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

Correlation

The correlation between XOM 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

XOM vs. MCD - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,992.60%
20,102.81%
XOM
MCD

Key characteristics

Sharpe Ratio

XOM:

0.43

MCD:

0.15

Sortino Ratio

XOM:

0.73

MCD:

0.33

Omega Ratio

XOM:

1.09

MCD:

1.04

Calmar Ratio

XOM:

0.44

MCD:

0.15

Martin Ratio

XOM:

1.79

MCD:

0.33

Ulcer Index

XOM:

4.63%

MCD:

7.99%

Daily Std Dev

XOM:

19.32%

MCD:

17.76%

Max Drawdown

XOM:

-62.40%

MCD:

-73.62%

Current Drawdown

XOM:

-14.42%

MCD:

-7.56%

Fundamentals

Market Cap

XOM:

$474.71B

MCD:

$212.18B

EPS

XOM:

$8.03

MCD:

$11.40

PE Ratio

XOM:

13.45

MCD:

25.97

PEG Ratio

XOM:

5.51

MCD:

2.69

Total Revenue (TTM)

XOM:

$342.95B

MCD:

$25.94B

Gross Profit (TTM)

XOM:

$85.46B

MCD:

$14.53B

EBITDA (TTM)

XOM:

$75.25B

MCD:

$13.43B

Returns By Period

In the year-to-date period, XOM achieves a 10.07% return, which is significantly higher than MCD's 0.49% return. Over the past 10 years, XOM has underperformed MCD with an annualized return of 5.81%, while MCD has yielded a comparatively higher 14.97% annualized return.


XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

MCD

YTD

0.49%

1M

0.53%

6M

17.37%

1Y

2.48%

5Y*

10.66%

10Y*

14.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XOM vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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 XOM, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.15
The chart of Sortino ratio for XOM, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.730.33
The chart of Omega ratio for XOM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.04
The chart of Calmar ratio for XOM, currently valued at 0.44, compared to the broader market0.002.004.006.000.440.15
The chart of Martin ratio for XOM, currently valued at 1.79, compared to the broader market0.0010.0020.001.790.33
XOM
MCD

The current XOM Sharpe Ratio is 0.43, which is higher than the MCD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of XOM 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
0.43
0.15
XOM
MCD

Dividends

XOM vs. MCD - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 3.61%, more than MCD's 2.33% yield.


TTM20232022202120202019201820172016201520142013
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
MCD
McDonald's Corporation
2.33%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

XOM vs. MCD - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for XOM and MCD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.42%
-7.56%
XOM
MCD

Volatility

XOM vs. MCD - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 4.85% compared to McDonald's Corporation (MCD) at 4.00%. This indicates that XOM'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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
4.00%
XOM
MCD

Financials

XOM vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Exxon Mobil 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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