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CAKE vs. QSR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAKE vs. QSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Cheesecake Factory Incorporated (CAKE) and Restaurant Brands International Inc. (QSR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAKE achieves a 102.87% return, which is significantly higher than QSR's 10.44% return. Over the past 10 years, CAKE has outperformed QSR with an annualized return of 9.45%, while QSR has yielded a comparatively lower 8.56% annualized return.


CAKE

1D
0.11%
1M
28.09%
6M
76.69%
YTD
102.87%
1Y
65.83%
3Y*
44.79%
5Y*
20.23%
10Y*
9.45%
ALL TIME*
11.40%

QSR

1D
-0.43%
1M
-1.03%
6M
12.49%
YTD
10.44%
1Y
12.85%
3Y*
2.88%
5Y*
5.27%
10Y*
8.56%
ALL TIME*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$197.12M$153.55M$107.62M
$146.87M$201.15M$244.46M

CAKE vs. QSR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAKE
The Cheesecake Factory Incorporated
102.87%8.61%39.33%14.01%-17.02%5.64%-3.53%-7.82%-7.44%-17.83%
QSR
Restaurant Brands International Inc.
10.44%8.64%-13.80%24.64%10.72%2.72%-0.34%25.61%-12.15%30.69%

Correlation

The correlation between CAKE and QSR is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.35

Correlation (10Y)
Provides a long-term view across more market conditions.

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2014

0.30

Fundamentals

Market Cap

CAKE:

$5.04B

QSR:

$25.68B

EPS

CAKE:

$2.66

QSR:

$2.09

PE Ratio

CAKE:

38.09

QSR:

35.47

PS Ratio

CAKE:

1.70

QSR:

3.53

Total Revenue (TTM)

CAKE:

$2.90B

QSR:

$9.59B

Gross Profit (TTM)

CAKE:

$2.27B

QSR:

$3.17B

EBITDA (TTM)

CAKE:

$231.47M

QSR:

$2.49B

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Return for Risk

CAKE vs. QSR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CAKE
CAKE Risk / Return Rank: 8383
Overall Rank
CAKE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CAKE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CAKE Omega Ratio Rank: 8484
Omega Ratio Rank
CAKE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CAKE Martin Ratio Rank: 7878
Martin Ratio Rank

QSR
QSR Risk / Return Rank: 6262
Overall Rank
QSR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QSR Sortino Ratio Rank: 5757
Sortino Ratio Rank
QSR Omega Ratio Rank: 5656
Omega Ratio Rank
QSR Calmar Ratio Rank: 6767
Calmar Ratio Rank
QSR Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CAKE vs. QSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cheesecake Factory Incorporated (CAKE) and Restaurant Brands International Inc. (QSR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAKEQSRDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.30

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

1.88

1.06

+0.82

Martin ratioReturn relative to average drawdown

4.58

2.19

+2.40

CAKE vs. QSR - Sharpe Ratio Comparison

The current CAKE Sharpe Ratio is 1.71, which is higher than the QSR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of CAKE and QSR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CAKE vs. QSR - Drawdown Comparison

The maximum CAKE drawdown since its inception was -86.17%, which is greater than QSR's maximum drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for CAKE and QSR.


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Drawdown Indicators


CAKEQSRDifference

Max Drawdown

Largest peak-to-trough decline

-86.17%

-63.03%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-33.02%

-12.45%

-20.57%

Max Drawdown (3Y)

Largest decline over 3 years

-36.39%

-24.53%

-11.86%

Max Drawdown (5Y)

Largest decline over 5 years

-46.54%

-27.41%

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-75.50%

-63.03%

-12.47%

Current Drawdown

Current decline from peak

0.00%

-8.54%

+8.54%

Average Drawdown

Average peak-to-trough decline

-22.73%

-12.00%

-10.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

6.01%

+7.54%

Volatility

CAKE vs. QSR - Volatility Comparison

The Cheesecake Factory Incorporated (CAKE) has a higher volatility of 15.44% compared to Restaurant Brands International Inc. (QSR) at 8.37%. This indicates that CAKE's price experiences larger fluctuations and is considered to be riskier than QSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAKEQSRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.44%

8.37%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

28.61%

18.97%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

24.07%

+12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

22.81%

+16.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.73%

27.54%

+17.19%

Dividends

CAKE vs. QSR - Dividend Comparison

CAKE's dividend yield for the trailing twelve months is around 1.12%, less than QSR's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
CAKE
The Cheesecake Factory Incorporated
1.12%2.14%2.28%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%
QSR
Restaurant Brands International Inc.
3.43%3.63%3.56%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%

Financials

CAKE vs. QSR - Financials Comparison

This section allows you to compare key financial metrics between The Cheesecake Factory Incorporated and Restaurant Brands International Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


CAKE and QSR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAKE has higher volatility (15.44%) compared to QSR (8.37%). In terms of maximum drawdown, CAKE dropped -86.17% vs QSR's -63.03%.

CAKE currently has the higher Sharpe Ratio (1.71 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CAKE and QSR

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