PortfoliosLab logo
SNAP vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNAP and MCD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SNAP vs. MCD - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-65.97%
197.77%
SNAP
MCD

Key characteristics

Sharpe Ratio

SNAP:

-0.38

MCD:

0.87

Sortino Ratio

SNAP:

-0.15

MCD:

1.32

Omega Ratio

SNAP:

0.98

MCD:

1.17

Calmar Ratio

SNAP:

-0.28

MCD:

1.02

Martin Ratio

SNAP:

-0.72

MCD:

3.21

Ulcer Index

SNAP:

35.11%

MCD:

5.47%

Daily Std Dev

SNAP:

66.83%

MCD:

20.13%

Max Drawdown

SNAP:

-91.30%

MCD:

-73.62%

Current Drawdown

SNAP:

-89.98%

MCD:

-1.58%

Fundamentals

Market Cap

SNAP:

$13.32B

MCD:

$228.17B

EPS

SNAP:

-$0.42

MCD:

$11.40

PEG Ratio

SNAP:

496.06

MCD:

2.82

PS Ratio

SNAP:

2.48

MCD:

8.80

PB Ratio

SNAP:

5.52

MCD:

0.00

Total Revenue (TTM)

SNAP:

$4.17B

MCD:

$19.75B

Gross Profit (TTM)

SNAP:

$2.27B

MCD:

$11.27B

EBITDA (TTM)

SNAP:

-$240.90M

MCD:

$10.66B

Returns By Period

In the year-to-date period, SNAP achieves a -22.66% return, which is significantly lower than MCD's 9.71% return.


SNAP

YTD

-22.66%

1M

-13.50%

6M

-18.89%

1Y

-24.82%

5Y*

-12.27%

10Y*

N/A

MCD

YTD

9.71%

1M

3.03%

6M

6.09%

1Y

17.05%

5Y*

14.08%

10Y*

15.52%

*Annualized

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

SNAP vs. MCD — Risk-Adjusted Performance Rank

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

SNAP
The Risk-Adjusted Performance Rank of SNAP is 3434
Overall Rank
The Sharpe Ratio Rank of SNAP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 3737
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 7979
Overall Rank
The Sharpe Ratio Rank of MCD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNAP vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap Inc. (SNAP) 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 chart of Sharpe ratio for SNAP, currently valued at -0.38, compared to the broader market-2.00-1.000.001.002.003.00
SNAP: -0.38
MCD: 0.87
The chart of Sortino ratio for SNAP, currently valued at -0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
SNAP: -0.15
MCD: 1.32
The chart of Omega ratio for SNAP, currently valued at 0.98, compared to the broader market0.501.001.502.00
SNAP: 0.98
MCD: 1.17
The chart of Calmar ratio for SNAP, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
SNAP: -0.28
MCD: 1.02
The chart of Martin ratio for SNAP, currently valued at -0.72, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SNAP: -0.72
MCD: 3.21

The current SNAP Sharpe Ratio is -0.38, which is lower than the MCD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SNAP 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.38
0.87
SNAP
MCD

Dividends

SNAP vs. MCD - Dividend Comparison

SNAP has not paid dividends to shareholders, while MCD's dividend yield for the trailing twelve months is around 2.18%.


TTM20242023202220212020201920182017201620152014
SNAP
Snap Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCD
McDonald's Corporation
2.18%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

SNAP vs. MCD - Drawdown Comparison

The maximum SNAP drawdown since its inception was -91.30%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for SNAP and MCD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-89.98%
-1.58%
SNAP
MCD

Volatility

SNAP vs. MCD - Volatility Comparison

Snap Inc. (SNAP) has a higher volatility of 28.56% compared to McDonald's Corporation (MCD) at 8.74%. This indicates that SNAP'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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.56%
8.74%
SNAP
MCD

Financials

SNAP vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Snap 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