YUM vs. MCD
Compare and contrast key facts about YUM! Brands, Inc. (YUM) and McDonald's Corporation (MCD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YUM or MCD.
Performance
YUM vs. MCD - Performance Comparison
Returns By Period
In the year-to-date period, YUM achieves a 3.77% return, which is significantly higher than MCD's 0.49% return. Over the past 10 years, YUM has underperformed MCD with an annualized return of 11.18%, while MCD has yielded a comparatively higher 14.69% annualized return.
YUM
3.77%
0.18%
-4.76%
6.58%
8.33%
11.18%
MCD
0.49%
-6.48%
8.77%
8.55%
11.14%
14.69%
Fundamentals
YUM | MCD | |
---|---|---|
Market Cap | $38.13B | $216.08B |
EPS | $5.36 | $11.29 |
PE Ratio | 25.49 | 26.45 |
PEG Ratio | 2.13 | 2.72 |
Total Revenue (TTM) | $7.62B | $25.94B |
Gross Profit (TTM) | $3.91B | $14.42B |
EBITDA (TTM) | $2.47B | $13.04B |
Key characteristics
YUM | MCD | |
---|---|---|
Sharpe Ratio | 0.47 | 0.61 |
Sortino Ratio | 0.79 | 0.93 |
Omega Ratio | 1.09 | 1.12 |
Calmar Ratio | 0.64 | 0.63 |
Martin Ratio | 1.67 | 1.40 |
Ulcer Index | 4.56% | 7.76% |
Daily Std Dev | 16.05% | 17.90% |
Max Drawdown | -67.69% | -73.62% |
Current Drawdown | -5.78% | -7.56% |
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Correlation
The correlation between YUM and MCD is 0.48, 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. MCD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and McDonald's Corporation (MCD). 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.
Dividends
YUM vs. MCD - Dividend Comparison
YUM's dividend yield for the trailing twelve months is around 1.96%, less than MCD's 2.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
McDonald's Corporation | 2.28% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Drawdowns
YUM vs. MCD - Drawdown Comparison
The maximum YUM drawdown since its inception was -67.69%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for YUM and MCD. For additional features, visit the drawdowns tool.
Volatility
YUM vs. MCD - Volatility Comparison
The current volatility for YUM! Brands, Inc. (YUM) is 4.88%, while McDonald's Corporation (MCD) has a volatility of 7.48%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
YUM vs. MCD - Financials Comparison
This section allows you to compare key financial metrics between YUM! Brands, Inc. and McDonald's 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