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

Correlation

The correlation between QSR 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.


-0.50.00.51.00.5

Performance

QSR vs. YUM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-13.23%
0.38%
QSR
YUM

Key characteristics

Sharpe Ratio

QSR:

-0.84

YUM:

-0.10

Sortino Ratio

QSR:

-1.13

YUM:

-0.03

Omega Ratio

QSR:

0.88

YUM:

1.00

Calmar Ratio

QSR:

-0.74

YUM:

-0.14

Martin Ratio

QSR:

-1.39

YUM:

-0.33

Ulcer Index

QSR:

13.07%

YUM:

5.23%

Daily Std Dev

QSR:

21.66%

YUM:

16.67%

Max Drawdown

QSR:

-63.03%

YUM:

-67.69%

Current Drawdown

QSR:

-24.16%

YUM:

-10.91%

Fundamentals

Market Cap

QSR:

$27.34B

YUM:

$35.08B

EPS

QSR:

$4.01

YUM:

$5.35

PE Ratio

QSR:

15.15

YUM:

23.50

PEG Ratio

QSR:

1.63

YUM:

2.25

Total Revenue (TTM)

QSR:

$6.10B

YUM:

$5.19B

Gross Profit (TTM)

QSR:

$3.68B

YUM:

$2.54B

EBITDA (TTM)

QSR:

$2.05B

YUM:

$1.93B

Returns By Period

In the year-to-date period, QSR achieves a -6.81% return, which is significantly lower than YUM's -6.31% return. Over the past 10 years, QSR has underperformed YUM with an annualized return of 7.39%, while YUM has yielded a comparatively higher 10.58% annualized return.


QSR

YTD

-6.81%

1M

-9.03%

6M

-13.23%

1Y

-16.95%

5Y*

2.09%

10Y*

7.39%

YUM

YTD

-6.31%

1M

-5.03%

6M

0.38%

1Y

-2.18%

5Y*

5.44%

10Y*

10.58%

*Annualized

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Risk-Adjusted Performance

QSR vs. YUM — Risk-Adjusted Performance Rank

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

QSR
The Risk-Adjusted Performance Rank of QSR is 88
Overall Rank
The Sharpe Ratio Rank of QSR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of QSR is 88
Sortino Ratio Rank
The Omega Ratio Rank of QSR is 1111
Omega Ratio Rank
The Calmar Ratio Rank of QSR is 66
Calmar Ratio Rank
The Martin Ratio Rank of QSR is 88
Martin Ratio Rank

YUM
The Risk-Adjusted Performance Rank of YUM is 3535
Overall Rank
The Sharpe Ratio Rank of YUM is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of YUM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of YUM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of YUM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of YUM is 3838
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.

QSR vs. YUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) 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 QSR, currently valued at -0.84, compared to the broader market-2.000.002.004.00-0.84-0.10
The chart of Sortino ratio for QSR, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.006.00-1.13-0.03
The chart of Omega ratio for QSR, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.00
The chart of Calmar ratio for QSR, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.74-0.14
The chart of Martin ratio for QSR, currently valued at -1.39, compared to the broader market0.0010.0020.0030.00-1.39-0.33
QSR
YUM

The current QSR Sharpe Ratio is -0.84, which is lower than the YUM Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of QSR 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.84
-0.10
QSR
YUM

Dividends

QSR vs. YUM - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.82%, more than YUM's 2.13% yield.


TTM20242023202220212020201920182017201620152014
QSR
Restaurant Brands International Inc.
3.82%3.56%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%
YUM
YUM! Brands, Inc.
2.13%2.00%1.87%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%

Drawdowns

QSR vs. YUM - Drawdown Comparison

The maximum QSR drawdown since its inception was -63.03%, smaller than the maximum YUM drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for QSR and YUM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.16%
-10.91%
QSR
YUM

Volatility

QSR vs. YUM - Volatility Comparison

The current volatility for Restaurant Brands International Inc. (QSR) is 5.22%, while YUM! Brands, Inc. (YUM) has a volatility of 6.05%. This indicates that QSR 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.22%
6.05%
QSR
YUM

Financials

QSR vs. YUM - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands 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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