YUM vs. DHR
YUM (YUM! Brands, Inc.) and DHR (Danaher Corporation) are both stocks. YUM operates in Restaurants (Consumer Cyclical), while DHR operates in Diagnostics & Research (Healthcare). Over the past 10 years, YUM returned 11.56%/yr vs 11.19%/yr for DHR. At a 0.38 correlation, their price movements are largely independent.
Performance
YUM vs. DHR - Performance Comparison
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Returns By Period
In the year-to-date period, YUM achieves a -1.66% return, which is significantly higher than DHR's -19.66% return. Both investments have delivered pretty close results over the past 10 years, with YUM having a 11.56% annualized return and DHR not far behind at 11.19%.
YUM
- 1D
- -2.32%
- 1M
- -2.54%
- YTD
- -1.66%
- 6M
- 4.38%
- 1Y
- 3.71%
- 3Y*
- 5.37%
- 5Y*
- 6.61%
- 10Y*
- 11.56%
DHR
- 1D
- -0.42%
- 1M
- 7.23%
- YTD
- -19.66%
- 6M
- -17.95%
- 1Y
- -5.73%
- 3Y*
- -3.67%
- 5Y*
- -2.52%
- 10Y*
- 11.19%
YUM vs. DHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YUM YUM! Brands, Inc. | -1.66% | 14.94% | 4.72% | 3.93% | -5.99% | 30.05% | 9.85% | 11.41% | 14.61% | 31.09% |
DHR Danaher Corporation | -19.66% | 0.35% | -0.35% | -1.22% | -19.02% | 48.57% | 45.34% | 49.55% | 11.80% | 20.01% |
Correlation
The correlation between YUM and DHR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 1997 | 0.38 |
The correlation between YUM and DHR shifts across timeframes, from 0.25 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
YUM:
$41.12B
DHR:
$130.53B
YUM:
$6.21
DHR:
$5.17
YUM:
23.72
DHR:
35.51
YUM:
4.86
DHR:
5.29
YUM:
$8.49B
DHR:
$24.78B
YUM:
$3.88B
DHR:
$15.04B
YUM:
$2.83B
DHR:
$6.69B
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Return for Risk
YUM vs. DHR — Risk / Return Rank
YUM
DHR
YUM vs. DHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and Danaher Corporation (DHR). 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.
| YUM | DHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | -0.17 | +0.47 |
| Martin ratioReturn relative to average drawdown | 0.73 | -0.42 | +1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YUM | DHR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | -0.21 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.09 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.44 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.65 | -0.16 |
Drawdowns
YUM vs. DHR - Drawdown Comparison
The maximum YUM drawdown since its inception was -67.69%, which is greater than DHR's maximum drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for YUM and DHR.
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Drawdown Indicators
| YUM | DHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -45.80% | -21.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -32.97% | +20.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -41.72% | +25.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -43.81% | +20.71% |
Max Drawdown (10Y)Largest decline over 10 years | -52.17% | -43.81% | -8.36% |
Current DrawdownCurrent decline from peak | -11.93% | -36.31% | +24.38% |
Average DrawdownAverage peak-to-trough decline | -12.38% | -10.21% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 13.51% | -8.44% |
Volatility
YUM vs. DHR - Volatility Comparison
The current volatility for YUM! Brands, Inc. (YUM) is 6.38%, while Danaher Corporation (DHR) has a volatility of 9.24%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YUM | DHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 9.24% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 19.43% | -4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 28.08% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 28.00% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 25.53% | -2.79% |
Dividends
YUM vs. DHR - Dividend Comparison
YUM's dividend yield for the trailing twelve months is around 1.98%, more than DHR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHR Danaher Corporation | 0.74% | 0.56% | 0.47% | 12.64% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 32.55% | 0.58% |
YUM YUM! Brands, Inc. | 1.98% | 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. DHR - Financials Comparison
This section allows you to compare key financial metrics between YUM! Brands, Inc. and Danaher 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. DHR - 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%.
DHR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported a gross profit of 3.59B and revenue of 5.95B. Therefore, the gross margin over that period was 60.3%.
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%.
DHR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported an operating income of 1.34B and revenue of 5.95B, resulting in an operating margin of 22.6%.
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%.
DHR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported a net income of 1.03B and revenue of 5.95B, resulting in a net margin of 17.3%.
Frequently Asked Questions
YUM and DHR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHR has higher volatility (9.24%) compared to YUM (6.38%). In terms of maximum drawdown, YUM dropped -67.69% vs DHR's -45.80%.
YUM currently has the higher Sharpe Ratio (0.17 vs -0.21), 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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