MCD vs. YUM

Last updated Apr 1, 2026

Compare and contrast key facts about McDonald's Corporation (MCD) and YUM! Brands, Inc. (YUM).

Performance

MCD vs. YUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McDonald's Corporation (MCD) and YUM! Brands, Inc. (YUM). The values are adjusted to include any dividend payments, if applicable.

MCD vs. YUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCD McDonald's Corporation	2.26%	7.89%	0.14%	15.06%	0.51%	27.79%	11.30%	13.97%	5.78%	45.05%
YUM YUM! Brands, Inc.	3.25%	14.94%	4.72%	3.93%	-5.99%	30.05%	9.85%	11.41%	14.61%	31.09%

Fundamentals

Market Cap MCD : $221.97B YUM : $43.22B
EPS MCD : $11.96 YUM : $5.57
PE Ratio MCD : 25.98 YUM : 27.92
PEG Ratio MCD : 4.20 YUM : 12.60
PS Ratio MCD : 8.28 YUM : 5.30
Total Revenue (TTM) MCD : $26.89B YUM : $8.21B
Gross Profit (TTM) MCD : $15.31B YUM : $2.67B
EBITDA (TTM) MCD : $14.22B YUM : $2.71B

Returns By Period

In the year-to-date period, MCD achieves a 2.26% return, which is significantly lower than YUM's 3.25% return. Both investments have delivered pretty close results over the past 10 years, with MCD having a 12.03% annualized return and YUM not far ahead at 12.20%.

MCD

• 1D: 0.73%
• 1M: -8.37%
• YTD: 2.26%
• 6M: 3.46%
• 1Y: 1.80%
• 3Y*: 6.00%
• 5Y*: 9.10%
• 10Y*: 12.03%

YUM

• 1D: 0.58%
• 1M: -7.54%
• YTD: 3.25%
• 6M: 3.25%
• 1Y: 0.71%
• 3Y*: 7.63%
• 5Y*: 9.22%
• 10Y*: 12.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MCD vs. YUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCD

MCD Risk / Return Rank: 44
MCD Sharpe Ratio Rank: 46
MCD Sortino Ratio Rank: 37
MCD Omega Ratio Rank: 37
MCD Calmar Ratio Rank: 51
MCD Martin Ratio Rank: 52

YUM

YUM Risk / Return Rank: 41
YUM Sharpe Ratio Rank: 43
YUM Sortino Ratio Rank: 35
YUM Omega Ratio Rank: 35
YUM Calmar Ratio Rank: 46
YUM Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCD vs. YUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) and YUM! Brands, Inc. (YUM). 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.

	MCD	YUM	Difference
Sharpe ratio Return per unit of total volatility	0.10	0.03	+0.07
Sortino ratio Return per unit of downside risk	0.27	0.20	+0.07
Omega ratio Gain probability vs. loss probability	1.03	1.03	+0.01
Calmar ratio Return relative to maximum drawdown	0.33	0.13	+0.21
Martin ratio Return relative to average drawdown	0.79	0.22	+0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCD vs. YUM - Sharpe Ratio Comparison

The current MCD Sharpe Ratio is 0.10, which is higher than the YUM Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of MCD and YUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MCD	YUM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	0.03	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.46	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.54	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.49	+0.05

Correlation

The correlation between MCD and YUM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MCD vs. YUM - Dividend Comparison

MCD's dividend yield for the trailing twelve months is around 2.34%, more than YUM's 1.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MCD McDonald's Corporation	2.34%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
YUM YUM! Brands, Inc.	1.85%	1.88%	2.00%	1.85%	1.78%	1.44%	1.73%	1.67%	1.57%	1.47%	41.26%	2.31%

Drawdowns

MCD vs. YUM - Drawdown Comparison

The maximum MCD drawdown since its inception was -73.20%, which is greater than YUM's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for MCD and YUM.

Drawdown Indicators

	MCD	YUM	Difference
Max Drawdown Largest peak-to-trough decline	-73.20%	-67.69%	-5.51%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	-13.88%	+3.28%
Max Drawdown (5Y) Largest decline over 5 years	-17.23%	-23.10%	+5.87%
Max Drawdown (10Y) Largest decline over 10 years	-36.90%	-52.17%	+15.27%
Current Drawdown Current decline from peak	-8.37%	-7.54%	-0.83%
Average Drawdown Average peak-to-trough decline	-14.90%	-12.41%	-2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.52%	7.80%	-3.28%

Volatility

MCD vs. YUM - Volatility Comparison

The current volatility for McDonald's Corporation (MCD) is 4.79%, while YUM! Brands, Inc. (YUM) has a volatility of 5.66%. This indicates that MCD experiences smaller price fluctuations and is considered to be less risky than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCD	YUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	5.66%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	15.91%	-4.15%
Volatility (1Y) Calculated over the trailing 1-year period	17.27%	22.97%	-5.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.06%	20.20%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.32%	22.64%	-2.32%

Financials

MCD vs. YUM - Profitability Comparison

The chart below illustrates the profitability comparison between McDonald's Corporation and YUM! Brands, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MCD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, McDonald's Corporation reported a gross profit of 3.91B and revenue of 7.01B. Therefore, the gross margin over that period was 55.8%.

YUM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, YUM! Brands, Inc. reported a gross profit of 0.00 and revenue of 2.51B. Therefore, the gross margin over that period was 0.0%.

MCD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, McDonald's Corporation reported an operating income of 3.16B and revenue of 7.01B, resulting in an operating margin of 45.1%.

YUM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, YUM! Brands, Inc. reported an operating income of 738.00M and revenue of 2.51B, resulting in an operating margin of 29.4%.

MCD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, McDonald's Corporation reported a net income of 2.16B and revenue of 7.01B, resulting in a net margin of 30.9%.

YUM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, YUM! Brands, Inc. reported a net income of 535.00M and revenue of 2.51B, resulting in a net margin of 21.3%.