YUM vs. HCA

Last updated Jun 9, 2026

YUM (YUM! Brands, Inc.) and HCA (HCA Healthcare, Inc.) are both stocks. YUM operates in Restaurants (Consumer Cyclical), while HCA operates in Medical Care Facilities (Healthcare). Over the past 10 years, YUM returned 11.56%/yr vs 17.23%/yr for HCA. At a 0.34 correlation, their price movements are largely independent.

Performance

YUM vs. HCA - Performance Comparison

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

Returns By Period

In the year-to-date period, YUM achieves a -1.66% return, which is significantly higher than HCA's -22.49% return. Over the past 10 years, YUM has underperformed HCA with an annualized return of 11.56%, while HCA has yielded a comparatively higher 17.23% annualized return.

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%

HCA

• 1D: -2.90%
• 1M: -16.97%
• YTD: -22.49%
• 6M: -25.30%
• 1Y: -5.36%
• 3Y*: 10.82%
• 5Y*: 12.59%
• 10Y*: 17.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YUM vs. HCA - 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%
HCA HCA Healthcare, Inc.	-22.49%	56.71%	11.75%	13.83%	-5.64%	57.58%	12.07%	20.24%	43.37%	18.67%

Correlation

The correlation between YUM and HCA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Mar 11, 2011	0.34

The correlation between YUM and HCA shifts across timeframes, from 0.19 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS YUM : $6.21 HCA : $28.46
PE Ratio YUM : 23.72 HCA : 12.70
PEG Ratio YUM : 10.70 HCA : 1.51
PS Ratio YUM : 4.86 HCA : 1.14
Total Revenue (TTM) YUM : $8.49B HCA : $75.60B
Gross Profit (TTM) YUM : $3.88B HCA : $31.37B
EBITDA (TTM) YUM : $2.83B HCA : $15.60B

Return for Risk

YUM vs. HCA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YUM

YUM Risk / Return Rank: 46
YUM Sharpe Ratio Rank: 48
YUM Sortino Ratio Rank: 40
YUM Omega Ratio Rank: 40
YUM Calmar Ratio Rank: 49
YUM Martin Ratio Rank: 51

HCA

HCA Risk / Return Rank: 32
HCA Sharpe Ratio Rank: 34
HCA Sortino Ratio Rank: 29
HCA Omega Ratio Rank: 29
HCA Calmar Ratio Rank: 37
HCA Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YUM vs. HCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and HCA Healthcare, Inc. (HCA). 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	HCA	Difference
Sharpe ratio: Return per unit of total volatility	0.17	-0.20	+0.37
Sortino ratio: Return per unit of downside risk	0.40	-0.09	+0.49
Omega ratio: Gain probability vs. loss probability	1.05	0.99	+0.06
Calmar ratio: Return relative to maximum drawdown	0.30	-0.16	+0.46
Martin ratio: Return relative to average drawdown	0.73	-0.51	+1.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YUM vs. HCA - Sharpe Ratio Comparison

The current YUM Sharpe Ratio is 0.17, which is higher than the HCA Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of YUM and HCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YUM	HCA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	-0.20	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.42	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.53	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.60	-0.12

Drawdowns

YUM vs. HCA - Drawdown Comparison

The maximum YUM drawdown since its inception was -67.69%, which is greater than HCA's maximum drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for YUM and HCA.

Drawdown Indicators

	YUM	HCA	Difference
Max Drawdown Largest peak-to-trough decline	-67.69%	-54.74%	-12.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-33.62%	+21.21%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-33.62%	+17.52%
Max Drawdown (5Y) Largest decline over 5 years	-23.10%	-39.49%	+16.39%
Max Drawdown (10Y) Largest decline over 10 years	-52.17%	-54.74%	+2.57%
Current Drawdown Current decline from peak	-11.93%	-33.62%	+21.69%
Average Drawdown Average peak-to-trough decline	-12.38%	-11.03%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.07%	10.49%	-5.42%

Volatility

YUM vs. HCA - Volatility Comparison

The current volatility for YUM! Brands, Inc. (YUM) is 6.38%, while HCA Healthcare, Inc. (HCA) has a volatility of 7.50%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than HCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YUM	HCA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.38%	7.50%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	21.36%	-6.42%
Volatility (1Y) Calculated over the trailing 1-year period	21.80%	27.25%	-5.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	29.85%	-9.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.74%	32.63%	-9.89%

Dividends

YUM vs. HCA - Dividend Comparison

YUM's dividend yield for the trailing twelve months is around 1.98%, more than HCA's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HCA HCA Healthcare, Inc.	0.81%	0.62%	0.88%	0.89%	0.93%	0.75%	0.63%	1.08%	1.12%	0.00%	0.00%	0.00%
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. HCA - Profitability Comparison

The chart below illustrates the profitability comparison between YUM! Brands, Inc. and HCA Healthcare, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

HCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a gross profit of 8.18B and revenue of 19.51B. Therefore, the gross margin over that period was 41.9%.

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%.

HCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported an operating income of 3.18B and revenue of 19.51B, resulting in an operating margin of 16.3%.

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%.

HCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a net income of 1.88B and revenue of 19.51B, resulting in a net margin of 9.6%.

Frequently Asked Questions

Can I hold both YUM and HCA in my portfolio?

YUM and HCA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YUM or HCA?

HCA has higher volatility (7.50%) compared to YUM (6.38%). In terms of maximum drawdown, YUM dropped -67.69% vs HCA's -54.74%.

Which has better risk-adjusted returns?

YUM currently has the higher Sharpe Ratio (0.17 vs -0.20), 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.