SHAK vs. MCD

In the year-to-date period, SHAK achieves a -0.01% return, which is significantly lower than MCD's 8.89% return. Over the past 10 years, SHAK has underperformed MCD with an annualized return of 5.10%, while MCD has yielded a comparatively higher 15.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Shake Shack Inc. (SHAK) 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.

The current SHAK Sharpe Ratio is 0.73, which is lower than the MCD Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SHAK 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.

SHAK has not paid dividends to shareholders, while MCD's dividend yield for the trailing twelve months is around 2.19%.

The maximum SHAK drawdown since its inception was -70.89%, roughly equal to the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for SHAK and MCD.

Shake Shack Inc. (SHAK) has a higher volatility of 11.68% compared to McDonald's Corporation (MCD) at 4.51%. This indicates that SHAK'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.

This section allows you to compare key financial metrics between Shake Shack 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.