^NYA vs. MCD

In the year-to-date period, ^NYA achieves a 1.16% return, which is significantly lower than MCD's 8.83% return. Over the past 10 years, ^NYA has underperformed MCD with an annualized return of 5.61%, while MCD has yielded a comparatively higher 15.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) 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 current ^NYA Sharpe Ratio is 0.41, which is lower than the MCD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ^NYA 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.

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for ^NYA and MCD. For additional features, visit the drawdowns tool.

NYSE Composite (^NYA) and McDonald's Corporation (MCD) have volatilities of 5.52% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.