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

Key characteristics


QSRYUM
YTD Return-11.04%6.13%
1Y Return1.85%10.62%
3Y Return (Ann)9.59%4.94%
5Y Return (Ann)3.58%8.81%
Sharpe Ratio0.090.74
Sortino Ratio0.291.16
Omega Ratio1.031.14
Calmar Ratio0.110.99
Martin Ratio0.192.59
Ulcer Index10.71%4.52%
Daily Std Dev22.02%15.92%
Max Drawdown-63.03%-67.69%
Current Drawdown-16.00%-3.64%

Fundamentals


QSRYUM
Market Cap$30.63B$38.13B
EPS$3.99$5.36
PE Ratio17.0125.49
PEG Ratio1.792.13
Total Revenue (TTM)$7.98B$7.62B
Gross Profit (TTM)$5.13B$3.91B
EBITDA (TTM)$2.17B$2.47B

Correlation

-0.50.00.51.00.5

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.

Performance

QSR vs. YUM - Performance Comparison

In the year-to-date period, QSR achieves a -11.04% return, which is significantly lower than YUM's 6.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-3.82%
0.36%
QSR
YUM

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Risk-Adjusted Performance

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.


QSR
Sharpe ratio
The chart of Sharpe ratio for QSR, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.09
Sortino ratio
The chart of Sortino ratio for QSR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for QSR, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for QSR, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for QSR, currently valued at 0.19, compared to the broader market0.0010.0020.0030.000.19
YUM
Sharpe ratio
The chart of Sharpe ratio for YUM, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74
Sortino ratio
The chart of Sortino ratio for YUM, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.006.001.16
Omega ratio
The chart of Omega ratio for YUM, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for YUM, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for YUM, currently valued at 2.59, compared to the broader market0.0010.0020.0030.002.59

QSR vs. YUM - Sharpe Ratio Comparison

The current QSR Sharpe Ratio is 0.09, which is lower than the YUM Sharpe Ratio of 0.74. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.09
0.74
QSR
YUM

Dividends

QSR vs. YUM - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.37%, more than YUM's 1.92% yield.


TTM20232022202120202019201820172016201520142013
QSR
Restaurant Brands International Inc.
3.37%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%0.00%
YUM
YUM! Brands, Inc.
1.92%1.87%1.78%1.44%1.73%1.67%1.57%1.47%0.00%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.00%
-3.64%
QSR
YUM

Volatility

QSR vs. YUM - Volatility Comparison

Restaurant Brands International Inc. (QSR) has a higher volatility of 6.32% compared to YUM! Brands, Inc. (YUM) at 3.96%. This indicates that QSR'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
3.96%
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