PEP vs. LTBR
PEP (PepsiCo, Inc.) and LTBR (Lightbridge Corporation) are both stocks. PEP operates in Beverages - Non-Alcoholic (Consumer Defensive), while LTBR operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, PEP returned 6.34%/yr vs -9.07%/yr for LTBR. At a 0.01 correlation, their price movements are largely independent.
Performance
PEP vs. LTBR - Performance Comparison
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Returns By Period
In the year-to-date period, PEP achieves a -0.06% return, which is significantly higher than LTBR's -24.84% return. Over the past 10 years, PEP has outperformed LTBR with an annualized return of 6.34%, while LTBR has yielded a comparatively lower -9.07% annualized return.
PEP
- 1D
- -0.87%
- 1M
- -8.06%
- YTD
- -0.06%
- 6M
- -1.51%
- 1Y
- 12.47%
- 3Y*
- -5.03%
- 5Y*
- 2.44%
- 10Y*
- 6.34%
LTBR
- 1D
- 0.90%
- 1M
- -29.26%
- YTD
- -24.84%
- 6M
- -43.92%
- 1Y
- -39.68%
- 3Y*
- 25.47%
- 5Y*
- 7.20%
- 10Y*
- -9.07%
PEP vs. LTBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | -0.06% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
LTBR Lightbridge Corporation | -24.84% | 167.23% | 47.35% | -17.48% | -41.28% | 56.62% | -6.00% | -31.19% | -55.33% | 7.02% |
Correlation
The correlation between PEP and LTBR is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.01 |
The correlation between PEP and LTBR shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PEP:
$192.87B
LTBR:
$304.42M
PEP:
$6.37
LTBR:
-$0.84
PEP:
9.02
LTBR:
1.40
PEP:
$95.45B
LTBR:
$0.00
PEP:
$51.60B
LTBR:
$0.00
PEP:
$15.08B
LTBR:
-$11.77M
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Return for Risk
PEP vs. LTBR — Risk / Return Rank
PEP
LTBR
PEP vs. LTBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and Lightbridge Corporation (LTBR). 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 | LTBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.60 | +1.37 |
| Martin ratioReturn relative to average drawdown | 2.04 | -1.00 | +3.04 |
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 | LTBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | -0.40 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.07 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | -0.09 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | -0.13 | +0.51 |
Drawdowns
PEP vs. LTBR - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, smaller than the maximum LTBR drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for PEP and LTBR.
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Drawdown Indicators
| PEP | LTBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -99.96% | +26.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -66.04% | +49.79% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -66.04% | +36.87% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -83.72% | +53.40% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | -95.69% | +65.37% |
Current DrawdownCurrent decline from peak | -19.80% | -99.77% | +79.97% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -95.02% | +81.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 39.74% | -33.62% |
Volatility
PEP vs. LTBR - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 6.35%, while Lightbridge Corporation (LTBR) has a volatility of 26.37%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than LTBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEP | LTBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 26.37% | -20.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 60.74% | -45.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 100.20% | -78.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 109.14% | -90.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 106.15% | -86.48% |
Dividends
PEP vs. LTBR - Dividend Comparison
PEP's dividend yield for the trailing twelve months is around 4.09%, while LTBR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTBR Lightbridge Corporation | 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. | 4.09% | 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. LTBR - Financials Comparison
This section allows you to compare key financial metrics between PepsiCo, Inc. and Lightbridge Corporation. 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 and LTBR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTBR has higher volatility (26.37%) compared to PEP (6.35%). In terms of maximum drawdown, PEP dropped -73.92% vs LTBR's -99.96%.
PEP currently has the higher Sharpe Ratio (0.58 vs -0.40), 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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