ETH-USD vs. PEP
ETH-USD (Ethereum) is a cryptocurrency, while PEP (PepsiCo, Inc.) is a stock. Over the past 10 years, ETH-USD returned 57.05%/yr vs 6.62%/yr for PEP. At a 0.05 correlation, their price movements are largely independent.
Performance
ETH-USD vs. PEP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than PEP's 2.49% return. Over the past 10 years, ETH-USD has outperformed PEP with an annualized return of 57.05%, while PEP has yielded a comparatively lower 6.62% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
PEP
- 1D
- 0.38%
- 1M
- -1.94%
- YTD
- 2.49%
- 6M
- -2.36%
- 1Y
- 14.62%
- 3Y*
- -4.09%
- 5Y*
- 2.73%
- 10Y*
- 6.62%
ETH-USD vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between ETH-USD and PEP is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.05 |
The correlation between ETH-USD and PEP shifts across timeframes, from -0.10 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETH-USD vs. PEP — Risk / Return Rank
ETH-USD
PEP
ETH-USD vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETH-USD | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.83 | -1.34 |
| Martin ratioReturn relative to average drawdown | -0.89 | 2.11 | -2.99 |
Loading charts...
Drawdowns
ETH-USD vs. PEP - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than PEP's maximum drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for ETH-USD and PEP.
Loading charts...
Drawdown Indicators
| ETH-USD | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -73.92% | -20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -16.25% | -51.28% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -29.17% | -38.36% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -30.32% | -49.03% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -30.32% | -63.69% |
Current DrawdownCurrent decline from peak | -65.20% | -17.75% | -47.45% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -13.65% | -37.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 6.37% | +39.12% |
Volatility
ETH-USD vs. PEP - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to PepsiCo, Inc. (PEP) at 5.39%. This indicates that ETH-USD'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.
Loading charts...
Volatility by Period
| ETH-USD | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 5.39% | +11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 14.62% | +31.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 21.71% | +34.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 18.39% | +41.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 19.67% | +58.21% |
Frequently Asked Questions
ETH-USD and PEP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to PEP (5.39%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs PEP's -73.92%.
PEP currently has the higher Sharpe Ratio (0.62 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ETH-USD and PEP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer