ECL vs YUM: Correlation
How closely do Ecolab (ECL) and Yum! Brands (YUM) trade together? Their weekly returns over three years give a correlation of 0.43, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ECL and YUM?
Across a 3-year window, the weekly returns of ECL and YUM correlate at 0.43, moderate. The relationship has been stable: the 1-year correlation (0.52) sits close to the 3-year figure. Stretching to 5 years gives 0.44, with an annualized covariance of 180.6 %².
Within ECL's tracked universe of 53 assets, YUM comes in at #38 by 3-year correlation. Twelve-month performance is nearly a tie, at +3.1% for ECL and +5.7% for YUM. The rolling one-year correlation moved between 0.19 and 0.65 over the past three years, a moderate range.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ECL vs YUM: side by side
| ECL (Ecolab) | YUM (Yum! Brands) | |
|---|---|---|
| 1-year return | +3.1% | +5.7% |
| 5-year return | +34.0% | +26.2% |
| Volatility (ann.) | 19.5% | 21.3% |
| Beta vs S&P 500 | 0.64 | 0.34 |
| Max drawdown (3Y) | -20.1% | -14.5% |
| Market cap | $80.1B | $41.1B |
| P/E (trailing) | 39.1 | 19.0 |
| Dividend yield | 0.98% | 0.95% |
| Sector / category | Materials | Consumer Discretionary |
Year-by-year returns
| Year | ECL | YUM |
|---|---|---|
| 2022 | -37.1% | -6.0% |
| 2023 | +37.9% | +3.9% |
| 2024 | +19.3% | +4.7% |
| 2025 | +13.2% | +14.9% |
| 2026 | +9.5% | +0.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ECL and YUM good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.43 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between ECL and YUM?
Using weekly returns as of 2026-08-27: 0.43 over 3 years, with 0.52 over the last year and 0.44 over 5 years.
Is YUM a good diversifier for ECL?
Yes, to a useful degree: a correlation of 0.43 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.43 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ecl-vs-yum.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/ecl-vs-yum/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ECL correlations · YUM correlations
