TEQI vs. MCD

In the year-to-date period, TEQI achieves a 2.73% return, which is significantly lower than MCD's 9.10% return.

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This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income ETF (TEQI) 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 TEQI Sharpe Ratio is 0.37, which is lower than the MCD Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TEQI 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.

TEQI's dividend yield for the trailing twelve months is around 1.68%, less than MCD's 2.77% yield.

The maximum TEQI drawdown since its inception was -17.82%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for TEQI and MCD.

T. Rowe Price Equity Income ETF (TEQI) and McDonald's Corporation (MCD) have volatilities of 4.27% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.