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

Correlation

The correlation between XOM and MCD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
4,115.04%
21,990.12%
XOM
MCD

Key characteristics

Sharpe Ratio

XOM:

-0.29

MCD:

0.87

Sortino Ratio

XOM:

-0.24

MCD:

1.32

Omega Ratio

XOM:

0.97

MCD:

1.17

Calmar Ratio

XOM:

-0.36

MCD:

1.02

Martin Ratio

XOM:

-0.84

MCD:

3.21

Ulcer Index

XOM:

8.12%

MCD:

5.47%

Daily Std Dev

XOM:

23.86%

MCD:

20.13%

Max Drawdown

XOM:

-62.40%

MCD:

-73.62%

Current Drawdown

XOM:

-11.86%

MCD:

-1.58%

Fundamentals

Market Cap

XOM:

$468.43B

MCD:

$228.17B

EPS

XOM:

$7.84

MCD:

$11.40

PE Ratio

XOM:

13.70

MCD:

27.94

PEG Ratio

XOM:

4.66

MCD:

2.82

PS Ratio

XOM:

1.38

MCD:

8.80

PB Ratio

XOM:

1.76

MCD:

0.00

Total Revenue (TTM)

XOM:

$258.84B

MCD:

$19.75B

Gross Profit (TTM)

XOM:

$57.84B

MCD:

$11.27B

EBITDA (TTM)

XOM:

$55.91B

MCD:

$10.66B

Returns By Period

In the year-to-date period, XOM achieves a 1.89% return, which is significantly lower than MCD's 9.71% return. Over the past 10 years, XOM has underperformed MCD with an annualized return of 6.83%, while MCD has yielded a comparatively higher 15.52% annualized return.


XOM

YTD

1.89%

1M

-6.83%

6M

-7.60%

1Y

-7.23%

5Y*

25.89%

10Y*

6.83%

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

XOM vs. MCD — Risk-Adjusted Performance Rank

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

XOM
The Risk-Adjusted Performance Rank of XOM is 3232
Overall Rank
The Sharpe Ratio Rank of XOM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 3333
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.

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.


The chart of Sharpe ratio for XOM, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
XOM: -0.29
MCD: 0.87
The chart of Sortino ratio for XOM, currently valued at -0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
XOM: -0.24
MCD: 1.32
The chart of Omega ratio for XOM, currently valued at 0.97, compared to the broader market0.501.001.502.00
XOM: 0.97
MCD: 1.17
The chart of Calmar ratio for XOM, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
XOM: -0.36
MCD: 1.02
The chart of Martin ratio for XOM, currently valued at -0.84, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
XOM: -0.84
MCD: 3.21

The current XOM Sharpe Ratio is -0.29, which is lower than the MCD Sharpe Ratio of 0.87. 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.29
0.87
XOM
MCD

Dividends

XOM vs. MCD - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 3.57%, more than MCD's 2.18% yield.


TTM20242023202220212020201920182017201620152014
XOM
Exxon Mobil Corporation
3.57%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%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

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.86%
-1.58%
XOM
MCD

Volatility

XOM vs. MCD - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 13.69% compared to McDonald's Corporation (MCD) at 8.74%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.69%
8.74%
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