McDonald's (MCD): analysis and statistics
Return, volatility, Sharpe ratio and risk for McDonald's, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $250.50 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +1.50% |
| Total return over period | +4.55% |
| Annualized volatility | 18.37% |
| Period volatility | 31.74% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.25 |
| Sortino ratio | -0.34 |
| Max drawdown | -31.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.67% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $230.88 – $336.88 |
| Trading days analyzed | 752 |
Over the last 3.0 years, McDonald's (MCD) has posted an annualized return of +1.50% with annual volatility of 18.37%, 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 -31.47%. Its correlation with the S&P 500 is 0.16, 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 stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, McDonald's (MCD) is of the S&P 500.
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