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TYL vs. YUMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TYL and YUMC is 0.27, 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

TYL vs. YUMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Yum China Holdings, Inc. (YUMC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
261.21%
103.95%
TYL
YUMC

Key characteristics

Sharpe Ratio

TYL:

2.06

YUMC:

0.56

Sortino Ratio

TYL:

3.26

YUMC:

1.16

Omega Ratio

TYL:

1.41

YUMC:

1.14

Calmar Ratio

TYL:

1.73

YUMC:

0.39

Martin Ratio

TYL:

14.92

YUMC:

1.36

Ulcer Index

TYL:

3.22%

YUMC:

16.30%

Daily Std Dev

TYL:

23.29%

YUMC:

39.76%

Max Drawdown

TYL:

-90.10%

YUMC:

-56.49%

Current Drawdown

TYL:

-4.76%

YUMC:

-27.12%

Fundamentals

Market Cap

TYL:

$26.02B

YUMC:

$18.47B

EPS

TYL:

$5.47

YUMC:

$2.27

PE Ratio

TYL:

111.14

YUMC:

21.51

PEG Ratio

TYL:

2.76

YUMC:

1.38

Total Revenue (TTM)

TYL:

$2.08B

YUMC:

$11.20B

Gross Profit (TTM)

TYL:

$860.57M

YUMC:

$1.84B

EBITDA (TTM)

TYL:

$440.41M

YUMC:

$1.63B

Returns By Period

In the year-to-date period, TYL achieves a 44.80% return, which is significantly higher than YUMC's 16.38% return.


TYL

YTD

44.80%

1M

1.37%

6M

23.77%

1Y

45.88%

5Y*

15.32%

10Y*

18.40%

YUMC

YTD

16.38%

1M

3.51%

6M

51.87%

1Y

18.73%

5Y*

1.09%

10Y*

N/A

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Risk-Adjusted Performance

TYL vs. YUMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) and Yum China Holdings, Inc. (YUMC). 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 TYL, currently valued at 2.06, compared to the broader market-4.00-2.000.002.002.060.56
The chart of Sortino ratio for TYL, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.261.16
The chart of Omega ratio for TYL, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.14
The chart of Calmar ratio for TYL, currently valued at 1.73, compared to the broader market0.002.004.006.001.730.39
The chart of Martin ratio for TYL, currently valued at 14.92, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.921.36
TYL
YUMC

The current TYL Sharpe Ratio is 2.06, which is higher than the YUMC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TYL and YUMC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.06
0.56
TYL
YUMC

Dividends

TYL vs. YUMC - Dividend Comparison

TYL has not paid dividends to shareholders, while YUMC's dividend yield for the trailing twelve months is around 1.32%.


TTM2023202220212020201920182017
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YUMC
Yum China Holdings, Inc.
1.32%1.23%0.88%0.96%0.42%1.00%1.25%0.25%

Drawdowns

TYL vs. YUMC - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than YUMC's maximum drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for TYL and YUMC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.76%
-27.12%
TYL
YUMC

Volatility

TYL vs. YUMC - Volatility Comparison

The current volatility for Tyler Technologies, Inc. (TYL) is 6.74%, while Yum China Holdings, Inc. (YUMC) has a volatility of 9.43%. This indicates that TYL experiences smaller price fluctuations and is considered to be less risky than YUMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
9.43%
TYL
YUMC

Financials

TYL vs. YUMC - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, Inc. and Yum China Holdings, 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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