MCD vs YHGJ: Correlation
Measured on weekly returns over the past three years, McDonald's (MCD) and Yunhong Green CTI Ltd. (YHGJ) carry a correlation of -0.20, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCD and YHGJ?
On 3 years of weekly data the MCD/YHGJ correlation comes out at -0.20, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.20) sits close to the 3-year figure. The 5-year figure is -0.12, and annualized covariance runs at -314.8 %².
Among the 34 assets we track against MCD, YHGJ ranks #28 by 3-year correlation. Correlation aside, the last 12 months split them widely, with MCD ahead by 30.4 points (-14.5% versus -44.9%). One caveat on sizing: YHGJ is 5.1 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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 YHGJ: side by side
| MCD (McDonald's) | YHGJ (Yunhong Green CTI Ltd.) | |
|---|---|---|
| 1-year return | -14.5% | -44.9% |
| 5-year return | +23.3% | -85.6% |
| Volatility (ann.) | 17.8% | 90.5% |
| Beta vs S&P 500 | 0.30 | -0.69 |
| Max drawdown (3Y) | -22.8% | -91.7% |
| Market cap | $184.0B | – |
| P/E (trailing) | 21.7 | – |
| Dividend yield | 2.75% | 0.00% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | MCD | YHGJ |
|---|---|---|
| 2022 | +0.5% | -12.6% |
| 2023 | +15.1% | +105.8% |
| 2024 | +0.1% | -74.3% |
| 2025 | +7.9% | -34.0% |
| 2026 | -13.9% | -19.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MCD and YHGJ good diversifiers for each other?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
FAQ
What is the correlation between MCD and YHGJ?
As of 2026-08-27, the correlation of weekly returns between MCD and YHGJ is -0.20 over 3 years, -0.20 over 1 year and -0.12 over 5 years.
Is YHGJ a good diversifier for MCD?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
What does a correlation of -0.20 mean?
A reading of -0.20 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-yhgj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/mcd-vs-yhgj/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: MCD correlations · YHGJ correlations
