MMO-Champion has an unofficial breakdown of companion pet statistics (~6.4 million level 85 character sample size, many toons are alts). The full list of pet stats can be found in the comments of the post.
According to these stats, Mr. Chilly is the most common while rarest is Poley.
What I found most amusing about this particular post was one of the comments: "Kinda surprised about the Lump of Coal. I figured that'd be something nearly everyone would've gotten after a week or so of doing the daily."
HAH, I say. HAH.
Really though, Lumpy being nearly on par with pets that require RL money... that says just how bad of a droprate it is. And yes, I realize that this is just a small sample size, plus the first year in which Lumpy is offered therefore a likely somewhat inaccurate breakdown for this specific companion. Still. Doesn't exactly inspire confidence in the droprate or the holiday loot system, does it?