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TM vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TM and MCD is 0.38, 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.


Performance

TM vs. MCD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TM:

-0.29

MCD:

0.83

Sortino Ratio

TM:

-0.47

MCD:

1.34

Omega Ratio

TM:

0.94

MCD:

1.17

Calmar Ratio

TM:

-0.37

MCD:

1.05

Martin Ratio

TM:

-0.84

MCD:

3.39

Ulcer Index

TM:

15.94%

MCD:

5.31%

Daily Std Dev

TM:

30.11%

MCD:

20.18%

Max Drawdown

TM:

-60.34%

MCD:

-73.62%

Current Drawdown

TM:

-21.96%

MCD:

-3.92%

Fundamentals

Market Cap

TM:

$250.64B

MCD:

$223.05B

EPS

TM:

$25.00

MCD:

$11.32

PE Ratio

TM:

7.69

MCD:

27.55

PEG Ratio

TM:

1.54

MCD:

2.78

PS Ratio

TM:

0.01

MCD:

8.68

PB Ratio

TM:

1.01

MCD:

0.00

Total Revenue (TTM)

TM:

$35.67T

MCD:

$25.71B

Gross Profit (TTM)

TM:

$7.25T

MCD:

$17.23B

EBITDA (TTM)

TM:

$6.60T

MCD:

$13.31B

Returns By Period

In the year-to-date period, TM achieves a -0.33% return, which is significantly lower than MCD's 7.10% return. Over the past 10 years, TM has underperformed MCD with an annualized return of 6.35%, while MCD has yielded a comparatively higher 15.05% annualized return.


TM

YTD

-0.33%

1M

14.49%

6M

10.85%

1Y

-8.75%

5Y*

13.44%

10Y*

6.35%

MCD

YTD

7.10%

1M

-0.39%

6M

4.58%

1Y

16.55%

5Y*

14.64%

10Y*

15.05%

*Annualized

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Risk-Adjusted Performance

TM vs. MCD — Risk-Adjusted Performance Rank

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

TM
The Risk-Adjusted Performance Rank of TM is 2727
Overall Rank
The Sharpe Ratio Rank of TM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2323
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3030
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 7878
Overall Rank
The Sharpe Ratio Rank of MCD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 8484
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.

TM vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) 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 TM Sharpe Ratio is -0.29, which is lower than the MCD Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TM 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.


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Dividends

TM vs. MCD - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.34%, less than MCD's 2.23% yield.


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
1.34%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
MCD
McDonald's Corporation
2.23%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

TM vs. MCD - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for TM and MCD. For additional features, visit the drawdowns tool.


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Volatility

TM vs. MCD - Volatility Comparison

Toyota Motor Corporation (TM) has a higher volatility of 6.32% compared to McDonald's Corporation (MCD) at 5.74%. This indicates that TM'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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Financials

TM vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Toyota Motor 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


0.002.00T4.00T6.00T8.00T10.00T12.00T20212022202320242025
12.39T
5.96B
(TM) Total Revenue
(MCD) Total Revenue
Values in USD except per share items

TM vs. MCD - Profitability Comparison

The chart below illustrates the profitability comparison between Toyota Motor 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

20.0%40.0%60.0%80.0%100.0%20212022202320242025
19.2%
100.0%
(TM) Gross Margin
(MCD) Gross Margin
TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported a gross profit of 2.38T and revenue of 12.39T. Therefore, the gross margin over that period was 19.2%.

MCD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported a gross profit of 5.96B and revenue of 5.96B. Therefore, the gross margin over that period was 100.0%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported an operating income of 1.22T and revenue of 12.39T, resulting in an operating margin of 9.8%.

MCD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported an operating income of 2.65B and revenue of 5.96B, resulting in an operating margin of 44.5%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported a net income of 2.19T and revenue of 12.39T, resulting in a net margin of 17.7%.

MCD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, McDonald's Corporation reported a net income of 1.87B and revenue of 5.96B, resulting in a net margin of 31.4%.