ADT vs. PEP

Last updated Apr 1, 2026

Compare and contrast key facts about ADT Inc. (ADT) and PepsiCo, Inc. (PEP).

Performance

ADT vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADT Inc. (ADT) and PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

ADT vs. PEP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ADT ADT Inc.	-17.90%	20.02%	4.53%	-23.14%	9.80%	8.86%	1.02%	45.94%	-50.67%
PEP PepsiCo, Inc.	9.17%	-1.85%	-7.60%	-3.29%	6.78%	20.56%	11.67%	27.38%	-5.01%

Fundamentals

Market Cap ADT : $5.42B PEP : $212.90B
EPS ADT : $0.69 PEP : $6.00
PE Ratio ADT : 9.57 PEP : 25.86
PEG Ratio ADT : 0.26 PEP : 9.18
PS Ratio ADT : 1.11 PEP : 2.27
PB Ratio ADT : 1.43 PEP : 10.43
Total Revenue (TTM) ADT : $5.13B PEP : $93.93B
Gross Profit (TTM) ADT : $4.15B PEP : $50.86B
EBITDA (TTM) ADT : $2.44B PEP : $14.39B

Returns By Period

In the year-to-date period, ADT achieves a -17.90% return, which is significantly lower than PEP's 9.17% return.

ADT

• 1D: 1.55%
• 1M: -17.39%
• YTD: -17.90%
• 6M: -23.41%
• 1Y: -16.97%
• 3Y*: -0.39%
• 5Y*: -2.65%
• 10Y*: —

PEP

• 1D: -0.98%
• 1M: -7.70%
• YTD: 9.17%
• 6M: 12.65%
• 1Y: 7.72%
• 3Y*: -1.95%
• 5Y*: 5.12%
• 10Y*: 7.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ADT vs. PEP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADT

ADT Risk / Return Rank: 14
ADT Sharpe Ratio Rank: 15
ADT Sortino Ratio Rank: 17
ADT Omega Ratio Rank: 16
ADT Calmar Ratio Rank: 21
ADT Martin Ratio Rank: 3

PEP

PEP Risk / Return Rank: 52
PEP Sharpe Ratio Rank: 55
PEP Sortino Ratio Rank: 48
PEP Omega Ratio Rank: 45
PEP Calmar Ratio Rank: 55
PEP Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADT vs. PEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ADT Inc. (ADT) and PepsiCo, Inc. (PEP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ADT	PEP	Difference
Sharpe ratio Return per unit of total volatility	-0.62	0.35	-0.97
Sortino ratio Return per unit of downside risk	-0.67	0.70	-1.37
Omega ratio Gain probability vs. loss probability	0.91	1.08	-0.17
Calmar ratio Return relative to maximum drawdown	-0.62	0.54	-1.16
Martin ratio Return relative to average drawdown	-1.83	1.11	-2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADT vs. PEP - Sharpe Ratio Comparison

The current ADT Sharpe Ratio is -0.62, which is lower than the PEP Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ADT and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ADT	PEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	0.35	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.28	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.39	-0.48

Correlation

The correlation between ADT and PEP is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ADT vs. PEP - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 3.35%, less than PEP's 3.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADT ADT Inc.	3.35%	2.73%	3.18%	2.05%	1.54%	1.66%	1.78%	10.59%	2.33%	0.00%	0.00%	0.00%
PEP PepsiCo, Inc.	3.66%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%

Drawdowns

ADT vs. PEP - Drawdown Comparison

The maximum ADT drawdown since its inception was -67.19%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for ADT and PEP.

Drawdown Indicators

	ADT	PEP	Difference
Max Drawdown Largest peak-to-trough decline	-67.19%	-73.92%	+6.73%
Max Drawdown (1Y) Largest decline over 1 year	-26.80%	-15.14%	-11.66%
Max Drawdown (5Y) Largest decline over 5 years	-54.36%	-30.32%	-24.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.32%	—
Current Drawdown Current decline from peak	-44.46%	-12.39%	-32.07%
Average Drawdown Average peak-to-trough decline	-38.86%	-13.64%	-25.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.05%	7.37%	+1.68%

Volatility

ADT vs. PEP - Volatility Comparison

ADT Inc. (ADT) has a higher volatility of 7.96% compared to PepsiCo, Inc. (PEP) at 5.35%. This indicates that ADT's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADT	PEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	5.35%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	21.26%	14.83%	+6.43%
Volatility (1Y) Calculated over the trailing 1-year period	27.38%	22.46%	+4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.18%	18.11%	+20.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.56%	19.55%	+29.01%

Financials