McDonald’s Corporation

10-Year Study

MCD.US · Consumer Cyclical · US · Common Stock

Executive Summary: McDonald’s Corporation has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 24.8%.

1Y CAGR
-0.5%
3Y CAGR
+4.8%
5Y CAGR
+7.9%
10Y CAGR
+12.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +45.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.17.7-8.4-1.2————————0.4%
2025-0.46.81.92.3-1.8-6.42.74.5-2.5-1.84.5-1.47.9%
2024-1.30.4-3.5-3.2-5.2-0.94.18.86.1-4.11.3-1.50.1%
20231.5-0.75.95.8-3.65.2-1.7-3.6-6.3-0.58.15.215.1%
2022-3.2-5.11.00.81.2-1.66.7-3.7-8.518.20.6-3.40.5%
2021-3.1-0.28.75.3-0.4-1.25.1-1.61.51.80.29.627.8%
20208.3-8.7-14.813.40.0-1.05.310.52.8-3.02.7-1.311.3%
20190.73.53.34.00.94.71.54.0-1.5-8.4-0.51.614.0%
2018-0.6-7.2-0.97.1-4.4-1.50.53.63.15.77.2-5.85.8%
20170.74.91.58.07.82.11.33.7-2.16.53.60.145.1%
2016———0.6-3.5-0.7-2.2-0.9-0.3-2.46.82.1-0.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 13.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110064.444115356679
2016-05-019711.960896314184
2016-06-019645.491883789036
2016-07-019429.885668865845
2016-08-019342.42220012633
2016-09-019318.19395291157
2016-10-019092.825920295614
2016-11-019708.938661734379
2016-12-019908.37592165562
2017-01-019977.56494530259
2017-02-0110467.579985956683
2017-03-0110628.302420910639
2017-04-0111474.568399716716
2017-05-0112373.310444943449
2017-06-0112638.189157632702
2017-07-0112801.571159016887
2017-08-0113278.439479248833
2017-09-0113005.350362617777
2017-10-0113854.497538389935
2017-11-0114359.603603712512
2017-12-0114372.125728988165
2018-01-0114290.303764797614
2018-02-0113254.714937797375
2018-03-0113140.434174219736
2018-04-0114069.801529855144
2018-05-0113445.468310359312
2018-06-0113250.121141236074
2018-07-0113321.99995365907
2018-08-0113804.237777327802
2018-09-0114234.795389681889
2018-10-0115052.521399939355
2018-11-0116139.337103067264
2018-12-0115202.70631032506
2019-01-0115306.30851172073
2019-02-0115839.7228409408
2019-03-0116361.854161062942
2019-04-0117023.122719806648
2019-05-0117183.474485854935
2019-06-0117997.281795627463
2019-07-0118262.48208066747
2019-08-0118990.707985819645
2019-09-0118706.678684987797
2019-10-0117137.547920028115
2019-11-0117052.721274714953
2019-12-0117327.16620837706
2020-01-0118761.226342199563
2020-02-0117131.66767911525
2020-03-0114588.870318936415
2020-04-0116548.467072250547
2020-05-0116548.66855455587
2020-06-0116384.349660451946
2020-07-0117255.65988980933
2020-08-0119075.47829380754
2020-09-0119608.83217833602
2020-10-0119029.02654831596
2020-11-0119541.144197863683
2020-12-0119284.113220966654
2021-01-0118678.39696648241
2021-02-0118639.611622708264
2021-03-0120267.205833315704
2021-04-0121346.848766374213
2021-05-0121265.621174984357
2021-06-0121001.951356127025
2021-07-0122067.550972504716
2021-08-0121708.58002323091
2021-09-0122042.264943187027
2021-10-0122448.17119548518
2021-11-0122485.284236125175
2021-12-0124642.807132070644
2022-01-0123850.39737347667
2022-02-0122626.090145198224
2022-03-0122858.107093889746
2022-04-0123031.885582228453
2022-05-0123313.82984617833
2022-06-0122947.605533912996
2022-07-0124480.3620234062
2022-08-0123577.902629646305
2022-09-0121564.79217603912
2022-10-0125482.595454760674
2022-11-0125638.331202657955
2022-12-0124768.028384827172
2023-01-0125131.75431650654
2023-02-0124946.95474606681
2023-03-0126431.04318470991
2023-04-0127956.72764528637
2023-05-0126950.94812535826
2023-06-0128357.909137524766
2023-07-0127862.80666866134
2023-08-0126861.338870067084
2023-09-0125169.310618218227
2023-10-0125047.967899839114
2023-11-0127088.60083635305
2023-12-0128498.594157214626
2024-01-0128134.324223310894
2024-02-0128251.858926119454
2024-03-0127253.362991528673
2024-04-0126392.116803322035
2024-05-0125024.374321886116
2024-06-0124792.830856612094
2024-07-0125820.18913144
2024-08-0128083.107421298493
2024-09-0129799.41429093843
2024-10-0128585.946810686215
2024-11-0128967.60466753908
2024-12-0128539.343953465643
2025-01-0128421.059678437072
2025-02-0130353.535570567663
2025-03-0130928.803583943634
2025-04-0131649.618705755744
2025-05-0131075.34371582671
2025-06-0129092.80468496573
2025-07-0129879.44527124335
2025-08-0131220.72173358303
2025-09-0130431.61549775605
2025-10-0129884.85002424556
2025-11-0131225.72681770567
2025-12-0130789.518979412787
2026-01-0131733.46308793796
2026-02-0134167.903264315566
2026-03-0131309.34283523885
2026-04-0130923.504220550585
Annual Return Matrix
YearAnnual Return
20170.4505026699256165
20180.05779107398578054
20190.1397422179108434
20200.11294097309711715
20210.2778812719932464
20220.005081452453262303
20230.15062021548201976
20240.0014298879455674207
20250.07884466544206936
20260.004351651002647561
Total Factor Risk
0.24756374690785413
VTI.US Exposure
-0.07260639432171712
VEA.US Exposure
0.0002364804828554688
VWO.US Exposure
0.009524942910731844
QQQ.US Exposure
0.07424045884430823
VTV.US Exposure
0.14088114840608532
IJR.US Exposure
-0.03125340973408013
QUAL.US Exposure
-0.011085318109026706
SHV.US Exposure
0.516922611941123
TLT.US Exposure
-0.019829627531566342
LQD.US Exposure
0.010116113073194833
HYG.US Exposure
0.13278065335676154
GLD.US Exposure
-0.0027607578990528317
USO.US Exposure
0.046594124053216855
VNQ.US Exposure
0.0476861973781513
BTC-USD.CC Exposure
0.00041860967285999425
CPER.US Exposure
-0.0028604632731126034
VIX.INDX Exposure
0.0035216080498731133
UUP.US Exposure
0.017903795385226667
TIP.US Exposure
0.002191016806748289
Idiosyncratic Exposure
0.13737821050741936
Value Score
39.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →25.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.33%
Market Cap$221.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,105
Avg Yield on Cost
5.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$507.745.08%Solid
2021$528.895.29%Solid
2022$570.195.70%Solid
2023$627.626.28%Solid
2024$683.036.83%Solid
2026$187.381.87%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is McDonald’s Corporation a high-risk investment?

McDonald’s Corporation (MCD.US) has an annualized volatility of 24.8% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of MCD.US?

Over the past 10 years, MCD.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on McDonald’s Corporation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest