BP vs. PEP
Compare and contrast key facts about BP p.l.c. (BP) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BP or PEP.
Key characteristics
| BP | PEP | |
|---|---|---|
| YTD Return | -1.48% | 1.62% |
| 1Y Return | 8.73% | 11.63% |
| 5Y Return (Ann) | -0.58% | 15.85% |
| 10Y Return (Ann) | 3.51% | 11.65% |
| Sharpe Ratio | 0.25 | 0.71 |
| Daily Std Dev | 32.23% | 16.33% |
| Max Drawdown | -69.45% | -40.41% |
Fundamentals
| BP | PEP | |
|---|---|---|
| Market Cap | $102.34B | $250.20B |
| EPS | $8.18 | $4.75 |
| PE Ratio | 4.28 | 38.23 |
| PEG Ratio | 13.74 | 3.10 |
| Revenue (TTM) | $246.70B | $88.04B |
| Gross Profit (TTM) | $70.17B | $46.05B |
| EBITDA (TTM) | $59.24B | $14.82B |
Correlation
The correlation between BP and PEP is 0.20, 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.
BP vs. PEP - Performance Comparison
In the year-to-date period, BP achieves a -1.48% return, which is significantly lower than PEP's 1.62% return. Over the past 10 years, BP has underperformed PEP with an annualized return of 3.51%, while PEP has yielded a comparatively higher 11.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BP vs. PEP - Dividend Comparison
BP's dividend yield for the trailing twelve months is around 6.43%, more than PEP's 3.81% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BP BP p.l.c. | 6.43% | 4.02% | 5.15% | 10.32% | 7.88% | 8.24% | 7.77% | 9.32% | 12.02% | 10.22% | 7.88% | 8.75% |
PEP PepsiCo, Inc. | 3.81% | 2.52% | 2.53% | 2.89% | 3.04% | 3.66% | 3.08% | 3.39% | 3.41% | 3.40% | 3.52% | 4.17% |
BP vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BP BP p.l.c. | 0.25 | ||||
PEP PepsiCo, Inc. | 0.71 |
BP vs. PEP - Drawdown Comparison
The maximum BP drawdown for the period was -16.78%, lower than the maximum PEP drawdown of -9.03%. The drawdown chart below compares losses from any high point along the way for BP and PEP
BP vs. PEP - Volatility Comparison
BP p.l.c. (BP) has a higher volatility of 6.27% compared to PepsiCo, Inc. (PEP) at 3.57%. This indicates that BP'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.