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CELH vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CELHPEP
YTD Return71.48%8.03%
1Y Return116.40%0.76%
3Y Return (Ann)67.28%10.40%
5Y Return (Ann)132.73%10.14%
10Y Return (Ann)84.11%10.98%
Sharpe Ratio2.020.03
Daily Std Dev56.43%16.20%
Max Drawdown-99.79%-40.41%
Current Drawdown-2.73%-4.41%

Fundamentals


CELHPEP
Market Cap$21.68B$250.47B
EPS$0.91$6.63
PE Ratio102.2227.48
PEG Ratio2.472.78
Revenue (TTM)$1.41B$91.88B
Gross Profit (TTM)$270.87M$46.05B
EBITDA (TTM)$308.55M$16.38B

Correlation

-0.50.00.51.00.1

The correlation between CELH and PEP is 0.07, 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.

Performance

CELH vs. PEP - Performance Comparison

In the year-to-date period, CELH achieves a 71.48% return, which is significantly higher than PEP's 8.03% return. Over the past 10 years, CELH has outperformed PEP with an annualized return of 84.11%, while PEP has yielded a comparatively lower 10.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%December2024FebruaryMarchAprilMay
112,132.89%
373.06%
CELH
PEP

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Celsius Holdings, Inc.

PepsiCo, Inc.

Risk-Adjusted Performance

CELH vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) 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.


CELH
Sharpe ratio
The chart of Sharpe ratio for CELH, currently valued at 2.02, compared to the broader market-2.00-1.000.001.002.003.004.002.02
Sortino ratio
The chart of Sortino ratio for CELH, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for CELH, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for CELH, currently valued at 4.01, compared to the broader market0.002.004.006.004.01
Martin ratio
The chart of Martin ratio for CELH, currently valued at 7.38, compared to the broader market-10.000.0010.0020.0030.007.38
PEP
Sharpe ratio
The chart of Sharpe ratio for PEP, currently valued at 0.03, compared to the broader market-2.00-1.000.001.002.003.004.000.03
Sortino ratio
The chart of Sortino ratio for PEP, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.006.000.15
Omega ratio
The chart of Omega ratio for PEP, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for PEP, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for PEP, currently valued at 0.05, compared to the broader market-10.000.0010.0020.0030.000.05

CELH vs. PEP - Sharpe Ratio Comparison

The current CELH Sharpe Ratio is 2.02, which is higher than the PEP Sharpe Ratio of 0.03. The chart below compares the 12-month rolling Sharpe Ratio of CELH and PEP.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.02
0.03
CELH
PEP

Dividends

CELH vs. PEP - Dividend Comparison

CELH has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 2.78%.


TTM20232022202120202019201820172016201520142013
CELH
Celsius Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.
2.78%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%

Drawdowns

CELH vs. PEP - Drawdown Comparison

The maximum CELH drawdown since its inception was -99.79%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for CELH and PEP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.73%
-4.41%
CELH
PEP

Volatility

CELH vs. PEP - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 11.57% compared to PepsiCo, Inc. (PEP) at 4.72%. This indicates that CELH'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.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
11.57%
4.72%
CELH
PEP

Financials

CELH vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Celsius Holdings, Inc. and PepsiCo, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items