.
| MKC | NATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.16 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.13 | -1.98 |
| Martin ratioReturn relative to average drawdown | -1.69 | 2.81 | -4.49 |
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Drawdowns
MKC vs. NATO - Drawdown Comparison
The maximum MKC drawdown since its inception was -52.02%, which is greater than NATO's maximum drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for MKC and NATO.
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Drawdown Indicators
| MKC | NATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -15.99% | -36.03% |
Max Drawdown (1Y)Largest decline over 1 year | -39.50% | -15.99% | -23.51% |
Max Drawdown (3Y)Largest decline over 3 years | -47.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -52.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.02% | — | — |
Current DrawdownCurrent decline from peak | -48.49% | -9.97% | -38.52% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -3.83% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.92% | 6.44% | +13.48% |
Volatility
MKC vs. NATO - Volatility Comparison
The current volatility for McCormick & Company, Incorporated (MKC) is 6.12%, while Themes Transatlantic Defense ETF (NATO) has a volatility of 8.57%. This indicates that MKC experiences smaller price fluctuations and is considered to be less risky than NATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKC | NATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 8.57% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 23.28% | 18.32% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.06% | 21.36% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.34% | 22.81% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.17% | 22.81% | +1.36% |
Dividends
MKC vs. NATO - Dividend Comparison
MKC's dividend yield for the trailing twelve months is around 3.80%, more than NATO's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKC McCormick & Company, Incorporated | 3.80% | 2.69% | 2.24% | 2.32% | 1.81% | 1.44% | 1.68% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% |
NATO Themes Transatlantic Defense ETF | 0.43% | 0.45% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MKC and NATO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NATO has higher volatility (8.57%) compared to MKC (6.12%). In terms of maximum drawdown, MKC dropped -52.02% vs NATO's -15.99%.
NATO currently has the higher Sharpe Ratio (0.85 vs -1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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