MCD vs YUM: Correlation
McDonald's (MCD) and Yum! Brands (YUM) show a moderate relationship: their 3-year correlation of weekly returns is 0.53.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCD and YUM?
Over the past 3 years, MCD and YUM moved with a correlation of 0.53, which is moderate. The relationship has been stable: the 1-year correlation (0.53) sits close to the 3-year figure. Over 5 years the correlation is 0.60, and the annualized covariance of weekly returns is 200.3 %².
Few assets follow MCD as closely as YUM, which ranks #1 of 34 tracked partners. Correlation aside, the last 12 months split them widely, with YUM ahead by 20.2 points (-14.5% versus +5.7%). The rolling one-year correlation moved between 0.43 and 0.79 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.
MCD vs YUM: side by side
| MCD (McDonald's) | YUM (Yum! Brands) | |
|---|---|---|
| 1-year return | -14.5% | +5.7% |
| 5-year return | +23.3% | +26.2% |
| Volatility (ann.) | 17.8% | 21.3% |
| Beta vs S&P 500 | 0.30 | 0.34 |
| Max drawdown (3Y) | -22.8% | -14.5% |
| Market cap | $184.0B | $41.1B |
| P/E (trailing) | 21.7 | 19.0 |
| Dividend yield | 2.75% | 0.95% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | MCD | YUM |
|---|---|---|
| 2022 | +0.5% | -6.0% |
| 2023 | +15.1% | +3.9% |
| 2024 | +0.1% | +4.7% |
| 2025 | +7.9% | +14.9% |
| 2026 | -13.9% | +0.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MCD and YUM good diversifiers for each other?
Only partially. A correlation of 0.53 means MCD and YUM share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between MCD and YUM?
Using weekly returns as of 2026-08-27: 0.53 over 3 years, with 0.53 over the last year and 0.60 over 5 years.
Is YUM a good diversifier for MCD?
Only partially. A correlation of 0.53 means MCD and YUM share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.53 mean?
A reading of 0.53 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/mcd-vs-yum.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/mcd-vs-yum/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MCD correlations · YUM correlations
