PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.3

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%JulyAugustSeptemberOctoberNovemberDecember
7,510.64%
22,511.25%
PPG
MCD

Key characteristics

Sharpe Ratio

PPG:

-0.90

MCD:

0.21

Sortino Ratio

PPG:

-1.16

MCD:

0.41

Omega Ratio

PPG:

0.86

MCD:

1.05

Calmar Ratio

PPG:

-0.51

MCD:

0.22

Martin Ratio

PPG:

-1.31

MCD:

0.47

Ulcer Index

PPG:

12.34%

MCD:

8.02%

Daily Std Dev

PPG:

17.95%

MCD:

17.77%

Max Drawdown

PPG:

-63.02%

MCD:

-73.62%

Current Drawdown

PPG:

-29.61%

MCD:

-6.99%

Fundamentals

Market Cap

PPG:

$28.32B

MCD:

$212.18B

EPS

PPG:

$6.32

MCD:

$11.40

PE Ratio

PPG:

19.31

MCD:

25.97

PEG Ratio

PPG:

1.06

MCD:

2.69

Total Revenue (TTM)

PPG:

$18.03B

MCD:

$25.94B

Gross Profit (TTM)

PPG:

$7.36B

MCD:

$14.53B

EBITDA (TTM)

PPG:

$2.88B

MCD:

$13.43B

Returns By Period

In the year-to-date period, PPG achieves a -17.94% return, which is significantly lower than MCD's 1.11% return. Over the past 10 years, PPG has underperformed MCD with an annualized return of 2.12%, while MCD has yielded a comparatively higher 14.92% annualized return.


PPG

YTD

-17.94%

1M

-0.89%

6M

-5.47%

1Y

-16.94%

5Y*

-0.12%

10Y*

2.12%

MCD

YTD

1.11%

1M

1.21%

6M

14.18%

1Y

2.88%

5Y*

10.78%

10Y*

14.92%

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 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 -0.90, compared to the broader market-4.00-2.000.002.00-0.900.21
The chart of Sortino ratio for PPG, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.160.41
The chart of Omega ratio for PPG, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.05
The chart of Calmar ratio for PPG, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.510.22
The chart of Martin ratio for PPG, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.310.47
PPG
MCD

The current PPG Sharpe Ratio is -0.90, which is lower than the MCD Sharpe Ratio of 0.21. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.90
0.21
PPG
MCD

Dividends

PPG vs. MCD - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.21%, less than MCD's 2.32% yield.


TTM20232022202120202019201820172016201520142013
PPG
PPG Industries, Inc.
2.21%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
2.32%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.61%
-6.99%
PPG
MCD

Volatility

PPG vs. MCD - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 5.48% compared to McDonald's Corporation (MCD) at 4.09%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.48%
4.09%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab