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

Correlation

The correlation between CELH and PEP is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

CELH vs. PEP - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
70.89%
281.53%
CELH
PEP

Key characteristics

Sharpe Ratio

CELH:

-0.81

PEP:

-0.58

Sortino Ratio

CELH:

-1.26

PEP:

-0.70

Omega Ratio

CELH:

0.86

PEP:

0.91

Calmar Ratio

CELH:

-0.70

PEP:

-0.46

Martin Ratio

CELH:

-0.93

PEP:

-1.03

Ulcer Index

CELH:

58.46%

PEP:

10.42%

Daily Std Dev

CELH:

67.14%

PEP:

18.49%

Max Drawdown

CELH:

-99.79%

PEP:

-40.41%

Current Drawdown

CELH:

-62.54%

PEP:

-20.47%

Fundamentals

Market Cap

CELH:

$9.27B

PEP:

$207.58B

EPS

CELH:

$0.45

PEP:

$6.95

PE Ratio

CELH:

80.00

PEP:

21.78

PEG Ratio

CELH:

1.17

PEP:

2.57

Total Revenue (TTM)

CELH:

$999.92M

PEP:

$73.60B

Gross Profit (TTM)

CELH:

$496.58M

PEP:

$40.11B

EBITDA (TTM)

CELH:

$86.86M

PEP:

$13.14B

Returns By Period

In the year-to-date period, CELH achieves a 36.67% return, which is significantly higher than PEP's -2.73% return. Over the past 10 years, CELH has outperformed PEP with an annualized return of 55.72%, while PEP has yielded a comparatively lower 7.42% annualized return.


CELH

YTD

36.67%

1M

39.00%

6M

21.05%

1Y

-53.03%

5Y*

95.32%

10Y*

55.72%

PEP

YTD

-2.73%

1M

-3.88%

6M

-11.20%

1Y

-10.71%

5Y*

6.38%

10Y*

7.42%

*Annualized

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Risk-Adjusted Performance

CELH vs. PEP — Risk-Adjusted Performance Rank

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

CELH
The Risk-Adjusted Performance Rank of CELH is 1717
Overall Rank
The Sharpe Ratio Rank of CELH is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of CELH is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CELH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CELH is 1212
Calmar Ratio Rank
The Martin Ratio Rank of CELH is 3434
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 2525
Overall Rank
The Sharpe Ratio Rank of PEP is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for CELH, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
CELH: -0.79
PEP: -0.58
The chart of Sortino ratio for CELH, currently valued at -1.20, compared to the broader market-6.00-4.00-2.000.002.004.00
CELH: -1.20
PEP: -0.70
The chart of Omega ratio for CELH, currently valued at 0.87, compared to the broader market0.501.001.502.00
CELH: 0.87
PEP: 0.91
The chart of Calmar ratio for CELH, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
CELH: -0.68
PEP: -0.46
The chart of Martin ratio for CELH, currently valued at -0.91, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CELH: -0.91
PEP: -1.03

The current CELH Sharpe Ratio is -0.81, which is lower than the PEP Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of CELH 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.79
-0.58
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 3.71%.


TTM20242023202220212020201920182017201620152014
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.
3.71%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.54%
-20.47%
CELH
PEP

Volatility

CELH vs. PEP - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 17.00% compared to PepsiCo, Inc. (PEP) at 6.62%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
17.00%
6.62%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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