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

Performance

YUM vs. MCD - Performance Comparison

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

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%JuneJulyAugustSeptemberOctoberNovember
2,833.47%
2,206.23%
YUM
MCD

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

YTD

3.77%

1M

0.18%

6M

-4.76%

1Y

6.58%

5Y (annualized)

8.33%

10Y (annualized)

11.18%

MCD

YTD

0.49%

1M

-6.48%

6M

8.77%

1Y

8.55%

5Y (annualized)

11.14%

10Y (annualized)

14.69%

Fundamentals


YUMMCD
Market Cap$38.13B$216.08B
EPS$5.36$11.29
PE Ratio25.4926.45
PEG Ratio2.132.72
Total Revenue (TTM)$7.62B$25.94B
Gross Profit (TTM)$3.91B$14.42B
EBITDA (TTM)$2.47B$13.04B

Key characteristics


YUMMCD
Sharpe Ratio0.470.61
Sortino Ratio0.790.93
Omega Ratio1.091.12
Calmar Ratio0.640.63
Martin Ratio1.671.40
Ulcer Index4.56%7.76%
Daily Std Dev16.05%17.90%
Max Drawdown-67.69%-73.62%
Current Drawdown-5.78%-7.56%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for YUM, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.470.61
The chart of Sortino ratio for YUM, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.790.93
The chart of Omega ratio for YUM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.12
The chart of Calmar ratio for YUM, currently valued at 0.64, compared to the broader market0.002.004.006.000.640.63
The chart of Martin ratio for YUM, currently valued at 1.67, compared to the broader market0.0010.0020.0030.001.671.40
YUM
MCD

The current YUM Sharpe Ratio is 0.47, which is comparable to the MCD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of YUM and MCD, 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 Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.47
0.61
YUM
MCD

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.


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%
MCD
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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.78%
-7.56%
YUM
MCD

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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.88%
7.48%
YUM
MCD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items