YUM vs. COST
YUM (YUM! Brands, Inc.) and COST (Costco Wholesale Corporation) are both stocks. YUM operates in Restaurants (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, YUM returned 12.08%/yr vs 22.27%/yr for COST. At a 0.35 correlation, their price movements are largely independent.
Performance
YUM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, YUM achieves a 2.97% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, YUM has underperformed COST with an annualized return of 12.08%, while COST has yielded a comparatively higher 22.27% annualized return.
YUM
- 1D
- 0.68%
- 1M
- 3.54%
- YTD
- 2.97%
- 6M
- 3.12%
- 1Y
- 9.24%
- 3Y*
- 6.33%
- 5Y*
- 7.21%
- 10Y*
- 12.08%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
YUM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YUM YUM! Brands, Inc. | 2.97% | 14.94% | 4.72% | 3.93% | -5.99% | 30.05% | 9.85% | 11.41% | 14.61% | 31.09% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between YUM and COST is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 1997 | 0.35 |
The correlation between YUM and COST shifts across timeframes, from 0.20 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
YUM:
$6.21
COST:
$26.51
YUM:
24.84
COST:
37.06
YUM:
11.21
COST:
2.90
YUM:
5.09
COST:
1.12
YUM:
$8.49B
COST:
$293.59B
YUM:
$3.88B
COST:
$11.12B
YUM:
$2.83B
COST:
$12.48B
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Return for Risk
YUM vs. COST — Risk / Return Rank
YUM
COST
YUM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and Costco Wholesale Corporation (COST). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YUM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.10 | +0.85 |
| Martin ratioReturn relative to average drawdown | 1.79 | -0.22 | +2.01 |
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Drawdowns
YUM vs. COST - Drawdown Comparison
The maximum YUM drawdown since its inception was -67.69%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for YUM and COST.
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Drawdown Indicators
| YUM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -53.39% | -14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -15.14% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -20.74% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -31.40% | +8.30% |
Max Drawdown (10Y)Largest decline over 10 years | -52.17% | -31.40% | -20.77% |
Current DrawdownCurrent decline from peak | -7.79% | -10.23% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -13.36% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 6.67% | -1.48% |
Volatility
YUM vs. COST - Volatility Comparison
The current volatility for YUM! Brands, Inc. (YUM) is 5.67%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YUM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 7.44% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 14.53% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.96% | 18.80% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 22.72% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 21.95% | +0.80% |
Dividends
YUM vs. COST - Dividend Comparison
YUM's dividend yield for the trailing twelve months is around 1.89%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
YUM YUM! Brands, Inc. | 1.89% | 1.88% | 2.00% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 41.26% | 2.31% |
Financials
YUM vs. COST - Financials Comparison
This section allows you to compare key financial metrics between YUM! Brands, Inc. and Costco Wholesale 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.
Total Revenue: Total amount of money received from sales and other business activities
YUM vs. COST - Profitability Comparison
YUM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported a gross profit of 920.00M and revenue of 2.06B. Therefore, the gross margin over that period was 44.7%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
YUM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported an operating income of 644.00M and revenue of 2.06B, resulting in an operating margin of 31.3%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
YUM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, YUM! Brands, Inc. reported a net income of 432.00M and revenue of 2.06B, resulting in a net margin of 21.0%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
YUM and COST have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to YUM (5.67%). In terms of maximum drawdown, YUM dropped -67.69% vs COST's -53.39%.
YUM currently has the higher Sharpe Ratio (0.42 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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