We first provide a stochastic formula for the Carathéodory distance in terms of general Markovian couplings and prove a comparison result between the Carathéodory distance and the complete Kähler metric with a negative lower curvature bound using the Kendall-Cranston coupling. This probabilistic approach gives a version of the Schwarz lemma on complete non-compact Kähler manifolds with a further decomposition Ricci curvature into the orthogonal Ricci curvature and the holomorphic sectional curvature, which cannot be obtained by using Yau--Royden's Schwarz lemma. We also prove coupling estimates on quaternionic Kähler manifolds. As a byproduct, we obtain an improved gradient estimate of positive harmonic functions on Kähler manifolds and quaternionic Kähler manifolds under lower curvature bounds.