Thistle boosts yao's damage by a good margin . However yaynyan doesn't boost her damage at all . She is just there to detonate the burn and deal an good amount of damage .Yao is a monster by herself for short battles

After ulti Yanyan's AA consumes all burn marks, this is why she has decent damage too. Burn comp is sort of a two carries team, Yao is the hype carry and Yanyan is a sub carry imo.