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

Correlation

The correlation between FIVE and PEP is 0.19, 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.


-0.50.00.51.00.2

Performance

FIVE vs. PEP - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.53%
-5.84%
FIVE
PEP

Key characteristics

Sharpe Ratio

FIVE:

-0.86

PEP:

-0.35

Sortino Ratio

FIVE:

-1.08

PEP:

-0.39

Omega Ratio

FIVE:

0.85

PEP:

0.95

Calmar Ratio

FIVE:

-0.61

PEP:

-0.33

Martin Ratio

FIVE:

-0.98

PEP:

-0.96

Ulcer Index

FIVE:

45.05%

PEP:

5.86%

Daily Std Dev

FIVE:

51.44%

PEP:

16.24%

Max Drawdown

FIVE:

-72.49%

PEP:

-40.41%

Current Drawdown

FIVE:

-54.98%

PEP:

-16.95%

Fundamentals

Market Cap

FIVE:

$5.78B

PEP:

$214.22B

EPS

FIVE:

$4.83

PEP:

$6.78

PE Ratio

FIVE:

21.75

PEP:

23.03

PEG Ratio

FIVE:

0.83

PEP:

1.86

Total Revenue (TTM)

FIVE:

$3.82B

PEP:

$91.92B

Gross Profit (TTM)

FIVE:

$1.23B

PEP:

$50.43B

EBITDA (TTM)

FIVE:

$504.52M

PEP:

$16.26B

Returns By Period

In the year-to-date period, FIVE achieves a -50.12% return, which is significantly lower than PEP's -6.15% return. Over the past 10 years, FIVE has outperformed PEP with an annualized return of 10.62%, while PEP has yielded a comparatively lower 8.05% annualized return.


FIVE

YTD

-50.12%

1M

22.71%

6M

-6.67%

1Y

-46.29%

5Y*

-3.21%

10Y*

10.62%

PEP

YTD

-6.15%

1M

-1.63%

6M

-5.73%

1Y

-5.09%

5Y*

5.29%

10Y*

8.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FIVE vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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 FIVE, currently valued at -0.86, compared to the broader market-4.00-2.000.002.00-0.86-0.35
The chart of Sortino ratio for FIVE, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.08-0.39
The chart of Omega ratio for FIVE, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.95
The chart of Calmar ratio for FIVE, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61-0.33
The chart of Martin ratio for FIVE, currently valued at -0.98, compared to the broader market0.0010.0020.00-0.98-0.96
FIVE
PEP

The current FIVE Sharpe Ratio is -0.86, which is lower than the PEP Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FIVE 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.86
-0.35
FIVE
PEP

Dividends

FIVE vs. PEP - Dividend Comparison

FIVE has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.45%.


TTM20232022202120202019201820172016201520142013
FIVE
Five Below, 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.
3.45%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%

Drawdowns

FIVE vs. PEP - Drawdown Comparison

The maximum FIVE drawdown since its inception was -72.49%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for FIVE and PEP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.98%
-16.95%
FIVE
PEP

Volatility

FIVE vs. PEP - Volatility Comparison

Five Below, Inc. (FIVE) has a higher volatility of 16.89% compared to PepsiCo, Inc. (PEP) at 4.34%. This indicates that FIVE'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%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.89%
4.34%
FIVE
PEP

Financials

FIVE vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Five Below, 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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