MCY vs YUM: Correlation
Mercury General Corporation (MCY) and Yum! Brands (YUM) show a moderate relationship: their 3-year correlation of weekly returns is 0.44.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCY and YUM?
On 3 years of weekly data the MCY/YUM correlation comes out at 0.44, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.62 versus 0.44 over 3 years. The 5-year figure is 0.41, and annualized covariance runs at 332.7 %².
Within MCY's tracked universe of 14 assets, YUM comes in at #6 by 3-year correlation. Correlation aside, the last 12 months split them widely, with MCY ahead by 28.4 points (+34.1% versus +5.7%). One caveat on sizing: MCY is 1.7 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
MCY vs YUM: side by side
| MCY (Mercury General Corporation) | YUM (Yum! Brands) | |
|---|---|---|
| 1-year return | +34.1% | +5.7% |
| 5-year return | +99.9% | +26.2% |
| Volatility (ann.) | 35.8% | 21.3% |
| Beta vs S&P 500 | 0.75 | 0.34 |
| Max drawdown (3Y) | -40.0% | -14.5% |
| Market cap | – | $41.1B |
| P/E (trailing) | 6.2 | 19.0 |
| Dividend yield | 1.21% | 0.95% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | MCY | YUM |
|---|---|---|
| 2022 | -32.6% | -6.0% |
| 2023 | +13.6% | +3.9% |
| 2024 | +82.3% | +4.7% |
| 2025 | +44.1% | +14.9% |
| 2026 | +9.9% | +0.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MCY and YUM good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between MCY and YUM?
The MCY/YUM correlation stands at 0.44 on a 3-year window (1 year: 0.62, 5 years: 0.41), computed from weekly returns as of 2026-08-27.
Is YUM a good diversifier for MCY?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.44 mean?
On the −1 to +1 scale, 0.44 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/mcy-vs-yum.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/mcy-vs-yum/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MCY correlations · YUM correlations
