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

Correlation

The correlation between FAT and PEP is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

FAT vs. PEP - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
118.15%
49.06%
FAT
PEP

Key characteristics

Sharpe Ratio

FAT:

-0.48

PEP:

-0.98

Sortino Ratio

FAT:

-0.35

PEP:

-1.30

Omega Ratio

FAT:

0.95

PEP:

0.84

Calmar Ratio

FAT:

-0.50

PEP:

-0.71

Martin Ratio

FAT:

-1.11

PEP:

-1.71

Ulcer Index

FAT:

25.01%

PEP:

11.43%

Daily Std Dev

FAT:

57.72%

PEP:

19.52%

Max Drawdown

FAT:

-78.79%

PEP:

-40.41%

Current Drawdown

FAT:

-48.19%

PEP:

-27.63%

Fundamentals

Market Cap

FAT:

$47.98M

PEP:

$185.55B

EPS

FAT:

-$11.60

PEP:

$6.96

PS Ratio

FAT:

0.08

PEP:

2.02

PB Ratio

FAT:

12.81

PEP:

10.81

Total Revenue (TTM)

FAT:

$440.69M

PEP:

$91.52B

Gross Profit (TTM)

FAT:

$114.50M

PEP:

$50.10B

EBITDA (TTM)

FAT:

-$22.27M

PEP:

$15.72B

Returns By Period

In the year-to-date period, FAT achieves a -9.58% return, which is significantly higher than PEP's -11.51% return.


FAT

YTD

-9.58%

1M

-7.59%

6M

-4.35%

1Y

-27.73%

5Y*

43.40%

10Y*

N/A

PEP

YTD

-11.51%

1M

-10.27%

6M

-21.00%

1Y

-21.99%

5Y*

2.82%

10Y*

6.61%

*Annualized

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Risk-Adjusted Performance

FAT vs. PEP — Risk-Adjusted Performance Rank

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

FAT
The Risk-Adjusted Performance Rank of FAT is 2525
Overall Rank
The Sharpe Ratio Rank of FAT is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FAT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FAT is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FAT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FAT is 2424
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 77
Overall Rank
The Sharpe Ratio Rank of PEP is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 88
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 99
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 44
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.

FAT vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) 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.


The chart of Sharpe ratio for FAT, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.00
FAT: -0.48
PEP: -0.98
The chart of Sortino ratio for FAT, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
FAT: -0.35
PEP: -1.30
The chart of Omega ratio for FAT, currently valued at 0.95, compared to the broader market0.501.001.502.00
FAT: 0.95
PEP: 0.84
The chart of Calmar ratio for FAT, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
FAT: -0.50
PEP: -0.71
The chart of Martin ratio for FAT, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.00
FAT: -1.11
PEP: -1.71

The current FAT Sharpe Ratio is -0.48, which is higher than the PEP Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of FAT 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.48
-0.98
FAT
PEP

Dividends

FAT vs. PEP - Dividend Comparison

FAT's dividend yield for the trailing twelve months is around 8.74%, more than PEP's 4.08% yield.


TTM20242023202220212020201920182017201620152014
FAT
FAT Brands Inc.
8.74%10.53%9.25%10.92%4.91%0.00%6.37%18.89%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.
4.08%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

FAT vs. PEP - Drawdown Comparison

The maximum FAT drawdown since its inception was -78.79%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for FAT and PEP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-48.19%
-27.63%
FAT
PEP

Volatility

FAT vs. PEP - Volatility Comparison

FAT Brands Inc. (FAT) has a higher volatility of 22.06% compared to PepsiCo, Inc. (PEP) at 9.14%. This indicates that FAT'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%NovemberDecember2025FebruaryMarchApril
22.06%
9.14%
FAT
PEP

Financials

FAT vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between FAT Brands 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