McDonald's (MCD): analysis and statistics
Return, volatility, Sharpe ratio and risk for McDonald's, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $268.45 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -0.59% |
| Total return over period | -1.74% |
| Annualized volatility | 17.94% |
| Sharpe ratio | -0.24 |
| Sortino ratio | -0.33 |
| Max drawdown | -21.99% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.57% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $230.63 – $336.88 |
| Trading days analyzed | 752 |
Over the last 3.0 years, McDonald's (MCD) has posted an annualized return of -0.59% with annual volatility of 17.94%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -21.99%. Its correlation with the S&P 500 is 0.18, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MCD would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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