PEP vs. PPFB.DE
PEP (PepsiCo, Inc.) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Gold fund tracking the Gold. Over the past 3 years, PEP returned -4.09%/yr vs 31.53%/yr for PPFB.DE. At a 0.06 correlation, their price movements are largely independent.
Performance
PEP vs. PPFB.DE - Performance Comparison
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Different Trading Currencies
PEP is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.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 higher than PPFB.DE's 1.54% 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%
PPFB.DE
- 1D
- 0.72%
- 1M
- -4.62%
- YTD
- 1.54%
- 6M
- 4.30%
- 1Y
- 30.61%
- 3Y*
- 31.53%
- 5Y*
- —
- 10Y*
- —
PEP vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 13.42% |
PPFB.DE iShares Physical Gold ETC | 1.54% | 68.33% | 26.50% | 12.88% | 1.14% | -1.31% |
Correlation
The correlation between PEP and PPFB.DE is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.06 |
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Return for Risk
PEP vs. PPFB.DE — Risk / Return Rank
PEP
PPFB.DE
PEP vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and iShares Physical Gold ETC (PPFB.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.
| PEP | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.87 | -1.05 |
| Martin ratioReturn relative to average drawdown | 2.11 | 4.78 | -2.67 |
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Drawdowns
PEP vs. PPFB.DE - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, which is greater than PPFB.DE's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for PEP and PPFB.DE.
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Drawdown Indicators
| PEP | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -21.42% | -52.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -17.21% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -17.21% | -11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | — | — |
Current DrawdownCurrent decline from peak | -17.75% | -15.63% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -5.42% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 6.76% | -0.39% |
Volatility
PEP vs. PPFB.DE - Volatility Comparison
PepsiCo, Inc. (PEP) and iShares Physical Gold ETC (PPFB.DE) have volatilities of 5.39% and 5.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEP | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.67% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 21.08% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 24.30% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 17.39% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 17.39% | +2.28% |
Dividends
PEP vs. PPFB.DE - Dividend Comparison
PEP's dividend yield for the trailing twelve months is around 3.98%, while PPFB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PPFB.DE iShares Physical Gold 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% |
Frequently Asked Questions
PEP and PPFB.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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