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OTIS vs. QSR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OTIS vs. QSR - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.27%
5.07%
OTIS
QSR

Returns By Period

In the year-to-date period, OTIS achieves a 13.50% return, which is significantly higher than QSR's -8.53% return.


OTIS

YTD

13.50%

1M

-2.54%

6M

3.74%

1Y

19.55%

5Y (annualized)

N/A

10Y (annualized)

N/A

QSR

YTD

-8.53%

1M

-3.26%

6M

5.55%

1Y

2.29%

5Y (annualized)

5.10%

10Y (annualized)

N/A

Fundamentals


OTISQSR
Market Cap$40.06B$31.18B
EPS$4.02$3.99
PE Ratio24.8017.41
PEG Ratio2.641.79
Total Revenue (TTM)$14.21B$7.97B
Gross Profit (TTM)$4.25B$5.13B
EBITDA (TTM)$2.15B$2.63B

Key characteristics


OTISQSR
Sharpe Ratio1.080.12
Sortino Ratio1.460.32
Omega Ratio1.201.04
Calmar Ratio2.110.13
Martin Ratio4.620.23
Ulcer Index4.24%11.04%
Daily Std Dev18.13%22.01%
Max Drawdown-29.99%-63.03%
Current Drawdown-5.35%-13.64%

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Correlation

-0.50.00.51.00.4

The correlation between OTIS and QSR is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

OTIS vs. QSR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Otis Worldwide Corporation (OTIS) 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.


Sharpe ratio
The chart of Sharpe ratio for OTIS, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.080.12
The chart of Sortino ratio for OTIS, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.32
The chart of Omega ratio for OTIS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.04
The chart of Calmar ratio for OTIS, currently valued at 2.11, compared to the broader market0.002.004.006.002.110.13
The chart of Martin ratio for OTIS, currently valued at 4.62, compared to the broader market0.0010.0020.0030.004.620.23
OTIS
QSR

The current OTIS Sharpe Ratio is 1.08, which is higher than the QSR Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of OTIS and QSR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.08
0.12
OTIS
QSR

Dividends

OTIS vs. QSR - Dividend Comparison

OTIS's dividend yield for the trailing twelve months is around 1.51%, less than QSR's 3.28% yield.


TTM202320222021202020192018201720162015
OTIS
Otis Worldwide Corporation
1.51%1.46%1.42%1.06%0.89%0.00%0.00%0.00%0.00%0.00%
QSR
Restaurant Brands International Inc.
3.28%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%

Drawdowns

OTIS vs. QSR - Drawdown Comparison

The maximum OTIS drawdown since its inception was -29.99%, smaller than the maximum QSR drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for OTIS and QSR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.35%
-13.64%
OTIS
QSR

Volatility

OTIS vs. QSR - Volatility Comparison

The current volatility for Otis Worldwide Corporation (OTIS) is 5.01%, while Restaurant Brands International Inc. (QSR) has a volatility of 5.33%. This indicates that OTIS experiences smaller price fluctuations and is considered to be less risky than QSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.01%
5.33%
OTIS
QSR

Financials

OTIS vs. QSR - Financials Comparison

This section allows you to compare key financial metrics between Otis Worldwide Corporation 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