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

Performance

COKE vs. PEP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
25.01%
-12.11%
COKE
PEP

Returns By Period

In the year-to-date period, COKE achieves a 34.74% return, which is significantly higher than PEP's -5.57% return. Over the past 10 years, COKE has outperformed PEP with an annualized return of 30.43%, while PEP has yielded a comparatively lower 7.80% annualized return.


COKE

YTD

34.74%

1M

-4.77%

6M

25.01%

1Y

74.63%

5Y (annualized)

35.12%

10Y (annualized)

30.43%

PEP

YTD

-5.57%

1M

-10.48%

6M

-12.11%

1Y

-2.96%

5Y (annualized)

6.19%

10Y (annualized)

7.80%

Fundamentals


COKEPEP
Market Cap$10.59B$225.47B
EPS$57.75$6.79
PE Ratio20.9424.20
PEG Ratio0.001.95
Total Revenue (TTM)$6.78B$91.92B
Gross Profit (TTM)$2.70B$50.43B
EBITDA (TTM)$1.16B$17.69B

Key characteristics


COKEPEP
Sharpe Ratio2.35-0.19
Sortino Ratio3.47-0.16
Omega Ratio1.440.98
Calmar Ratio4.50-0.19
Martin Ratio11.20-0.62
Ulcer Index6.80%4.98%
Daily Std Dev32.47%16.33%
Max Drawdown-54.34%-40.41%
Current Drawdown-9.58%-16.44%

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Correlation

-0.50.00.51.00.2

The correlation between COKE and PEP is 0.21, 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.

Risk-Adjusted Performance

COKE vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) 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 COKE, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.35-0.19
The chart of Sortino ratio for COKE, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.003.47-0.16
The chart of Omega ratio for COKE, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.98
The chart of Calmar ratio for COKE, currently valued at 4.50, compared to the broader market0.002.004.006.004.50-0.19
The chart of Martin ratio for COKE, currently valued at 11.20, compared to the broader market-10.000.0010.0020.0030.0011.20-0.62
COKE
PEP

The current COKE Sharpe Ratio is 2.35, which is higher than the PEP Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of COKE 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.35
-0.19
COKE
PEP

Dividends

COKE vs. PEP - Dividend Comparison

COKE's dividend yield for the trailing twelve months is around 1.63%, less than PEP's 3.36% yield.


TTM20232022202120202019201820172016201520142013
COKE
Coca-Cola Consolidated, Inc.
1.63%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%1.14%1.37%
PEP
PepsiCo, Inc.
3.36%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%2.70%

Drawdowns

COKE vs. PEP - Drawdown Comparison

The maximum COKE drawdown since its inception was -54.34%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for COKE and PEP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.58%
-16.44%
COKE
PEP

Volatility

COKE vs. PEP - Volatility Comparison

Coca-Cola Consolidated, Inc. (COKE) has a higher volatility of 8.93% compared to PepsiCo, Inc. (PEP) at 4.82%. This indicates that COKE'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%JuneJulyAugustSeptemberOctoberNovember
8.93%
4.82%
COKE
PEP

Financials

COKE vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Coca-Cola Consolidated, 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