McDonalds Correlations

MCD Stock

USD 315.00 0.51 0.16%

The current 90-days correlation between McDonalds and Chipotle Mexican Grill is 0.26 (i.e., Modest 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 0.41 (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 state and metro area employment, hours, and earnings.

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

Moving together with McDonalds Stock

0.63

CDRO

Codere Online Corp

Pair Corr

Moving against McDonalds Stock

0.69	MSC	Studio City International	Pair Corr
0.63	GSUN	Golden Sun Education	Pair Corr
0.63	0XI	Xiabuxiabu Catering	Pair Corr
0.51	ALL	Aristocrat Leisure	Pair Corr
0.48	LXEH	Lixiang Education Holding	Pair Corr
0.46	GAMB	Gambling Group	Pair Corr
0.32	PBL	Pollard Banknote	Pair Corr
0.59	SOND	Sonder Holdings	Pair Corr
0.56	LC0A	Luckin Coffee	Pair Corr
0.49	BTBD	Bt Brands	Pair Corr
0.44	ARKR	Ark Restaurants Corp	Pair Corr
0.31	OLI	Olivers Real Food	Pair Corr

Related Correlations Analysis

	CMG	BROS	DPZ	YUM	SBUX	WING	SHAK	PZZA	DRI	YUMC
CMG		0.71	0.18	0.49	0.71	0.7	0.2	-0.3	0.85	0.51	CMG
BROS	0.71		0.59	0.44	0.34	0.52	-0.11	-0.21	0.57	0.45	BROS
DPZ	0.18	0.59		0.2	-0.09	0.12	-0.62	-0.02	-0.07	0.38	DPZ
YUM	0.49	0.44	0.2		0.64	0.65	0.21	-0.82	0.66	0.76	YUM
SBUX	0.71	0.34	-0.09	0.64		0.74	0.35	-0.6	0.8	0.63	SBUX
WING	0.7	0.52	0.12	0.65	0.74		0.22	-0.55	0.71	0.6	WING
SHAK	0.2	-0.11	-0.62	0.21	0.35	0.22		0.0	0.48	-0.23	SHAK
PZZA	-0.3	-0.21	-0.02	-0.82	-0.6	-0.55	0.0		-0.53	-0.75	PZZA
DRI	0.85	0.57	-0.07	0.66	0.8	0.71	0.48	-0.53		0.49	DRI
YUMC	0.51	0.45	0.38	0.76	0.63	0.6	-0.23	-0.75	0.49		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	+ 0.85	CMG
DRI	+ 0.8	SBUX
YUMC	+ 0.76	YUM
WING	+ 0.74	SBUX
BROS	+ 0.71	CMG
SBUX	+ 0.71	CMG

High negative correlations

PZZA	- 0.82	YUM
YUMC	- 0.75	PZZA
SHAK	- 0.62	DPZ
PZZA	- 0.6	SBUX
PZZA	- 0.55	WING
DRI	- 0.53	PZZA

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	1.70	(0.09)	0.00	(0.03)	0.00	0.00	4.22	(2.81)	18.18
BROS	1.94	(0.17)	0.00	(0.08)	0.00	0.00	5.22	(3.99)	11.84
DPZ	1.12	(0.02)	(0.03)	0.00	1.33	(1.20)	2.68	(2.15)	6.97
YUM	1.06	0.11	0.09	0.22	1.04	(1.39)	2.49	(1.68)	11.71
SBUX	1.49	0.06	0.04	0.08	1.57	(1.59)	3.35	(2.53)	8.04
WING	2.43	0.06	0.02	0.08	3.04	(2.63)	7.69	(4.51)	15.81
SHAK	2.01	(0.09)	0.00	(0.06)	0.00	0.00	4.99	(3.65)	11.14
PZZA	1.89	(0.55)	0.00	(1.08)	0.00	0.00	4.41	(4.91)	11.95
DRI	1.33	0.11	0.07	0.14	1.39	(1.56)	3.26	(2.51)	8.67
YUMC	1.17	0.16	0.10	0.52	1.19	(1.31)	2.76	(2.13)	5.51

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