HLT vs YUM: Correlation
Hilton Worldwide (HLT) and Yum! Brands (YUM) show a moderate relationship: their 3-year correlation of weekly returns is 0.42.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are HLT and YUM?
On 3 years of weekly data the HLT/YUM correlation comes out at 0.42, moderate. Little has changed lately, as the 1-year reading of 0.50 lands near the 3-year figure. The 5-year figure is 0.46, and annualized covariance runs at 186.8 %².
Among the 40 assets we track against HLT, YUM ranks #27 by 3-year correlation. On 12-month performance HLT holds a 12.4-point edge, +18.1% against +5.7%. The rolling one-year correlation moved between 0.19 and 0.58 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.
HLT vs YUM: side by side
| HLT (Hilton Worldwide) | YUM (Yum! Brands) | |
|---|---|---|
| 1-year return | +18.1% | +5.7% |
| 5-year return | +162.7% | +26.2% |
| Volatility (ann.) | 20.7% | 21.3% |
| Beta vs S&P 500 | 0.85 | 0.34 |
| Max drawdown (3Y) | -26.4% | -14.5% |
| Market cap | $73.3B | $41.1B |
| P/E (trailing) | 47.8 | 19.0 |
| Dividend yield | 0.18% | 0.95% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | HLT | YUM |
|---|---|---|
| 2022 | -18.7% | -6.0% |
| 2023 | +44.7% | +3.9% |
| 2024 | +36.1% | +4.7% |
| 2025 | +16.5% | +14.9% |
| 2026 | +13.5% | +0.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are HLT and YUM good diversifiers for each other?
Reasonably. At 0.42, HLT and YUM keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between HLT and YUM?
The HLT/YUM correlation stands at 0.42 on a 3-year window (1 year: 0.50, 5 years: 0.46), computed from weekly returns as of 2026-08-27.
Is YUM a good diversifier for HLT?
Reasonably. At 0.42, HLT and YUM keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.42 mean?
A reading of 0.42 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/hlt-vs-yum.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/hlt-vs-yum/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: HLT correlations · YUM correlations
