PEP vs. BNB-USD
PEP (PepsiCo, Inc.) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, PEP returned 2.73%/yr vs 10.55%/yr for BNB-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
PEP vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PEP achieves a 2.49% return, which is significantly higher than BNB-USD's -29.49% return.
PEP
- 1D
- 0.38%
- 1M
- -1.94%
- YTD
- 2.49%
- 6M
- -2.36%
- 1Y
- 14.62%
- 3Y*
- -4.09%
- 5Y*
- 2.73%
- 10Y*
- 6.62%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
PEP vs. BNB-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 7.81% |
BNB-USD BNB | -29.49% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
Correlation
The correlation between PEP and BNB-USD is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.06 |
The correlation between PEP and BNB-USD shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PEP vs. BNB-USD — Risk / Return Rank
PEP
BNB-USD
PEP vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and BNB (BNB-USD). 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.
| PEP | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.13 | +0.95 |
| Martin ratioReturn relative to average drawdown | 2.11 | -0.20 | +2.31 |
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Drawdowns
PEP vs. BNB-USD - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for PEP and BNB-USD.
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Drawdown Indicators
| PEP | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -79.74% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -56.24% | +39.99% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -56.24% | +27.07% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -69.89% | +39.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | — | — |
Current DrawdownCurrent decline from peak | -17.75% | -53.42% | +35.67% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -38.71% | +25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 42.27% | -35.90% |
Volatility
PEP vs. BNB-USD - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEP | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 17.28% | -11.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 34.73% | -20.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 44.38% | -22.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 50.42% | -32.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 80.06% | -60.39% |
Frequently Asked Questions
PEP and BNB-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to PEP (5.39%). In terms of maximum drawdown, PEP dropped -73.92% vs BNB-USD's -79.74%.
PEP currently has the higher Sharpe Ratio (0.62 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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