MCD vs SYY: Correlation
How closely do McDonald's (MCD) and Sysco (SYY) trade together? Their weekly returns over three years give a correlation of 0.48, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCD and SYY?
On 3 years of weekly data the MCD/SYY correlation comes out at 0.48, moderate. Little has changed lately, as the 1-year reading of 0.44 lands near the 3-year figure. The 5-year figure is 0.57, and annualized covariance runs at 175.0 %².
By 3-year correlation, SYY places #5 of the 34 assets tracked against MCD. Correlation aside, the last 12 months split them widely, with SYY ahead by 20.1 points (-14.5% versus +5.6%). Across three years, the rolling one-year figure varied moderately, from 0.24 to 0.70.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
MCD vs SYY: side by side
| MCD (McDonald's) | SYY (Sysco) | |
|---|---|---|
| 1-year return | -14.5% | +5.6% |
| 5-year return | +23.3% | +19.2% |
| Volatility (ann.) | 17.8% | 20.3% |
| Beta vs S&P 500 | 0.30 | 0.14 |
| Max drawdown (3Y) | -22.8% | -24.0% |
| Market cap | $184.0B | $39.5B |
| P/E (trailing) | 21.7 | 22.5 |
| Dividend yield | 2.75% | 2.61% |
| Sector / category | Consumer Discretionary | Consumer Staples |
Year-by-year returns
| Year | MCD | SYY |
|---|---|---|
| 2022 | +0.5% | -0.3% |
| 2023 | +15.1% | -1.7% |
| 2024 | +0.1% | +7.4% |
| 2025 | +7.9% | -1.0% |
| 2026 | -13.9% | +14.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MCD and SYY good diversifiers for each other?
Reasonably. At 0.48, MCD and SYY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between MCD and SYY?
As of 2026-08-27, the correlation of weekly returns between MCD and SYY is 0.48 over 3 years, 0.44 over 1 year and 0.57 over 5 years.
Is SYY a good diversifier for MCD?
Reasonably. At 0.48, MCD and SYY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.48 mean?
A reading of 0.48 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/mcd-vs-syy.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/mcd-vs-syy/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MCD correlations · SYY correlations
