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

Key characteristics


PPGMCD
YTD Return-10.71%-8.31%
1Y Return-0.05%-6.35%
3Y Return (Ann)-7.82%7.32%
5Y Return (Ann)4.29%8.96%
10Y Return (Ann)4.83%13.30%
Sharpe Ratio-0.10-0.45
Daily Std Dev20.12%14.26%
Max Drawdown-63.02%-73.62%
Current Drawdown-23.41%-9.54%

Fundamentals


PPGMCD
Market Cap$30.52B$196.90B
EPS$5.94$11.55
PE Ratio21.9123.64
PEG Ratio1.161.93
Revenue (TTM)$18.18B$25.49B
Gross Profit (TTM)$6.60B$13.21B
EBITDA (TTM)$2.81B$13.68B

Correlation

-0.50.00.51.00.3

The correlation between PPG and MCD is 0.31, 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.

Performance

PPG vs. MCD - Performance Comparison

In the year-to-date period, PPG achieves a -10.71% return, which is significantly lower than MCD's -8.31% return. Over the past 10 years, PPG has underperformed MCD with an annualized return of 4.83%, while MCD has yielded a comparatively higher 13.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%December2024FebruaryMarchAprilMay
18,761.93%
65,879.99%
PPG
MCD

Compare stocks, funds, or ETFs

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


PPG Industries, Inc.

McDonald's Corporation

Risk-Adjusted Performance

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.


PPG
Sharpe ratio
The chart of Sharpe ratio for PPG, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.004.00-0.10
Sortino ratio
The chart of Sortino ratio for PPG, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.006.00-0.01
Omega ratio
The chart of Omega ratio for PPG, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for PPG, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for PPG, currently valued at -0.25, compared to the broader market-10.000.0010.0020.0030.00-0.25
MCD
Sharpe ratio
The chart of Sharpe ratio for MCD, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.004.00-0.45
Sortino ratio
The chart of Sortino ratio for MCD, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.006.00-0.52
Omega ratio
The chart of Omega ratio for MCD, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for MCD, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37
Martin ratio
The chart of Martin ratio for MCD, currently valued at -0.98, compared to the broader market-10.000.0010.0020.0030.00-0.98

PPG vs. MCD - Sharpe Ratio Comparison

The current PPG Sharpe Ratio is -0.10, which is higher than the MCD Sharpe Ratio of -0.45. The chart below compares the 12-month rolling Sharpe Ratio of PPG and MCD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.10
-0.45
PPG
MCD

Dividends

PPG vs. MCD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 1.93%, less than MCD's 2.36% yield.


TTM20232022202120202019201820172016201520142013
PPG
PPG Industries, Inc.
1.93%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
MCD
McDonald's Corporation
2.36%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-23.41%
-9.54%
PPG
MCD

Volatility

PPG vs. MCD - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 6.29% compared to McDonald's Corporation (MCD) at 3.33%. This indicates that PPG's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
6.29%
3.33%
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