NRG vs. PEP
Compare and contrast key facts about NRG Energy, Inc. (NRG) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRG or PEP.
Key characteristics
| NRG | PEP | |
|---|---|---|
| YTD Return | 65.58% | 6.47% |
| 1Y Return | 160.37% | -4.48% |
| 3Y Return (Ann) | 39.93% | 10.00% |
| 5Y Return (Ann) | 22.80% | 9.65% |
| 10Y Return (Ann) | 12.19% | 10.73% |
| Sharpe Ratio | 6.10 | -0.30 |
| Daily Std Dev | 25.97% | 16.26% |
| Max Drawdown | -79.41% | -40.41% |
| Current Drawdown | 0.00% | -5.79% |
Fundamentals
| NRG | PEP | |
|---|---|---|
| Market Cap | $17.44B | $247.17B |
| EPS | $7.01 | $6.63 |
| PE Ratio | 11.93 | 27.12 |
| PEG Ratio | 2.40 | 2.78 |
| Revenue (TTM) | $28.53B | $91.88B |
| Gross Profit (TTM) | $4.10B | $46.05B |
| EBITDA (TTM) | $2.86B | $16.38B |
Correlation
The correlation between NRG and PEP is 0.24, 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
NRG vs. PEP - Performance Comparison
In the year-to-date period, NRG achieves a 65.58% return, which is significantly higher than PEP's 6.47% return. Over the past 10 years, NRG has outperformed PEP with an annualized return of 12.19%, while PEP has yielded a comparatively lower 10.73% 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
NRG vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) 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
NRG vs. PEP - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.86%, less than PEP's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | 1.86% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
PEP PepsiCo, Inc. | 2.82% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
NRG vs. PEP - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for NRG and PEP. For additional features, visit the drawdowns tool.
Volatility
NRG vs. PEP - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 12.59% compared to PepsiCo, Inc. (PEP) at 5.70%. This indicates that NRG'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.
Financials
NRG vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between NRG Energy, 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.
Total Revenue: Total amount of money received from sales and other business activities