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PEP vs. HSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PEP vs. HSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PepsiCo, Inc. (PEP) and The Hershey Company (HSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEP achieves a -0.40% return, which is significantly higher than HSY's -1.22% return. Over the past 10 years, PEP has underperformed HSY with an annualized return of 5.74%, while HSY has yielded a comparatively higher 7.34% annualized return.


PEP

1D
-2.30%
1M
3.55%
6M
-3.87%
YTD
-0.40%
1Y
2.02%
3Y*
-6.01%
5Y*
0.91%
10Y*
5.74%
ALL TIME*
9.62%

HSY

1D
-3.63%
1M
1.01%
6M
-5.65%
YTD
-1.22%
1Y
-3.33%
3Y*
-5.81%
5Y*
2.30%
10Y*
7.34%
ALL TIME*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$315.71M$337.97M$373.20M
$1.13B$1.26B$1.24B

PEP vs. HSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEP
PepsiCo, Inc.
-0.40%-1.85%-7.60%-3.29%6.78%20.56%11.67%27.38%-4.81%17.82%
HSY
The Hershey Company
-1.22%10.98%-6.51%-17.88%21.86%29.58%5.90%40.20%-2.92%12.33%

Correlation

The correlation between PEP and HSY is 0.50, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (10Y)
Provides a long-term view across more market conditions.

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.40

The correlation between PEP and HSY shifts across timeframes, from 0.40 (all time) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PEP:

$191.51B

HSY:

$35.95B

EPS

PEP:

$7.65

HSY:

$7.31

PE Ratio

PEP:

18.33

HSY:

24.26

PS Ratio

PEP:

1.98

HSY:

2.97

PB Ratio

PEP:

8.69

HSY:

7.93

Total Revenue (TTM)

PEP:

$96.90B

HSY:

$12.16B

Gross Profit (TTM)

PEP:

$52.29B

HSY:

$4.64B

EBITDA (TTM)

PEP:

$18.40B

HSY:

$2.61B

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Return for Risk

PEP vs. HSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PEP
PEP Risk / Return Rank: 4646
Overall Rank
PEP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 4141
Sortino Ratio Rank
PEP Omega Ratio Rank: 4040
Omega Ratio Rank
PEP Calmar Ratio Rank: 4949
Calmar Ratio Rank
PEP Martin Ratio Rank: 4949
Martin Ratio Rank

HSY
HSY Risk / Return Rank: 3838
Overall Rank
HSY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HSY Sortino Ratio Rank: 3434
Sortino Ratio Rank
HSY Omega Ratio Rank: 3434
Omega Ratio Rank
HSY Calmar Ratio Rank: 4242
Calmar Ratio Rank
HSY Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PEP vs. HSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and The Hershey Company (HSY). 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.


PEPHSYDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.11

-0.12

+0.23

Martin ratioReturn relative to average drawdown

0.24

-0.25

+0.49

PEP vs. HSY - Sharpe Ratio Comparison

The current PEP Sharpe Ratio is 0.09, which is higher than the HSY Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PEP and HSY, 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. HSY - Drawdown Comparison

The maximum PEP drawdown since its inception was -73.92%, which is greater than HSY's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for PEP and HSY.


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Drawdown Indicators


PEPHSYDifference

Max Drawdown

Largest peak-to-trough decline

-73.92%

-49.15%

-24.77%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-27.38%

+8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.94%

-35.37%

+7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-45.25%

+14.93%

Max Drawdown (10Y)

Largest decline over 10 years

-30.32%

-45.25%

+14.93%

Current Drawdown

Current decline from peak

-20.07%

-29.77%

+9.70%

Average Drawdown

Average peak-to-trough decline

-13.66%

-13.15%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

13.30%

-4.68%

Volatility

PEP vs. HSY - Volatility Comparison

PepsiCo, Inc. (PEP) has a higher volatility of 8.78% compared to The Hershey Company (HSY) at 8.34%. This indicates that PEP's price experiences larger fluctuations and is considered to be riskier than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEPHSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

8.34%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

21.94%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

27.60%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

23.28%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

23.07%

-3.20%

Dividends

PEP vs. HSY - Dividend Comparison

PEP's dividend yield for the trailing twelve months is around 4.10%, more than HSY's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
HSY
The Hershey Company
3.18%3.01%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%
PEP
PepsiCo, Inc.
4.10%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Financials

PEP vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between PepsiCo, Inc. and The Hershey Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

PEP vs. HSY - Profitability Comparison

The chart below illustrates the profitability comparison between PepsiCo, Inc. and The Hershey Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, PepsiCo, Inc. reported a gross profit of 13.11B and revenue of 24.18B. Therefore, the gross margin over that period was 54.2%.

HSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Hershey Company reported a gross profit of 1.26B and revenue of 2.79B. Therefore, the gross margin over that period was 45.3%.

PEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, PepsiCo, Inc. reported an operating income of 4.02B and revenue of 24.18B, resulting in an operating margin of 16.6%.

HSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Hershey Company reported an operating income of 642.64M and revenue of 2.79B, resulting in an operating margin of 23.1%.

PEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, PepsiCo, Inc. reported a net income of 3.00B and revenue of 24.18B, resulting in a net margin of 12.4%.

HSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Hershey Company reported a net income of 457.67M and revenue of 2.79B, resulting in a net margin of 16.4%.


Frequently Asked Questions


PEP and HSY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEP has higher volatility (8.78%) compared to HSY (8.34%). In terms of maximum drawdown, PEP dropped -73.92% vs HSY's -49.15%.

PEP currently has the higher Sharpe Ratio (0.09 vs -0.12), 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.

Portfolio Optimizer

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