PPG vs. MCD
Compare and contrast key facts about PPG Industries, Inc. (PPG) and McDonald's Corporation (MCD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PPG or MCD.
Performance
PPG vs. MCD - Performance Comparison
Returns By Period
In the year-to-date period, PPG achieves a -17.20% return, which is significantly lower than MCD's -0.11% return. Over the past 10 years, PPG has underperformed MCD with an annualized return of 2.93%, while MCD has yielded a comparatively higher 14.59% annualized return.
PPG
-17.20%
-5.33%
-8.95%
-9.34%
1.16%
2.93%
MCD
-0.11%
-7.62%
10.82%
6.24%
11.13%
14.59%
Fundamentals
| PPG | MCD | |
|---|---|---|
| Market Cap | $28.14B | $208.47B |
| EPS | $6.31 | $11.40 |
| PE Ratio | 19.22 | 25.52 |
| PEG Ratio | 1.05 | 2.62 |
| Total Revenue (TTM) | $18.03B | $25.94B |
| Gross Profit (TTM) | $7.36B | $14.53B |
| EBITDA (TTM) | $2.88B | $13.43B |
Key characteristics
| PPG | MCD | |
|---|---|---|
| Sharpe Ratio | -0.49 | 0.38 |
| Sortino Ratio | -0.56 | 0.64 |
| Omega Ratio | 0.93 | 1.08 |
| Calmar Ratio | -0.27 | 0.39 |
| Martin Ratio | -0.76 | 0.87 |
| Ulcer Index | 11.44% | 7.81% |
| Daily Std Dev | 17.73% | 17.75% |
| Max Drawdown | -63.02% | -73.62% |
| Current Drawdown | -28.98% | -8.10% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
Dividends
PPG vs. MCD - Dividend Comparison
PPG's dividend yield for the trailing twelve months is around 2.19%, less than MCD's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPG PPG Industries, Inc. | 2.19% | 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 | 2.30% | 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.
Volatility
PPG vs. MCD - Volatility Comparison
The current volatility for PPG Industries, Inc. (PPG) is 4.44%, while McDonald's Corporation (MCD) has a volatility of 7.42%. This indicates that PPG experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities