The yield stress is a defining feature of amorphous materials which is difficult to analyze theoretically, because it stems from the strongly nonlinear response of an arrested solid to an applied deformation. Mode-coupling theory predicts the flow curves of materials undergoing a glass transition and thus offers predictions for the yield stress of amorphous solids. We use this approach to analyze several classes of disordered solids, using simple models of hard-sphere glasses, soft glasses, and metallic glasses for which the mode-coupling predictions can be directly compared to the outcome of numerical measurements. The theory correctly describes the emergence of a yield stress of entropic nature in hard-sphere glasses, and its rapid growth as density approaches random close packing at qualitative level. By contrast, the emergence of solid behavior in soft and metallic glasses, which originates from direct particle interactions is not well described by the theory. We show that similar shortcomings arise in the description of the caging dynamics of the glass phase at rest. We discuss the range of applicability of mode-coupling theory to understand the yield stress and nonlinear rheology of amorphous materials.