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

Correlation

The correlation between WM 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.


-0.50.00.51.0
Correlation: 0.4

Performance

WM vs. MCD - Performance Comparison

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

7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%NovemberDecember2025FebruaryMarchApril
8,518.57%
11,234.05%
WM
MCD

Key characteristics

Sharpe Ratio

WM:

0.56

MCD:

0.87

Sortino Ratio

WM:

0.86

MCD:

1.32

Omega Ratio

WM:

1.13

MCD:

1.17

Calmar Ratio

WM:

0.94

MCD:

1.02

Martin Ratio

WM:

2.12

MCD:

3.21

Ulcer Index

WM:

5.28%

MCD:

5.47%

Daily Std Dev

WM:

20.13%

MCD:

20.13%

Max Drawdown

WM:

-77.85%

MCD:

-73.62%

Current Drawdown

WM:

-3.95%

MCD:

-1.58%

Fundamentals

Market Cap

WM:

$92.52B

MCD:

$228.17B

EPS

WM:

$6.77

MCD:

$11.40

PE Ratio

WM:

33.77

MCD:

27.94

PEG Ratio

WM:

2.84

MCD:

2.82

PS Ratio

WM:

4.19

MCD:

8.80

PB Ratio

WM:

11.15

MCD:

0.00

Total Revenue (TTM)

WM:

$16.90B

MCD:

$19.75B

Gross Profit (TTM)

WM:

$6.12B

MCD:

$11.27B

EBITDA (TTM)

WM:

$4.92B

MCD:

$10.66B

Returns By Period

In the year-to-date period, WM achieves a 13.14% return, which is significantly higher than MCD's 9.71% return. Over the past 10 years, WM has outperformed MCD with an annualized return of 18.20%, while MCD has yielded a comparatively lower 15.52% annualized return.


WM

YTD

13.14%

1M

0.18%

6M

9.66%

1Y

9.66%

5Y*

20.25%

10Y*

18.20%

MCD

YTD

9.71%

1M

3.03%

6M

6.09%

1Y

17.05%

5Y*

14.08%

10Y*

15.52%

*Annualized

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Risk-Adjusted Performance

WM vs. MCD — Risk-Adjusted Performance Rank

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

WM
The Risk-Adjusted Performance Rank of WM is 7272
Overall Rank
The Sharpe Ratio Rank of WM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7474
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 7979
Overall Rank
The Sharpe Ratio Rank of MCD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 8585
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.

WM vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) 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 chart of Sharpe ratio for WM, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
WM: 0.56
MCD: 0.87
The chart of Sortino ratio for WM, currently valued at 0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
WM: 0.86
MCD: 1.32
The chart of Omega ratio for WM, currently valued at 1.13, compared to the broader market0.501.001.502.00
WM: 1.13
MCD: 1.17
The chart of Calmar ratio for WM, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.00
WM: 0.94
MCD: 1.02
The chart of Martin ratio for WM, currently valued at 2.12, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WM: 2.12
MCD: 3.21

The current WM Sharpe Ratio is 0.56, which is lower than the MCD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of WM 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.56
0.87
WM
MCD

Dividends

WM vs. MCD - Dividend Comparison

WM's dividend yield for the trailing twelve months is around 1.35%, less than MCD's 2.18% yield.


TTM20242023202220212020201920182017201620152014
WM
Waste Management, Inc.
1.35%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
MCD
McDonald's Corporation
2.18%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

WM vs. MCD - Drawdown Comparison

The maximum WM drawdown since its inception was -77.85%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for WM and MCD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.95%
-1.58%
WM
MCD

Volatility

WM vs. MCD - Volatility Comparison

The current volatility for Waste Management, Inc. (WM) is 7.97%, while McDonald's Corporation (MCD) has a volatility of 8.74%. This indicates that WM experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.97%
8.74%
WM
MCD

Financials

WM vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Waste Management, Inc. 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