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

Correlation

The correlation between QSR and DRI is 0.39, 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.


-0.50.00.51.00.4

Performance

QSR vs. DRI - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
155.28%
387.51%
QSR
DRI

Key characteristics

Sharpe Ratio

QSR:

-0.35

DRI:

0.72

Sortino Ratio

QSR:

-0.36

DRI:

1.45

Omega Ratio

QSR:

0.96

DRI:

1.17

Calmar Ratio

QSR:

-0.40

DRI:

0.99

Martin Ratio

QSR:

-0.65

DRI:

2.01

Ulcer Index

QSR:

11.79%

DRI:

9.85%

Daily Std Dev

QSR:

21.94%

DRI:

27.44%

Max Drawdown

QSR:

-63.03%

DRI:

-72.80%

Current Drawdown

QSR:

-16.63%

DRI:

0.00%

Fundamentals

Market Cap

QSR:

$30.58B

DRI:

$19.44B

EPS

QSR:

$3.99

DRI:

$8.66

PE Ratio

QSR:

16.91

DRI:

19.11

PEG Ratio

QSR:

1.79

DRI:

1.78

Total Revenue (TTM)

QSR:

$7.97B

DRI:

$8.69B

Gross Profit (TTM)

QSR:

$4.74B

DRI:

$1.63B

EBITDA (TTM)

QSR:

$2.63B

DRI:

$1.41B

Returns By Period

In the year-to-date period, QSR achieves a -11.70% return, which is significantly lower than DRI's 18.27% return. Over the past 10 years, QSR has underperformed DRI with an annualized return of 8.42%, while DRI has yielded a comparatively higher 17.00% annualized return.


QSR

YTD

-11.70%

1M

-2.94%

6M

-1.91%

1Y

-9.63%

5Y*

4.17%

10Y*

8.42%

DRI

YTD

18.27%

1M

15.38%

6M

24.72%

1Y

19.80%

5Y*

14.37%

10Y*

17.00%

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Risk-Adjusted Performance

QSR vs. DRI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) and Darden Restaurants, Inc. (DRI). 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 QSR, currently valued at -0.35, compared to the broader market-4.00-2.000.002.00-0.350.72
The chart of Sortino ratio for QSR, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.361.45
The chart of Omega ratio for QSR, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.17
The chart of Calmar ratio for QSR, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.400.99
The chart of Martin ratio for QSR, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.652.01
QSR
DRI

The current QSR Sharpe Ratio is -0.35, which is lower than the DRI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of QSR and DRI, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
0.72
QSR
DRI

Dividends

QSR vs. DRI - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.47%, more than DRI's 2.89% yield.


TTM20232022202120202019201820172016201520142013
QSR
Restaurant Brands International Inc.
3.47%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%0.00%
DRI
Darden Restaurants, Inc.
2.89%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%3.86%

Drawdowns

QSR vs. DRI - Drawdown Comparison

The maximum QSR drawdown since its inception was -63.03%, smaller than the maximum DRI drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for QSR and DRI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.63%
0
QSR
DRI

Volatility

QSR vs. DRI - Volatility Comparison

The current volatility for Restaurant Brands International Inc. (QSR) is 5.84%, while Darden Restaurants, Inc. (DRI) has a volatility of 15.73%. This indicates that QSR experiences smaller price fluctuations and is considered to be less risky than DRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.84%
15.73%
QSR
DRI

Financials

QSR vs. DRI - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands International Inc. and Darden Restaurants, 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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