PortfoliosLab logo
IAK vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAK and PEP is 0.41, 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.


-0.50.00.51.00.4

Performance

IAK vs. PEP - Performance Comparison

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

250.00%300.00%350.00%400.00%SeptemberOctoberNovemberDecember2025February
254.41%
341.42%
IAK
PEP

Key characteristics

Sharpe Ratio

IAK:

1.18

PEP:

-0.34

Sortino Ratio

IAK:

1.67

PEP:

-0.37

Omega Ratio

IAK:

1.22

PEP:

0.95

Calmar Ratio

IAK:

1.63

PEP:

-0.26

Martin Ratio

IAK:

4.65

PEP:

-0.67

Ulcer Index

IAK:

3.97%

PEP:

9.03%

Daily Std Dev

IAK:

15.70%

PEP:

17.65%

Max Drawdown

IAK:

-77.38%

PEP:

-40.41%

Current Drawdown

IAK:

-6.84%

PEP:

-17.46%

Returns By Period

In the year-to-date period, IAK achieves a 1.20% return, which is significantly higher than PEP's 0.95% return. Over the past 10 years, IAK has outperformed PEP with an annualized return of 12.17%, while PEP has yielded a comparatively lower 7.54% annualized return.


IAK

YTD

1.20%

1M

1.23%

6M

3.49%

1Y

16.84%

5Y*

14.44%

10Y*

12.17%

PEP

YTD

0.95%

1M

3.28%

6M

-11.31%

1Y

-6.59%

5Y*

4.45%

10Y*

7.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IAK vs. PEP — Risk-Adjusted Performance Rank

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

IAK
The Risk-Adjusted Performance Rank of IAK is 5151
Overall Rank
The Sharpe Ratio Rank of IAK is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of IAK is 4848
Sortino Ratio Rank
The Omega Ratio Rank of IAK is 4949
Omega Ratio Rank
The Calmar Ratio Rank of IAK is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IAK is 4848
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 2828
Overall Rank
The Sharpe Ratio Rank of PEP is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 3333
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.

IAK vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) 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 IAK, currently valued at 1.18, compared to the broader market0.002.004.001.18-0.34
The chart of Sortino ratio for IAK, currently valued at 1.67, compared to the broader market0.005.0010.001.67-0.37
The chart of Omega ratio for IAK, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.220.95
The chart of Calmar ratio for IAK, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.001.63-0.26
The chart of Martin ratio for IAK, currently valued at 4.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.65-0.67
IAK
PEP

The current IAK Sharpe Ratio is 1.18, which is higher than the PEP Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of IAK 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.18
-0.34
IAK
PEP

Dividends

IAK vs. PEP - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 1.48%, less than PEP's 3.47% yield.


TTM20242023202220212020201920182017201620152014
IAK
iShares U.S. Insurance ETF
1.48%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%
PEP
PepsiCo, Inc.
3.47%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

IAK vs. PEP - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for IAK and PEP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.84%
-17.46%
IAK
PEP

Volatility

IAK vs. PEP - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 4.16%, while PepsiCo, Inc. (PEP) has a volatility of 8.23%. This indicates that IAK experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.16%
8.23%
IAK
PEP