Yum China Holdings, Inc. (YUMC) Sharpe Ratio: -0.14

YUMC's Sharpe Ratio of -0.14 indicates that for each unit of volatility, it generates -0.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

YUMC Sharpe Ratio Rank

Below Average

YUMC ranks above 35.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

YUMC Sharpe Ratio Market Positioning

The chart shows YUMC's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.35 or lower
Yellow zone (middle 50%): -0.35 to 1.07
Green zone (top 25%): 1.07 or higher
Top 1%: 4.65+
Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Yum China Holdings, Inc.'s Sharpe Ratio with other stocks in the Restaurants industry across multiple time periods, showing how YUMC's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
BH-A	Biglari Holdings Inc	1.32
BH	Biglari Holdings Inc.	1.15
DENN	Denny's Corporation	1.05
LOCO	El Pollo Loco Holdings, Inc.	0.88
JDWPY	J D Wetherspoon PLC ADR	0.82
BTBDW	BT Brands Inc. Warrant	0.73
QSR	Restaurant Brands International Inc.	0.64
ARMK	Aramark	0.64
KRUS	Kura Sushi USA, Inc.	0.53
BDL	Flanigan's Enterprises, Inc.	0.47
YUMC	Yum China Holdings, Inc.	-0.14

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows YUMC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when YUMC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore YUMC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

YUMC Sortino Ratio