PEP.DE vs. ABEA.DE
PEP.DE (PepsiCo Inc) and ABEA.DE (Alphabet Inc Class A) are both stocks. PEP.DE operates in Beverages - Non-Alcoholic (Consumer Defensive), while ABEA.DE operates in Internet Content & Information (Communication Services). Over the past 10 years, PEP.DE returned 5.77%/yr vs 25.83%/yr for ABEA.DE. At a 0.23 correlation, their price movements are largely independent.
Performance
PEP.DE vs. ABEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PEP.DE achieves a 1.19% return, which is significantly lower than ABEA.DE's 19.53% return. Over the past 10 years, PEP.DE has underperformed ABEA.DE with an annualized return of 5.77%, while ABEA.DE has yielded a comparatively higher 25.83% annualized return.
PEP.DE
- 1D
- -0.15%
- 1M
- -6.86%
- YTD
- 1.19%
- 6M
- -0.90%
- 1Y
- 11.39%
- 3Y*
- -8.22%
- 5Y*
- 2.78%
- 10Y*
- 5.77%
ABEA.DE
- 1D
- 2.83%
- 1M
- -5.52%
- YTD
- 19.53%
- 6M
- 15.76%
- 1Y
- 115.20%
- 3Y*
- 39.22%
- 5Y*
- 26.69%
- 10Y*
- 25.83%
PEP.DE vs. ABEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEP.DE PepsiCo Inc | 1.19% | -13.55% | -1.74% | -7.59% | 13.46% | 31.15% | 0.05% | 31.48% | -1.03% | 2.50% |
ABEA.DE Alphabet Inc Class A | 19.53% | 46.65% | 44.40% | 54.77% | -36.92% | 80.66% | 18.64% | 31.56% | 4.53% | 16.33% |
Correlation
The correlation between PEP.DE and ABEA.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.23 |
The correlation between PEP.DE and ABEA.DE shifts across timeframes, from -0.08 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PEP.DE vs. ABEA.DE — Risk / Return Rank
PEP.DE
ABEA.DE
PEP.DE vs. ABEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo Inc (PEP.DE) and Alphabet Inc Class A (ABEA.DE). 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.
| PEP.DE | ABEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.65 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 6.78 | -6.13 |
| Martin ratioReturn relative to average drawdown | 1.72 | 22.68 | -20.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PEP.DE | ABEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 4.26 | -3.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.89 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.93 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.85 | -0.32 |
Drawdowns
PEP.DE vs. ABEA.DE - Drawdown Comparison
The maximum PEP.DE drawdown since its inception was -36.01%, smaller than the maximum ABEA.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for PEP.DE and ABEA.DE.
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Drawdown Indicators
| PEP.DE | ABEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.01% | -60.31% | +24.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -17.39% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -33.20% | -33.71% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.01% | -38.63% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -38.63% | +2.62% |
Current DrawdownCurrent decline from peak | -26.36% | -8.18% | -18.18% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -12.11% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 5.21% | +0.45% |
Volatility
PEP.DE vs. ABEA.DE - Volatility Comparison
The current volatility for PepsiCo Inc (PEP.DE) is 6.44%, while Alphabet Inc Class A (ABEA.DE) has a volatility of 7.65%. This indicates that PEP.DE experiences smaller price fluctuations and is considered to be less risky than ABEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEP.DE | ABEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 7.65% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.70% | 18.17% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 27.70% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 29.64% | -10.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 27.73% | -9.32% |
Dividends
PEP.DE vs. ABEA.DE - Dividend Comparison
PEP.DE's dividend yield for the trailing twelve months is around 3.43%, more than ABEA.DE's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 0.23% | 0.27% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEP.DE PepsiCo Inc | 3.43% | 3.47% | 2.89% | 2.58% | 2.17% | 2.02% | 2.48% | 2.38% | 2.75% | 2.41% | 2.34% | 2.32% |
Financials
PEP.DE vs. ABEA.DE - Financials Comparison
This section allows you to compare key financial metrics between PepsiCo Inc and Alphabet Inc Class A. 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
Frequently Asked Questions
PEP.DE and ABEA.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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