Yum! Brands (YUM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Yum! Brands, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $140.87 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +4.83% |
| Total return over period | +15.09% |
| Annualized volatility | 21.35% |
| Period volatility | 36.85% |
| Sharpe ratio | 0.04 |
| Sortino ratio | 0.06 |
| Max drawdown | -15.89% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.88% |
| Correlation with the S&P 500 | 0.24 |
| Period range | $110.24 – $167.49 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Yum! Brands (YUM) has posted an annualized return of +4.83% with annual volatility of 21.35%, a Sharpe ratio of 0.04. Its worst stretch (max drawdown from a peak) was -15.89%. Its correlation with the S&P 500 is 0.24, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how YUM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Yum! Brands (YUM) is of the S&P 500.
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