NOC vs. PEP
Compare and contrast key facts about Northrop Grumman Corporation (NOC) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOC or PEP.
Key characteristics
NOC | PEP | |
---|---|---|
YTD Return | 4.32% | 3.91% |
1Y Return | 10.20% | -6.20% |
3Y Return (Ann) | 12.93% | 9.72% |
5Y Return (Ann) | 12.58% | 9.60% |
10Y Return (Ann) | 16.90% | 10.59% |
Sharpe Ratio | 0.32 | -0.36 |
Daily Std Dev | 21.27% | 16.22% |
Max Drawdown | -69.38% | -40.41% |
Current Drawdown | -9.29% | -8.05% |
Fundamentals
NOC | PEP | |
---|---|---|
Market Cap | $71.17B | $241.39B |
EPS | $14.37 | $6.64 |
PE Ratio | 33.43 | 26.44 |
PEG Ratio | 0.91 | 2.78 |
Revenue (TTM) | $40.12B | $91.88B |
Gross Profit (TTM) | $7.47B | $46.05B |
EBITDA (TTM) | $4.14B | $16.38B |
Correlation
The correlation between NOC and PEP is 0.25, 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.
Performance
NOC vs. PEP - Performance Comparison
In the year-to-date period, NOC achieves a 4.32% return, which is significantly higher than PEP's 3.91% return. Over the past 10 years, NOC has outperformed PEP with an annualized return of 16.90%, while PEP has yielded a comparatively lower 10.59% 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
NOC vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northrop Grumman Corporation (NOC) 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
NOC vs. PEP - Dividend Comparison
NOC's dividend yield for the trailing twelve months is around 1.54%, less than PEP's 2.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Northrop Grumman Corporation | 1.54% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
PepsiCo, Inc. | 2.89% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
NOC vs. PEP - Drawdown Comparison
The maximum NOC drawdown since its inception was -69.38%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for NOC and PEP. For additional features, visit the drawdowns tool.
Volatility
NOC vs. PEP - Volatility Comparison
The current volatility for Northrop Grumman Corporation (NOC) is 5.38%, while PepsiCo, Inc. (PEP) has a volatility of 5.85%. This indicates that NOC 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.
Financials
NOC vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Northrop Grumman Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities