IAK vs. PEP
Compare and contrast key facts about iShares U.S. Insurance ETF (IAK) and PepsiCo, Inc. (PEP).
IAK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Insurance Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAK or PEP.
Key characteristics
| IAK | PEP | |
|---|---|---|
| YTD Return | 33.25% | -1.03% |
| 1Y Return | 39.89% | 1.47% |
| 3Y Return (Ann) | 18.34% | 3.21% |
| 5Y Return (Ann) | 15.55% | 7.30% |
| 10Y Return (Ann) | 12.63% | 8.44% |
| Sharpe Ratio | 2.85 | 0.12 |
| Sortino Ratio | 3.71 | 0.29 |
| Omega Ratio | 1.51 | 1.03 |
| Calmar Ratio | 6.17 | 0.13 |
| Martin Ratio | 18.03 | 0.41 |
| Ulcer Index | 2.29% | 4.70% |
| Daily Std Dev | 14.51% | 15.86% |
| Max Drawdown | -77.38% | -40.41% |
| Current Drawdown | -1.09% | -12.42% |
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.
Performance
IAK vs. PEP - Performance Comparison
In the year-to-date period, IAK achieves a 33.25% return, which is significantly higher than PEP's -1.03% return. Over the past 10 years, IAK has outperformed PEP with an annualized return of 12.63%, while PEP has yielded a comparatively lower 8.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
IAK vs. PEP - Dividend Comparison
IAK's dividend yield for the trailing twelve months is around 1.20%, less than PEP's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 1.20% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.14% |
PEP PepsiCo, Inc. | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
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.
Volatility
IAK vs. PEP - Volatility Comparison
iShares U.S. Insurance ETF (IAK) has a higher volatility of 6.06% compared to PepsiCo, Inc. (PEP) at 3.22%. This indicates that IAK'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.