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

Correlation

The correlation between TM and MCD is 0.21, 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.


-0.50.00.51.00.2

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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.19%
8.58%
TM
MCD

Key characteristics

Sharpe Ratio

TM:

-0.17

MCD:

-0.02

Sortino Ratio

TM:

-0.06

MCD:

0.09

Omega Ratio

TM:

0.99

MCD:

1.01

Calmar Ratio

TM:

-0.14

MCD:

-0.02

Martin Ratio

TM:

-0.22

MCD:

-0.05

Ulcer Index

TM:

22.26%

MCD:

8.00%

Daily Std Dev

TM:

27.62%

MCD:

17.79%

Max Drawdown

TM:

-60.34%

MCD:

-73.62%

Current Drawdown

TM:

-24.54%

MCD:

-7.91%

Fundamentals

Market Cap

TM:

$245.63B

MCD:

$207.65B

EPS

TM:

$20.99

MCD:

$11.40

PE Ratio

TM:

8.94

MCD:

25.42

PEG Ratio

TM:

1.54

MCD:

2.63

Total Revenue (TTM)

TM:

$34.36T

MCD:

$19.53B

Gross Profit (TTM)

TM:

$7.12T

MCD:

$10.97B

EBITDA (TTM)

TM:

$5.25T

MCD:

$10.10B

Returns By Period

In the year-to-date period, TM achieves a -3.62% return, which is significantly lower than MCD's -0.04% return. Over the past 10 years, TM has underperformed MCD with an annualized return of 7.59%, while MCD has yielded a comparatively higher 14.84% annualized return.


TM

YTD

-3.62%

1M

-3.94%

6M

12.19%

1Y

-5.22%

5Y*

8.47%

10Y*

7.59%

MCD

YTD

-0.04%

1M

-1.70%

6M

8.58%

1Y

3.79%

5Y*

8.89%

10Y*

14.84%

*Annualized

Compare stocks, funds, or ETFs

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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 3535
Overall Rank
The Sharpe Ratio Rank of TM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of TM is 4242
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 4040
Overall Rank
The Sharpe Ratio Rank of MCD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 4545
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.


Sharpe ratio
The chart of Sharpe ratio for TM, currently valued at -0.17, compared to the broader market-2.000.002.004.00-0.17-0.02
The chart of Sortino ratio for TM, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.060.09
The chart of Omega ratio for TM, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.01
The chart of Calmar ratio for TM, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14-0.02
The chart of Martin ratio for TM, currently valued at -0.22, compared to the broader market-10.000.0010.0020.00-0.22-0.05
TM
MCD

The current TM Sharpe Ratio is -0.17, which is lower than the MCD Sharpe Ratio of -0.02. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.17
-0.02
TM
MCD

Dividends

TM vs. MCD - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 2.91%, more than MCD's 2.34% yield.


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
2.91%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%6.46%5.92%5.13%
MCD
McDonald's Corporation
2.34%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.54%
-7.91%
TM
MCD

Volatility

TM vs. MCD - Volatility Comparison

Toyota Motor Corporation (TM) has a higher volatility of 8.46% compared to McDonald's Corporation (MCD) at 4.27%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.46%
4.27%
TM
MCD

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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