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PZZA vs. YUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PZZA and YUM is 0.34, 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.


-0.50.00.51.00.3

Performance

PZZA vs. YUM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
11.22%
9.50%
PZZA
YUM

Key characteristics

Sharpe Ratio

PZZA:

-0.71

YUM:

0.61

Sortino Ratio

PZZA:

-0.98

YUM:

1.10

Omega Ratio

PZZA:

0.90

YUM:

1.13

Calmar Ratio

PZZA:

-0.42

YUM:

0.92

Martin Ratio

PZZA:

-0.95

YUM:

2.14

Ulcer Index

PZZA:

31.76%

YUM:

5.48%

Daily Std Dev

PZZA:

42.56%

YUM:

19.30%

Max Drawdown

PZZA:

-72.22%

YUM:

-67.69%

Current Drawdown

PZZA:

-61.70%

YUM:

-0.31%

Fundamentals

Market Cap

PZZA:

$1.60B

YUM:

$41.38B

EPS

PZZA:

$2.89

YUM:

$5.22

PE Ratio

PZZA:

16.97

YUM:

28.41

PEG Ratio

PZZA:

1.46

YUM:

2.70

Total Revenue (TTM)

PZZA:

$1.53B

YUM:

$5.19B

Gross Profit (TTM)

PZZA:

$329.70M

YUM:

$2.54B

EBITDA (TTM)

PZZA:

$189.24M

YUM:

$1.93B

Returns By Period

In the year-to-date period, PZZA achieves a 20.89% return, which is significantly higher than YUM's 10.53% return. Over the past 10 years, PZZA has underperformed YUM with an annualized return of -1.05%, while YUM has yielded a comparatively higher 11.91% annualized return.


PZZA

YTD

20.89%

1M

37.88%

6M

7.61%

1Y

-28.39%

5Y*

-4.68%

10Y*

-1.05%

YUM

YTD

10.53%

1M

18.33%

6M

8.71%

1Y

12.35%

5Y*

9.42%

10Y*

11.91%

*Annualized

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Risk-Adjusted Performance

PZZA vs. YUM — Risk-Adjusted Performance Rank

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

PZZA
The Risk-Adjusted Performance Rank of PZZA is 1616
Overall Rank
The Sharpe Ratio Rank of PZZA is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of PZZA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PZZA is 1414
Omega Ratio Rank
The Calmar Ratio Rank of PZZA is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PZZA is 2424
Martin Ratio Rank

YUM
The Risk-Adjusted Performance Rank of YUM is 6767
Overall Rank
The Sharpe Ratio Rank of YUM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of YUM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of YUM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of YUM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of YUM is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PZZA vs. YUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Papa John's International, Inc. (PZZA) 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.


Sharpe ratio
The chart of Sharpe ratio for PZZA, currently valued at -0.71, compared to the broader market-2.000.002.00-0.710.61
The chart of Sortino ratio for PZZA, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.006.00-0.981.10
The chart of Omega ratio for PZZA, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.13
The chart of Calmar ratio for PZZA, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.92
The chart of Martin ratio for PZZA, currently valued at -0.95, compared to the broader market0.0010.0020.0030.00-0.952.14
PZZA
YUM

The current PZZA Sharpe Ratio is -0.71, which is lower than the YUM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PZZA 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.71
0.61
PZZA
YUM

Dividends

PZZA vs. YUM - Dividend Comparison

PZZA's dividend yield for the trailing twelve months is around 3.75%, more than YUM's 1.36% yield.


TTM20242023202220212020201920182017201620152014
PZZA
Papa John's International, Inc.
3.75%4.48%2.31%1.87%0.86%1.06%1.43%2.26%1.51%0.88%1.13%0.95%
YUM
YUM! Brands, Inc.
1.36%2.00%1.87%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%

Drawdowns

PZZA vs. YUM - Drawdown Comparison

The maximum PZZA drawdown since its inception was -72.22%, which is greater than YUM's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for PZZA and YUM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-61.70%
-0.31%
PZZA
YUM

Volatility

PZZA vs. YUM - Volatility Comparison

Papa John's International, Inc. (PZZA) has a higher volatility of 21.34% compared to YUM! Brands, Inc. (YUM) at 10.07%. This indicates that PZZA's price experiences larger fluctuations and is considered to be riskier than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
21.34%
10.07%
PZZA
YUM

Financials

PZZA vs. YUM - Financials Comparison

This section allows you to compare key financial metrics between Papa John's International, Inc. and YUM! Brands, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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