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

Correlation

The correlation between QSR and OTIS 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. OTIS - Performance Comparison

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

120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
162.38%
121.18%
QSR
OTIS

Key characteristics

Sharpe Ratio

QSR:

-0.35

OTIS:

0.42

Sortino Ratio

QSR:

-0.36

OTIS:

0.66

Omega Ratio

QSR:

0.96

OTIS:

1.09

Calmar Ratio

QSR:

-0.40

OTIS:

0.64

Martin Ratio

QSR:

-0.65

OTIS:

1.68

Ulcer Index

QSR:

11.79%

OTIS:

4.58%

Daily Std Dev

QSR:

21.94%

OTIS:

18.36%

Max Drawdown

QSR:

-63.03%

OTIS:

-29.99%

Current Drawdown

QSR:

-16.63%

OTIS:

-11.40%

Fundamentals

Market Cap

QSR:

$30.58B

OTIS:

$38.48B

EPS

QSR:

$3.99

OTIS:

$4.03

PE Ratio

QSR:

16.91

OTIS:

23.91

PEG Ratio

QSR:

1.79

OTIS:

2.55

Total Revenue (TTM)

QSR:

$7.97B

OTIS:

$14.21B

Gross Profit (TTM)

QSR:

$4.74B

OTIS:

$4.26B

EBITDA (TTM)

QSR:

$2.63B

OTIS:

$2.20B

Returns By Period

In the year-to-date period, QSR achieves a -11.70% return, which is significantly lower than OTIS's 6.25% return.


QSR

YTD

-11.70%

1M

-2.94%

6M

-1.91%

1Y

-9.63%

5Y*

4.17%

10Y*

8.42%

OTIS

YTD

6.25%

1M

-6.15%

6M

-1.67%

1Y

7.53%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

QSR vs. OTIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) and Otis Worldwide Corporation (OTIS). 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-4.00-2.000.002.00-0.350.42
The chart of Sortino ratio for QSR, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.360.66
The chart of Omega ratio for QSR, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.09
The chart of Calmar ratio for QSR, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.400.64
The chart of Martin ratio for QSR, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.651.68
QSR
OTIS

The current QSR Sharpe Ratio is -0.35, which is lower than the OTIS Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of QSR and OTIS, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
0.42
QSR
OTIS

Dividends

QSR vs. OTIS - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.47%, more than OTIS's 1.61% yield.


TTM202320222021202020192018201720162015
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%
OTIS
Otis Worldwide Corporation
1.61%1.46%1.42%1.06%0.89%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QSR vs. OTIS - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.63%
-11.40%
QSR
OTIS

Volatility

QSR vs. OTIS - Volatility Comparison

Restaurant Brands International Inc. (QSR) has a higher volatility of 5.84% compared to Otis Worldwide Corporation (OTIS) at 4.94%. This indicates that QSR's price experiences larger fluctuations and is considered to be riskier than OTIS 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%JulyAugustSeptemberOctoberNovemberDecember
5.84%
4.94%
QSR
OTIS

Financials

QSR vs. OTIS - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands International Inc. and Otis Worldwide Corporation. 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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