McDonalds Correlations

MCD Stock

USD 327.16 3.68 1.14%

The current 90-days correlation between McDonalds and Chipotle Mexican Grill is 0.35 (i.e., Weak diversification). The correlation of McDonalds is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

McDonalds Correlation With Market

Very weak diversification

The correlation between McDonalds and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding McDonalds and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with McDonalds Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in McDonalds. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in private.

For information on how to trade McDonalds Stock refer to our How to Trade McDonalds Stock guide.

Moving together with McDonalds Stock

0.61	YUM	Yum Brands	Pair Corr
0.77	YUMC	Yum China Holdings Earnings Call This Week	Pair Corr
0.61	MTY	MTY Food Group Earnings Call This Week	Pair Corr
0.72	NFG	National Fuel Gas	Pair Corr
0.71	FCAP	First Capital Downward Rally	Pair Corr
0.61	VZ	Verizon Communications Aggressive Push	Pair Corr

Moving against McDonalds Stock

0.68	ALL	Aristocrat Leisure	Pair Corr
0.54	PZZA	Papa Johns International	Pair Corr
0.5	FATBB	FAT Brands	Pair Corr
0.43	VVA	Viva Leisure Earnings Call This Week	Pair Corr
0.36	WEN	The Wendys Earnings Call This Week	Pair Corr
0.65	MSFT	Microsoft	Pair Corr
0.62	ZTLLF	Zonetail	Pair Corr
0.6	GLABF	Gemina Laboratories	Pair Corr
0.33	NSFDF	NXT Energy Solutions	Pair Corr

Related Correlations Analysis

	CMG	BROS	DPZ	YUM	SBUX	WING	SHAK	PZZA	DRI	YUMC
CMG		0.59	0.09	0.73	0.76	0.76	0.28	-0.7	0.9	0.62	CMG
BROS	0.59		0.61	0.23	0.12	0.36	-0.16	0.01	0.34	0.09	BROS
DPZ	0.09	0.61		-0.1	-0.29	-0.05	-0.63	0.36	-0.23	-0.05	DPZ
YUM	0.73	0.23	-0.1		0.74	0.64	0.52	-0.77	0.8	0.73	YUM
SBUX	0.76	0.12	-0.29	0.74		0.73	0.51	-0.79	0.84	0.72	SBUX
WING	0.76	0.36	-0.05	0.64	0.73		0.38	-0.62	0.74	0.52	WING
SHAK	0.28	-0.16	-0.63	0.52	0.51	0.38		-0.39	0.58	0.14	SHAK
PZZA	-0.7	0.01	0.36	-0.77	-0.79	-0.62	-0.39		-0.77	-0.71	PZZA
DRI	0.9	0.34	-0.23	0.8	0.84	0.74	0.58	-0.77		0.63	DRI
YUMC	0.62	0.09	-0.05	0.73	0.72	0.52	0.14	-0.71	0.63		YUMC
	CMG	BROS	DPZ	YUM	SBUX	WING	SHAK	PZZA	DRI	YUMC

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

DRI	+ 0.9	CMG
DRI	+ 0.84	SBUX
DRI	+ 0.8	YUM
SBUX	+ 0.76	CMG
WING	+ 0.76	CMG
SBUX	+ 0.74	YUM

High negative correlations

PZZA	- 0.79	SBUX
DRI	- 0.77	PZZA
PZZA	- 0.77	YUM
YUMC	- 0.71	PZZA
PZZA	- 0.7	CMG
SHAK	- 0.63	DPZ

Risk-Adjusted Indicators

There is a big difference between McDonalds Stock performing well and McDonalds Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze McDonalds' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CMG	1.50	0.26	0.16	0.30	1.44	(1.75)	4.22	(2.81)	10.79
BROS	2.14	(0.05)	0.01	0.05	2.32	(2.46)	6.08	(4.04)	13.16
DPZ	1.12	(0.07)	0.00	(0.05)	0.00	0.00	2.68	(2.15)	6.97
YUM	1.06	0.20	0.14	0.47	0.98	(1.34)	2.49	(1.68)	11.71
SBUX	1.53	0.23	0.16	0.27	1.33	(1.76)	4.08	(2.45)	8.04
WING	2.35	0.27	0.11	0.32	2.39	(2.65)	7.69	(4.51)	16.76
SHAK	2.00	0.00	0.01	0.08	2.19	(2.05)	4.99	(3.65)	11.14
PZZA	1.85	(0.49)	0.00	(1.27)	0.00	0.00	4.41	(4.59)	11.95
DRI	1.35	0.25	0.16	0.38	1.25	(1.61)	3.28	(2.51)	8.67
YUMC	1.33	0.39	0.26	0.91	0.95	(1.59)	3.15	(2.13)	5.51

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