Variability in consumer practices and choices is typically not addressed in comparisons of environmental impacts of traditional shopping and e-commerce. Here, we developed a stochastic model to quantify the variability in the greenhouse gas (GHG) footprints of product distribution and purchase of fast-moving consumer goods (FMCGs) via three prevalent retail channels in the United Kingdom (U.K.). We found that shopping via bricks and clicks (click and fulfillment via physical store delivery) most likely decreases the GHG footprints when substituting traditional shopping, while FMCGs purchased through pure players with parcel delivery often have higher GHG footprints compared to those purchased via traditional retail. The number of items purchased and the last-mile travel distance are the dominant contributors to the variability in the GHG footprints of all three retail channels. We further showed that substituting delivery vans with electric cargo bikes can lead to a GHG emission reduction of 26% via parcel delivery. Finally, we showed the differences in the "last mile" GHG footprint of traditional shopping in the U.K. compared to three other countries (China, Netherlands, and the United States), which are primarily caused by the different shares of modes of transport (walking and by car, bus, and bike).