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PPG vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PPG and MCD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

PPG vs. MCD - Performance Comparison

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

10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
6,213.68%
23,218.57%
PPG
MCD

Key characteristics

Sharpe Ratio

PPG:

-1.30

MCD:

0.58

Sortino Ratio

PPG:

-1.77

MCD:

0.93

Omega Ratio

PPG:

0.78

MCD:

1.12

Calmar Ratio

PPG:

-0.68

MCD:

0.67

Martin Ratio

PPG:

-2.27

MCD:

2.14

Ulcer Index

PPG:

12.54%

MCD:

5.40%

Daily Std Dev

PPG:

21.93%

MCD:

19.81%

Max Drawdown

PPG:

-63.02%

MCD:

-73.62%

Current Drawdown

PPG:

-41.61%

MCD:

-6.59%

Fundamentals

Market Cap

PPG:

$22.50B

MCD:

$214.42B

EPS

PPG:

$5.72

MCD:

$11.39

PE Ratio

PPG:

17.33

MCD:

26.35

PEG Ratio

PPG:

0.82

MCD:

2.82

Total Revenue (TTM)

PPG:

$11.53B

MCD:

$19.75B

Gross Profit (TTM)

PPG:

$4.57B

MCD:

$11.10B

EBITDA (TTM)

PPG:

$1.87B

MCD:

$10.34B

Returns By Period

In the year-to-date period, PPG achieves a -16.51% return, which is significantly lower than MCD's 4.12% return. Over the past 10 years, PPG has underperformed MCD with an annualized return of 0.46%, while MCD has yielded a comparatively higher 14.92% annualized return.


PPG

YTD

-16.51%

1M

-13.09%

6M

-22.01%

1Y

-27.50%

5Y*

6.24%

10Y*

0.46%

MCD

YTD

4.12%

1M

-2.39%

6M

-0.03%

1Y

13.82%

5Y*

16.04%

10Y*

14.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PPG vs. MCD — Risk-Adjusted Performance Rank

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

PPG
The Risk-Adjusted Performance Rank of PPG is 55
Overall Rank
The Sharpe Ratio Rank of PPG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of PPG is 55
Sortino Ratio Rank
The Omega Ratio Rank of PPG is 66
Omega Ratio Rank
The Calmar Ratio Rank of PPG is 1313
Calmar Ratio Rank
The Martin Ratio Rank of PPG is 11
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 7272
Overall Rank
The Sharpe Ratio Rank of MCD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PPG vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) 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.


Sharpe ratio
The chart of Sharpe ratio for PPG, currently valued at -1.30, compared to the broader market-2.00-1.000.001.002.00
PPG: -1.30
MCD: 0.58
The chart of Sortino ratio for PPG, currently valued at -1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
PPG: -1.77
MCD: 0.93
The chart of Omega ratio for PPG, currently valued at 0.78, compared to the broader market0.501.001.502.00
PPG: 0.78
MCD: 1.12
The chart of Calmar ratio for PPG, currently valued at -0.68, compared to the broader market0.001.002.003.004.00
PPG: -0.68
MCD: 0.67
The chart of Martin ratio for PPG, currently valued at -2.27, compared to the broader market-10.000.0010.0020.00
PPG: -2.27
MCD: 2.14

The current PPG Sharpe Ratio is -1.30, which is lower than the MCD Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PPG 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.30
0.58
PPG
MCD

Dividends

PPG vs. MCD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.71%, more than MCD's 2.29% yield.


TTM20242023202220212020201920182017201620152014
PPG
PPG Industries, Inc.
2.71%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
MCD
McDonald's Corporation
2.29%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

PPG vs. MCD - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for PPG and MCD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.61%
-6.59%
PPG
MCD

Volatility

PPG vs. MCD - Volatility Comparison

PPG Industries, Inc. (PPG) and McDonald's Corporation (MCD) have volatilities of 9.09% and 9.46%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.09%
9.46%
PPG
MCD

Financials

PPG vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between PPG Industries, Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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