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. Data as of 2026-10-29.
| Last close price | $150.16 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +9.91% |
| Total return over period | +32.57% |
| Annualized volatility | 21.60% |
| Period volatility | 37.32% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.54 |
| Sortino ratio | 0.79 |
| Max drawdown | -18.95% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.94% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $113.67 – $167.49 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Yum! Brands (YUM) has posted an annualized return of +9.91% with annual volatility of 21.60%, a Sharpe ratio of 0.54. Its worst stretch (max drawdown from a peak) was -18.95%. Its correlation with the S&P 500 is 0.22, 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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