PepsiCo, Inc. (PEP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
PepsiCo, Inc. (PEP): 1Y return 6.4%, Sharpe ratio 0.38, volatility 22.2%, max drawdown -19.0%. A Stock in the Equity asset class. Compare PEP with other assets and invest through your own broker with pfolio.
PepsiCo, Inc. (PEP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PEP Performance
- MTD
- Return: 2.3%, Sharpe: 1.98, Volatility: 34.7%, Max Drawdown: -5.2%
- YTD
- Return: -1.6%, Sharpe: -0.02, Volatility: 22.3%, Max Drawdown: -19.0%
- 1Y
- Return: 6.4%, Sharpe: 0.38, Volatility: 22.2%, Max Drawdown: -19.0%
- 5Y
- Return: 6.1%, Sharpe: 0.15, Volatility: 18.3%, Max Drawdown: -30.3%
- 10Y
- Return: 71.1%, Sharpe: 0.36, Volatility: 19.4%, Max Drawdown: -30.3%
Frequently Asked Questions
- What is PepsiCo, Inc. (PEP)?
- PepsiCo, Inc. (PEP) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does PEP compare to other assets?
- You can compare PEP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PEP through pfolio?
- pfolio helps you build diversified portfolios that may include PEP. You invest through your own broker — pfolio provides the analytics.