PepsiCo, Inc. (PEP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
PepsiCo, Inc. (PEP): 1Y return -1.6%, Sharpe ratio 0.03, volatility 20.9%, max drawdown -19.3%. 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: 0.1%, Sharpe: 0.17, Volatility: 16.4%, Max Drawdown: -3.4%
- YTD
- Return: -0.7%, Sharpe: 0.06, Volatility: 22.0%, Max Drawdown: -19.3%
- 1Y
- Return: -1.6%, Sharpe: 0.03, Volatility: 20.9%, Max Drawdown: -19.3%
- 5Y
- Return: 5.6%, Sharpe: 0.15, Volatility: 18.5%, Max Drawdown: -30.3%
- 10Y
- Return: 76.6%, Sharpe: 0.38, Volatility: 19.5%, 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.