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

Performance

YUM vs. DPZ - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JuneJulyAugustSeptemberOctoberNovember
1,054.24%
6,905.70%
YUM
DPZ

Returns By Period

In the year-to-date period, YUM achieves a 3.77% return, which is significantly lower than DPZ's 5.46% return. Over the past 10 years, YUM has underperformed DPZ with an annualized return of 11.18%, while DPZ has yielded a comparatively higher 17.92% annualized return.


YUM

YTD

3.77%

1M

0.18%

6M

-4.76%

1Y

6.58%

5Y (annualized)

8.33%

10Y (annualized)

11.18%

DPZ

YTD

5.46%

1M

0.37%

6M

-15.55%

1Y

17.08%

5Y (annualized)

9.77%

10Y (annualized)

17.92%

Fundamentals


YUMDPZ
Market Cap$38.13B$15.21B
EPS$5.36$16.26
PE Ratio25.4927.10
PEG Ratio2.132.42
Total Revenue (TTM)$7.62B$4.67B
Gross Profit (TTM)$3.91B$1.82B
EBITDA (TTM)$2.47B$988.74M

Key characteristics


YUMDPZ
Sharpe Ratio0.470.52
Sortino Ratio0.790.85
Omega Ratio1.091.13
Calmar Ratio0.640.43
Martin Ratio1.671.17
Ulcer Index4.56%12.27%
Daily Std Dev16.05%27.74%
Max Drawdown-67.69%-86.66%
Current Drawdown-5.78%-20.94%

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Correlation

-0.50.00.51.00.4

The correlation between YUM and DPZ is 0.41, 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.

Risk-Adjusted Performance

YUM vs. DPZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and Domino's Pizza, Inc. (DPZ). 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 YUM, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.470.52
The chart of Sortino ratio for YUM, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.790.85
The chart of Omega ratio for YUM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.13
The chart of Calmar ratio for YUM, currently valued at 0.64, compared to the broader market0.002.004.006.000.640.43
The chart of Martin ratio for YUM, currently valued at 1.67, compared to the broader market0.0010.0020.0030.001.671.17
YUM
DPZ

The current YUM Sharpe Ratio is 0.47, which is comparable to the DPZ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of YUM and DPZ, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.47
0.52
YUM
DPZ

Dividends

YUM vs. DPZ - Dividend Comparison

YUM's dividend yield for the trailing twelve months is around 1.96%, more than DPZ's 1.33% yield.


TTM20232022202120202019201820172016201520142013
YUM
YUM! Brands, Inc.
1.96%1.87%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.
1.33%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%1.15%

Drawdowns

YUM vs. DPZ - Drawdown Comparison

The maximum YUM drawdown since its inception was -67.69%, smaller than the maximum DPZ drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for YUM and DPZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.78%
-20.94%
YUM
DPZ

Volatility

YUM vs. DPZ - Volatility Comparison

The current volatility for YUM! Brands, Inc. (YUM) is 4.88%, while Domino's Pizza, Inc. (DPZ) has a volatility of 7.19%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than DPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.88%
7.19%
YUM
DPZ

Financials

YUM vs. DPZ - Financials Comparison

This section allows you to compare key financial metrics between YUM! Brands, Inc. and Domino's Pizza, 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