EL vs. PEP
Compare and contrast key facts about The Estee Lauder Companies Inc. (EL) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EL or PEP.
Performance
EL vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, EL achieves a -55.08% return, which is significantly lower than PEP's -4.60% return. Over the past 10 years, EL has underperformed PEP with an annualized return of -0.02%, while PEP has yielded a comparatively higher 7.92% annualized return.
EL
-55.08%
-28.29%
-50.13%
-46.66%
-18.96%
-0.02%
PEP
-4.60%
-9.56%
-10.82%
-2.10%
6.44%
7.92%
Fundamentals
| EL | PEP | |
|---|---|---|
| Market Cap | $23.18B | $225.47B |
| EPS | $0.56 | $6.79 |
| PE Ratio | 115.30 | 24.20 |
| PEG Ratio | 0.96 | 1.95 |
| Total Revenue (TTM) | $15.43B | $91.92B |
| Gross Profit (TTM) | $11.14B | $50.43B |
| EBITDA (TTM) | $1.81B | $17.69B |
Key characteristics
| EL | PEP | |
|---|---|---|
| Sharpe Ratio | -1.05 | -0.16 |
| Sortino Ratio | -1.52 | -0.12 |
| Omega Ratio | 0.80 | 0.99 |
| Calmar Ratio | -0.56 | -0.17 |
| Martin Ratio | -1.61 | -0.54 |
| Ulcer Index | 28.72% | 4.91% |
| Daily Std Dev | 44.09% | 16.33% |
| Max Drawdown | -82.39% | -40.41% |
| Current Drawdown | -81.88% | -15.59% |
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Correlation
The correlation between EL and PEP is 0.30, 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
EL vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) 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.
Dividends
EL vs. PEP - Dividend Comparison
EL's dividend yield for the trailing twelve months is around 4.09%, more than PEP's 3.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 4.09% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% |
PEP PepsiCo, Inc. | 3.32% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
EL vs. PEP - Drawdown Comparison
The maximum EL drawdown since its inception was -82.39%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for EL and PEP. For additional features, visit the drawdowns tool.
Volatility
EL vs. PEP - Volatility Comparison
The Estee Lauder Companies Inc. (EL) has a higher volatility of 25.07% compared to PepsiCo, Inc. (PEP) at 4.82%. This indicates that EL'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.
Financials
EL vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between The Estee Lauder Companies 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.
Total Revenue: Total amount of money received from sales and other business activities