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YUMC vs. YUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

YUMC vs. YUM - Performance Comparison

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

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Returns By Period

In the year-to-date period, YUMC achieves a -8.96% return, which is significantly lower than YUM's -0.94% return.


YUMC

1D
-1.04%
1M
-9.65%
YTD
-8.96%
6M
-7.99%
1Y
1.21%
3Y*
-8.17%
5Y*
-7.48%
10Y*

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

YUMC vs. YUM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
YUM
YUM! Brands, Inc.
-0.94%14.94%4.72%3.93%-5.99%30.05%9.85%11.41%14.61%31.09%

Correlation

The correlation between YUMC and YUM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.34

Fundamentals

Market Cap

YUMC:

$15.16B

YUM:

$41.41B

EPS

YUMC:

$2.60

YUM:

$6.21

PE Ratio

YUMC:

16.49

YUM:

23.89

PEG Ratio

YUMC:

1.10

YUM:

10.78

PS Ratio

YUMC:

1.29

YUM:

4.89

Total Revenue (TTM)

YUMC:

$12.09B

YUM:

$8.49B

Gross Profit (TTM)

YUMC:

$1.47B

YUM:

$3.88B

EBITDA (TTM)

YUMC:

$1.71B

YUM:

$2.83B

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Return for Risk

YUMC vs. YUM — Risk / Return Rank

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

YUMC
YUMC Risk / Return Rank: 3939
Overall Rank
YUMC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YUMC Sortino Ratio Rank: 3636
Sortino Ratio Rank
YUMC Omega Ratio Rank: 3535
Omega Ratio Rank
YUMC Calmar Ratio Rank: 4141
Calmar Ratio Rank
YUMC Martin Ratio Rank: 4141
Martin Ratio Rank

YUM
YUM Risk / Return Rank: 4646
Overall Rank
YUM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
YUM Sortino Ratio Rank: 4141
Sortino Ratio Rank
YUM Omega Ratio Rank: 4040
Omega Ratio Rank
YUM Calmar Ratio Rank: 5050
Calmar Ratio Rank
YUM Martin Ratio Rank: 5151
Martin Ratio Rank
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.

YUMC vs. YUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yum China Holdings, Inc. (YUMC) and YUM! Brands, Inc. (YUM). 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.


YUMCYUMDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.03

1.06

-0.03

Calmar ratioReturn relative to maximum drawdown

0.05

0.41

-0.36

Martin ratioReturn relative to average drawdown

0.12

1.03

-0.91

YUMC vs. YUM - Sharpe Ratio Comparison

The current YUMC Sharpe Ratio is 0.05, which is lower than the YUM Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of YUMC and YUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YUMCYUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.24

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.32

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.49

-0.30

Drawdowns

YUMC vs. YUM - Drawdown Comparison

The maximum YUMC drawdown since its inception was -56.49%, smaller than the maximum YUM drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for YUMC and YUM.


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Drawdown Indicators


YUMCYUMDifference

Max Drawdown

Largest peak-to-trough decline

-56.49%

-67.69%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-25.89%

-12.41%

-13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-51.42%

-16.10%

-35.32%

Max Drawdown (5Y)

Largest decline over 5 years

-56.45%

-23.10%

-33.35%

Max Drawdown (10Y)

Largest decline over 10 years

-52.17%

Current Drawdown

Current decline from peak

-33.43%

-11.29%

-22.14%

Average Drawdown

Average peak-to-trough decline

-19.34%

-12.38%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.97%

4.93%

+5.04%

Volatility

YUMC vs. YUM - Volatility Comparison

The current volatility for Yum China Holdings, Inc. (YUMC) is 5.45%, while YUM! Brands, Inc. (YUM) has a volatility of 5.93%. This indicates that YUMC experiences smaller price fluctuations and is considered to be less risky than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YUMCYUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.93%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

14.83%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

25.41%

21.61%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.20%

20.39%

+16.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.41%

22.71%

+12.70%

Dividends

YUMC vs. YUM - Dividend Comparison

YUMC's dividend yield for the trailing twelve months is around 2.47%, more than YUM's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
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. YUM - Financials Comparison

This section allows you to compare key financial metrics between Yum China Holdings, Inc. and YUM! Brands, Inc.. 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


1.50B2.00B2.50B3.00B20222023202420252026
3.27B
2.06B
(YUMC) Total Revenue
(YUM) Total Revenue
Values in USD except per share items

YUMC vs. YUM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
44.7%
Portfolio components
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%.

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%.

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%.

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%.

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%.

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%.


Frequently Asked Questions


YUMC and YUM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YUM has higher volatility (5.93%) compared to YUMC (5.45%). In terms of maximum drawdown, YUMC dropped -56.49% vs YUM's -67.69%.

YUM currently has the higher Sharpe Ratio (0.24 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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