PepsiCo, Inc. (PEP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
PepsiCo, Inc. (PEP): 1Y return -12.2%, Sharpe ratio -0.52, volatility 20.3%, max drawdown -25.2%. 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: -0.0%, Sharpe: 0.08, Volatility: 27.5%, Max Drawdown: -2.4%
- YTD
- Return: -9.0%, Sharpe: -0.44, Volatility: 21.4%, Max Drawdown: -25.2%
- 1Y
- Return: -12.2%, Sharpe: -0.52, Volatility: 20.3%, Max Drawdown: -25.2%
- 5Y
- Return: -5.1%, Sharpe: 0.04, Volatility: 18.6%, Max Drawdown: -30.3%
- 10Y
- Return: 62.8%, Sharpe: 0.34, Volatility: 19.6%, 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.