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

Correlation

The correlation between WEN and MCD is 0.27, 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.


-0.50.00.51.00.3

Performance

WEN vs. MCD - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,035.82%
5,199.10%
WEN
MCD

Key characteristics

Sharpe Ratio

WEN:

-0.45

MCD:

0.21

Sortino Ratio

WEN:

-0.50

MCD:

0.41

Omega Ratio

WEN:

0.94

MCD:

1.05

Calmar Ratio

WEN:

-0.29

MCD:

0.22

Martin Ratio

WEN:

-1.08

MCD:

0.47

Ulcer Index

WEN:

10.34%

MCD:

8.02%

Daily Std Dev

WEN:

25.07%

MCD:

17.77%

Max Drawdown

WEN:

-86.09%

MCD:

-73.62%

Current Drawdown

WEN:

-33.60%

MCD:

-6.99%

Fundamentals

Market Cap

WEN:

$3.48B

MCD:

$212.18B

EPS

WEN:

$0.94

MCD:

$11.40

PE Ratio

WEN:

18.15

MCD:

25.97

PEG Ratio

WEN:

1.72

MCD:

2.69

Total Revenue (TTM)

WEN:

$2.21B

MCD:

$25.94B

Gross Profit (TTM)

WEN:

$615.98M

MCD:

$14.53B

EBITDA (TTM)

WEN:

$552.54M

MCD:

$13.43B

Returns By Period

In the year-to-date period, WEN achieves a -9.51% return, which is significantly lower than MCD's 1.11% return. Over the past 10 years, WEN has underperformed MCD with an annualized return of 9.27%, while MCD has yielded a comparatively higher 14.92% annualized return.


WEN

YTD

-9.51%

1M

-6.79%

6M

2.82%

1Y

-10.93%

5Y*

-2.30%

10Y*

9.27%

MCD

YTD

1.11%

1M

1.21%

6M

14.18%

1Y

2.88%

5Y*

10.78%

10Y*

14.92%

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Risk-Adjusted Performance

WEN vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) 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 WEN, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.450.21
The chart of Sortino ratio for WEN, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.41
The chart of Omega ratio for WEN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.05
The chart of Calmar ratio for WEN, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.22
The chart of Martin ratio for WEN, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.080.47
WEN
MCD

The current WEN Sharpe Ratio is -0.45, which is lower than the MCD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of WEN 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.45
0.21
WEN
MCD

Dividends

WEN vs. MCD - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 6.01%, more than MCD's 2.32% yield.


TTM20232022202120202019201820172016201520142013
WEN
The Wendy's Company
6.01%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
MCD
McDonald's Corporation
2.32%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

WEN vs. MCD - Drawdown Comparison

The maximum WEN drawdown since its inception was -86.09%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for WEN and MCD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.60%
-6.99%
WEN
MCD

Volatility

WEN vs. MCD - Volatility Comparison

The Wendy's Company (WEN) has a higher volatility of 5.58% compared to McDonald's Corporation (MCD) at 4.09%. This indicates that WEN'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%JulyAugustSeptemberOctoberNovemberDecember
5.58%
4.09%
WEN
MCD

Financials

WEN vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between The Wendy's Company 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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