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PEP vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEP vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PepsiCo, Inc. (PEP) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PEP is traded in USD, while ASWC.DE is traded in EUR. To make them comparable, the ASWC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PEP achieves a 2.49% return, which is significantly lower than ASWC.DE's 11.72% return.


PEP

1D
0.38%
1M
-2.33%
YTD
2.49%
6M
-2.36%
1Y
13.36%
3Y*
-4.09%
5Y*
2.73%
10Y*
6.62%

ASWC.DE

1D
-0.69%
1M
6.78%
YTD
11.72%
6M
12.63%
1Y
19.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEP vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
PEP
PepsiCo, Inc.
2.49%-1.85%-7.60%-7.14%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
11.72%56.13%31.39%16.05%

Correlation

The correlation between PEP and ASWC.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

-0.06

The correlation between PEP and ASWC.DE shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PEP vs. ASWC.DE — Risk / Return Rank

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

PEP
PEP Risk / Return Rank: 6060
Overall Rank
PEP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5959
Sortino Ratio Rank
PEP Omega Ratio Rank: 5555
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6363
Martin Ratio Rank

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEP vs. ASWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEPASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

0.83

1.48

-0.65

Martin ratioReturn relative to average drawdown

2.11

3.59

-1.48

PEP vs. ASWC.DE - Sharpe Ratio Comparison

The current PEP Sharpe Ratio is 0.62, which is lower than the ASWC.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PEP and ASWC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEP vs. ASWC.DE - Drawdown Comparison

The maximum PEP drawdown since its inception was -73.92%, which is greater than ASWC.DE's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for PEP and ASWC.DE.


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Drawdown Indicators


PEPASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.92%

-12.88%

-61.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-12.88%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-29.17%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.32%

Current Drawdown

Current decline from peak

-17.75%

-3.01%

-14.74%

Average Drawdown

Average peak-to-trough decline

-13.65%

-2.59%

-11.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

5.31%

+1.06%

Volatility

PEP vs. ASWC.DE - Volatility Comparison

The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a volatility of 6.18%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than ASWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEPASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

6.18%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

16.05%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

20.50%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

19.46%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

19.46%

+0.21%

Dividends

PEP vs. ASWC.DE - Dividend Comparison

PEP's dividend yield for the trailing twelve months is around 3.98%, while ASWC.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.
3.98%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Frequently Asked Questions


PEP and ASWC.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PEP and ASWC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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