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TRNO vs. MCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TRNO vs. MCD - Performance Comparison

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

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TRNO vs. MCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRNO
Terreno Realty Corporation
5.50%2.70%-2.77%13.39%-31.61%48.55%10.42%57.19%2.87%26.24%
MCD
McDonald's Corporation
2.26%7.89%0.14%15.06%0.51%27.79%11.30%13.97%5.78%45.05%

Fundamentals

Market Cap

TRNO:

$6.36B

MCD:

$221.97B

EPS

TRNO:

$3.90

MCD:

$11.96

PE Ratio

TRNO:

15.76

MCD:

25.98

PEG Ratio

TRNO:

0.23

MCD:

4.20

PS Ratio

TRNO:

13.31

MCD:

8.28

Total Revenue (TTM)

TRNO:

$476.38M

MCD:

$26.89B

Gross Profit (TTM)

TRNO:

$239.70M

MCD:

$15.31B

EBITDA (TTM)

TRNO:

$313.67M

MCD:

$14.22B

Returns By Period

In the year-to-date period, TRNO achieves a 5.50% return, which is significantly higher than MCD's 2.26% return. Over the past 10 years, TRNO has outperformed MCD with an annualized return of 12.97%, while MCD has yielded a comparatively lower 12.03% annualized return.


TRNO

1D
1.34%
1M
-6.23%
YTD
5.50%
6M
10.08%
1Y
0.59%
3Y*
1.48%
5Y*
3.60%
10Y*
12.97%

MCD

1D
0.73%
1M
-8.37%
YTD
2.26%
6M
3.46%
1Y
1.80%
3Y*
6.00%
5Y*
9.10%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TRNO vs. MCD — Risk / Return Rank

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

TRNO
TRNO Risk / Return Rank: 4040
Overall Rank
TRNO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TRNO Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRNO Omega Ratio Rank: 3535
Omega Ratio Rank
TRNO Calmar Ratio Rank: 4444
Calmar Ratio Rank
TRNO Martin Ratio Rank: 4343
Martin Ratio Rank

MCD
MCD Risk / Return Rank: 4444
Overall Rank
MCD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MCD Sortino Ratio Rank: 3737
Sortino Ratio Rank
MCD Omega Ratio Rank: 3737
Omega Ratio Rank
MCD Calmar Ratio Rank: 5151
Calmar Ratio Rank
MCD Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRNO vs. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) 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.


TRNOMCDDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.10

-0.08

Sortino ratio

Return per unit of downside risk

0.21

0.27

-0.05

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.07

0.33

-0.27

Martin ratio

Return relative to average drawdown

0.17

0.79

-0.62

TRNO vs. MCD - Sharpe Ratio Comparison

The current TRNO Sharpe Ratio is 0.02, which is lower than the MCD Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of TRNO 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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Sharpe Ratios by Period


TRNOMCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.10

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.54

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.59

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.54

-0.10

Correlation

The correlation between TRNO and MCD is 0.32, 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.


Dividends

TRNO vs. MCD - Dividend Comparison

TRNO's dividend yield for the trailing twelve months is around 3.34%, more than MCD's 2.34% yield.


TTM20252024202320222021202020192018201720162015
TRNO
Terreno Realty Corporation
3.34%3.44%3.18%2.71%2.60%1.48%1.91%1.88%2.62%2.40%2.67%2.92%
MCD
McDonald's Corporation
2.34%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%

Drawdowns

TRNO vs. MCD - Drawdown Comparison

The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for TRNO and MCD.


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Drawdown Indicators


TRNOMCDDifference

Max Drawdown

Largest peak-to-trough decline

-41.45%

-73.20%

+31.75%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-10.60%

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-39.06%

-17.23%

-21.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.06%

-36.90%

-2.16%

Current Drawdown

Current decline from peak

-18.30%

-8.37%

-9.93%

Average Drawdown

Average peak-to-trough decline

-12.29%

-14.90%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.25%

4.52%

+3.73%

Volatility

TRNO vs. MCD - Volatility Comparison

Terreno Realty Corporation (TRNO) has a higher volatility of 5.36% compared to McDonald's Corporation (MCD) at 4.79%. This indicates that TRNO'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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Volatility by Period


TRNOMCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.79%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

11.76%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

17.27%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.74%

17.06%

+7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

20.32%

+4.17%

Financials

TRNO vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Terreno Realty 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


0.002.00B4.00B6.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
137.48M
7.01B
(TRNO) Total Revenue
(MCD) Total Revenue
Values in USD except per share items