PEP vs. ISLN.L
PEP (PepsiCo, Inc.) is a stock, while ISLN.L (iShares Physical Silver ETC) is Silver fund tracking the LBMA Silver Price. Over the past 10 years, PEP returned 6.62%/yr vs 14.26%/yr for ISLN.L. At a 0.01 correlation, their price movements are largely independent.
Performance
PEP vs. ISLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PEP achieves a 2.49% return, which is significantly higher than ISLN.L's -5.58% return. Over the past 10 years, PEP has underperformed ISLN.L with an annualized return of 6.62%, while ISLN.L has yielded a comparatively higher 14.26% annualized 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%
ISLN.L
- 1D
- 5.80%
- 1M
- -20.59%
- YTD
- -5.58%
- 6M
- 9.90%
- 1Y
- 86.37%
- 3Y*
- 41.38%
- 5Y*
- 19.06%
- 10Y*
- 14.26%
PEP vs. ISLN.L - 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% | 17.82% |
ISLN.L iShares Physical Silver ETC | -5.58% | 147.62% | 21.10% | -0.76% | 3.39% | -12.85% | 45.85% | 16.36% | -8.76% | 3.66% |
Correlation
The correlation between PEP and ISLN.L is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PEP vs. ISLN.L — Risk / Return Rank
PEP
ISLN.L
PEP vs. ISLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and iShares Physical Silver ETC (ISLN.L). 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 | ISLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.96 | -1.13 |
| Martin ratioReturn relative to average drawdown | 2.11 | 4.36 | -2.25 |
Loading charts...
Drawdowns
PEP vs. ISLN.L - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, roughly equal to the maximum ISLN.L drawdown of -76.69%. Use the drawdown chart below to compare losses from any high point for PEP and ISLN.L.
Loading charts...
Drawdown Indicators
| PEP | ISLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -76.69% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -43.83% | +27.58% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -43.83% | +14.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -43.83% | +13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | -43.83% | +13.51% |
Current DrawdownCurrent decline from peak | -17.75% | -40.57% | +22.82% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -53.73% | +40.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 19.70% | -13.33% |
Volatility
PEP vs. ISLN.L - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while iShares Physical Silver ETC (ISLN.L) has a volatility of 15.90%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than ISLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PEP | ISLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 15.90% | -10.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 54.92% | -40.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 57.77% | -36.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 35.79% | -17.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 31.08% | -11.41% |
Dividends
PEP vs. ISLN.L - Dividend Comparison
PEP's dividend yield for the trailing twelve months is around 3.98%, while ISLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISLN.L iShares Physical Silver ETC | 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 ISLN.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for PEP and ISLN.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer