YUMC vs. KO
YUMC (Yum China Holdings, Inc.) and KO (The Coca-Cola Company) are both stocks. YUMC operates in Restaurants (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 5 years, YUMC returned -7.48%/yr vs 10.20%/yr for KO. At a 0.15 correlation, their price movements are largely independent.
Performance
YUMC vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, YUMC achieves a -8.96% return, which is significantly lower than KO's 13.43% return.
YUMC
- 1D
- -1.04%
- 1M
- -9.65%
- YTD
- -8.96%
- 6M
- -7.99%
- 1Y
- 1.21%
- 3Y*
- -8.17%
- 5Y*
- -7.48%
- 10Y*
- —
KO
- 1D
- 0.45%
- 1M
- 0.73%
- YTD
- 13.43%
- 6M
- 11.99%
- 1Y
- 13.89%
- 3Y*
- 12.09%
- 5Y*
- 10.20%
- 10Y*
- 9.11%
YUMC vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YUMC Yum China Holdings, Inc. | -8.96% | 1.18% | 15.41% | -21.60% | 10.75% | -11.99% | 19.48% | 44.85% | -15.28% | 53.59% |
KO The Coca-Cola Company | 13.43% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between YUMC and KO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2016 | 0.15 |
Fundamentals
YUMC:
$15.16B
KO:
$339.77B
YUMC:
$2.60
KO:
$3.18
YUMC:
16.49
KO:
24.80
YUMC:
1.10
KO:
2.99
YUMC:
1.29
KO:
6.89
YUMC:
2.79
KO:
10.10
YUMC:
$12.09B
KO:
$49.28B
YUMC:
$1.47B
KO:
$30.43B
YUMC:
$1.71B
KO:
$18.35B
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Return for Risk
YUMC vs. KO — Risk / Return Rank
YUMC
KO
YUMC vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yum China Holdings, Inc. (YUMC) and The Coca-Cola Company (KO). 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.
| YUMC | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.77 | -1.72 |
| Martin ratioReturn relative to average drawdown | 0.12 | 3.48 | -3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YUMC | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.88 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.64 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.53 | -0.34 |
Drawdowns
YUMC vs. KO - Drawdown Comparison
The maximum YUMC drawdown since its inception was -56.49%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for YUMC and KO.
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Drawdown Indicators
| YUMC | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.49% | -68.23% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -25.89% | -7.89% | -18.00% |
Max Drawdown (3Y)Largest decline over 3 years | -51.42% | -16.26% | -35.16% |
Max Drawdown (5Y)Largest decline over 5 years | -56.45% | -17.27% | -39.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.99% | — |
Current DrawdownCurrent decline from peak | -33.43% | -3.86% | -29.57% |
Average DrawdownAverage peak-to-trough decline | -19.34% | -16.09% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.97% | 4.00% | +5.97% |
Volatility
YUMC vs. KO - Volatility Comparison
Yum China Holdings, Inc. (YUMC) has a higher volatility of 5.45% compared to The Coca-Cola Company (KO) at 4.16%. This indicates that YUMC's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YUMC | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 4.16% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 11.79% | +7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 15.86% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.20% | 16.00% | +21.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.41% | 18.16% | +17.25% |
Dividends
YUMC vs. KO - Dividend Comparison
YUMC's dividend yield for the trailing twelve months is around 2.47%, less than KO's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.62% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
YUMC Yum China Holdings, Inc. | 2.47% | 2.01% | 1.33% | 1.23% | 0.88% | 0.96% | 0.42% | 1.00% | 1.25% | 0.25% | 0.00% | 0.00% |
Financials
YUMC vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Yum China Holdings, Inc. and The Coca-Cola Company. 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
YUMC vs. KO - Profitability Comparison
YUMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Yum China Holdings, Inc. reported a gross profit of 0.00 and revenue of 3.27B. Therefore, the gross margin over that period was 0.0%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
YUMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Yum China Holdings, Inc. reported an operating income of 447.00M and revenue of 3.27B, resulting in an operating margin of 13.7%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
YUMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Yum China Holdings, Inc. reported a net income of 309.00M and revenue of 3.27B, resulting in a net margin of 9.5%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
YUMC and KO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YUMC has higher volatility (5.45%) compared to KO (4.16%). In terms of maximum drawdown, YUMC dropped -56.49% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (0.88 vs 0.05), 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.
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