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PPL vs. MCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PPL vs. MCD - Performance Comparison

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

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Returns By Period

In the year-to-date period, PPL achieves a 3.97% return, which is significantly higher than MCD's -5.66% return. Over the past 10 years, PPL has underperformed MCD with an annualized return of 3.60%, while MCD has yielded a comparatively higher 11.46% annualized return.


PPL

1D
1.10%
1M
3.61%
YTD
3.97%
6M
7.12%
1Y
9.14%
3Y*
13.81%
5Y*
7.88%
10Y*
3.60%

MCD

1D
0.01%
1M
3.75%
YTD
-5.66%
6M
-8.96%
1Y
-3.37%
3Y*
1.94%
5Y*
6.16%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL vs. MCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL
PPL Corporation
3.97%11.38%23.98%-3.77%0.35%12.88%-16.87%33.41%-3.01%-5.19%
MCD
McDonald's Corporation
-5.66%7.89%0.14%15.06%0.51%27.79%11.30%13.97%5.78%45.05%

Correlation

The correlation between PPL and MCD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 8, 1985

0.26

The correlation between PPL and MCD shifts across timeframes, from 0.26 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PPL:

$27.14B

MCD:

$203.21B

EPS

PPL:

$1.63

MCD:

$12.13

PE Ratio

PPL:

21.98

MCD:

23.48

PEG Ratio

PPL:

18.41

MCD:

3.78

PS Ratio

PPL:

2.88

MCD:

7.42

Total Revenue (TTM)

PPL:

$9.31B

MCD:

$27.45B

Gross Profit (TTM)

PPL:

$4.34B

MCD:

$12.10B

EBITDA (TTM)

PPL:

$3.38B

MCD:

$14.46B

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Return for Risk

PPL vs. MCD — Risk / Return Rank

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

PPL
PPL Risk / Return Rank: 5454
Overall Rank
PPL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PPL Sortino Ratio Rank: 4949
Sortino Ratio Rank
PPL Omega Ratio Rank: 4747
Omega Ratio Rank
PPL Calmar Ratio Rank: 5656
Calmar Ratio Rank
PPL Martin Ratio Rank: 5858
Martin Ratio Rank

MCD
MCD Risk / Return Rank: 3232
Overall Rank
MCD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MCD Sortino Ratio Rank: 2727
Sortino Ratio Rank
MCD Omega Ratio Rank: 2828
Omega Ratio Rank
MCD Calmar Ratio Rank: 3737
Calmar Ratio Rank
MCD Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPL vs. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) 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.

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.


PPLMCDDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.08

0.98

+0.11

Calmar ratioReturn relative to maximum drawdown

0.57

-0.20

+0.77

Martin ratioReturn relative to average drawdown

1.49

-0.50

+1.99

PPL vs. MCD - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.45, which is higher than the MCD Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of PPL and MCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PPL vs. MCD - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.38%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for PPL and MCD.


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Drawdown Indicators


PPLMCDDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-73.20%

+17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-19.05%

+5.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

-19.05%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-19.05%

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-36.90%

-11.83%

Current Drawdown

Current decline from peak

-9.22%

-15.46%

+6.24%

Average Drawdown

Average peak-to-trough decline

-15.62%

-14.89%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

7.53%

-2.41%

Volatility

PPL vs. MCD - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 5.51% compared to McDonald's Corporation (MCD) at 4.96%. This indicates that PPL'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.


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Volatility by Period


PPLMCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

4.96%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

12.20%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

16.62%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

17.27%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

20.40%

+2.38%

Dividends

PPL vs. MCD - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.11%, more than MCD's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MCD
McDonald's Corporation
2.58%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%
PPL
PPL Corporation
3.11%3.11%3.17%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%11.74%

Financials

PPL vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between PPL Corporation 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
2.77B
6.52B
(PPL) Total Revenue
(MCD) Total Revenue
Values in USD except per share items

PPL vs. MCD - Profitability Comparison

The chart below illustrates the profitability comparison between PPL Corporation and McDonald's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
69.3%
0
Portfolio components
PPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PPL Corporation reported a gross profit of 1.92B and revenue of 2.77B. Therefore, the gross margin over that period was 69.3%.

MCD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported a gross profit of 0.00 and revenue of 6.52B. Therefore, the gross margin over that period was 0.0%.

PPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PPL Corporation reported an operating income of 745.00M and revenue of 2.77B, resulting in an operating margin of 26.9%.

MCD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported an operating income of 2.95B and revenue of 6.52B, resulting in an operating margin of 45.3%.

PPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PPL Corporation reported a net income of 452.00M and revenue of 2.77B, resulting in a net margin of 16.3%.

MCD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McDonald's Corporation reported a net income of 1.98B and revenue of 6.52B, resulting in a net margin of 30.4%.


Frequently Asked Questions


PPL and MCD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPL has higher volatility (5.51%) compared to MCD (4.96%). In terms of maximum drawdown, PPL dropped -55.38% vs MCD's -73.20%.

PPL currently has the higher Sharpe Ratio (0.45 vs -0.23), 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.

Portfolio Optimizer

Find the right allocation for PPL and MCD

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