YUM vs. TDIV

Last updated Jun 4, 2026

YUM (YUM! Brands, Inc.) is a stock, while TDIV (First Trust NASDAQ Technology Dividend Index Fund) is Technology Equities fund tracking the NASDAQ Technology Dividend Index. Over the past 10 years, YUM returned 11.63%/yr vs 19.34%/yr for TDIV. At a 0.41 correlation, their price movements are largely independent.

Performance

YUM vs. TDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YUM! Brands, Inc. (YUM) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YUM achieves a -0.94% return, which is significantly lower than TDIV's 30.57% return. Over the past 10 years, YUM has underperformed TDIV with an annualized return of 11.63%, while TDIV has yielded a comparatively higher 19.34% annualized return.

YUM

• 1D: 1.27%
• 1M: -3.39%
• YTD: -0.94%
• 6M: 0.90%
• 1Y: 5.09%
• 3Y*: 5.34%
• 5Y*: 6.54%
• 10Y*: 11.63%

TDIV

• 1D: -1.79%
• 1M: 15.82%
• YTD: 30.57%
• 6M: 28.79%
• 1Y: 53.63%
• 3Y*: 33.27%
• 5Y*: 19.29%
• 10Y*: 19.34%

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

YUM vs. TDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YUM YUM! Brands, Inc.	-0.94%	14.94%	4.72%	3.93%	-5.99%	30.05%	9.85%	11.41%	14.61%	31.09%
TDIV First Trust NASDAQ Technology Dividend Index Fund	30.57%	25.27%	24.43%	36.71%	-22.13%	29.49%	17.55%	33.27%	-3.18%	21.95%

Correlation

The correlation between YUM and TDIV is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Aug 15, 2012	0.41

The correlation between YUM and TDIV shifts across timeframes, from -0.08 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Return for Risk

YUM vs. TDIV — 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: 49
YUM Sortino Ratio Rank: 41
YUM Omega Ratio Rank: 40
YUM Calmar Ratio Rank: 50
YUM Martin Ratio Rank: 51

TDIV

TDIV Risk / Return Rank: 83
TDIV Sharpe Ratio Rank: 86
TDIV Sortino Ratio Rank: 84
TDIV Omega Ratio Rank: 80
TDIV Calmar Ratio Rank: 87
TDIV Martin Ratio Rank: 79

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. TDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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	TDIV	Difference
Sharpe ratio: Return per unit of total volatility	0.24	2.93	-2.69
Sortino ratio: Return per unit of downside risk	0.49	3.85	-3.36
Omega ratio: Gain probability vs. loss probability	1.06	1.49	-0.43
Calmar ratio: Return relative to maximum drawdown	0.41	5.02	-4.61
Martin ratio: Return relative to average drawdown	1.03	15.64	-14.60
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. TDIV - Sharpe Ratio Comparison

The current YUM Sharpe Ratio is 0.24, which is lower than the TDIV Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of YUM and TDIV, 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	TDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	2.93	-2.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.94	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.93	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.88	-0.39

Drawdowns

YUM vs. TDIV - Drawdown Comparison

The maximum YUM drawdown since its inception was -67.69%, which is greater than TDIV's maximum drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for YUM and TDIV.

Drawdown Indicators

	YUM	TDIV	Difference
Max Drawdown Largest peak-to-trough decline	-67.69%	-31.97%	-35.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-10.74%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-23.00%	+6.90%
Max Drawdown (5Y) Largest decline over 5 years	-23.10%	-31.97%	+8.87%
Max Drawdown (10Y) Largest decline over 10 years	-52.17%	-31.97%	-20.20%
Current Drawdown Current decline from peak	-11.29%	-1.79%	-9.50%
Average Drawdown Average peak-to-trough decline	-12.38%	-4.84%	-7.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	3.44%	+1.49%

Volatility

YUM vs. TDIV - Volatility Comparison

The current volatility for YUM! Brands, Inc. (YUM) is 5.93%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 6.86%. This indicates that YUM experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YUM	TDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	6.86%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	13.91%	+0.92%
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	18.47%	+3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.39%	20.67%	-0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.71%	20.85%	+1.86%

Dividends

YUM vs. TDIV - Dividend Comparison

YUM's dividend yield for the trailing twelve months is around 1.97%, more than TDIV's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TDIV First Trust NASDAQ Technology Dividend Index Fund	1.12%	1.40%	1.59%	1.74%	2.51%	1.76%	2.07%	2.27%	2.97%	2.27%	2.45%	2.52%
YUM YUM! Brands, Inc.	1.97%	1.88%	2.00%	1.85%	1.78%	1.44%	1.73%	1.67%	1.57%	1.47%	41.26%	2.31%

Frequently Asked Questions

Can I hold both YUM and TDIV in my portfolio?

YUM and TDIV have a correlation of -0.08, 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 TDIV?

TDIV has higher volatility (6.86%) compared to YUM (5.93%). In terms of maximum drawdown, YUM dropped -67.69% vs TDIV's -31.97%.

Which has better risk-adjusted returns?

TDIV currently has the higher Sharpe Ratio (2.93 vs 0.24), 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.