PEP vs. SOL-USD
PEP (PepsiCo, Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, PEP returned 2.73%/yr vs 12.17%/yr for SOL-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
PEP vs. SOL-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PEP achieves a 2.49% return, which is significantly higher than SOL-USD's -44.76% 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%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
PEP vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 13.44% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between PEP and SOL-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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.05 |
The correlation between PEP and SOL-USD shifts across timeframes, from -0.06 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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. SOL-USD — Risk / Return Rank
PEP
SOL-USD
PEP vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and Solana (SOL-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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.91 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.72 | +1.54 |
| Martin ratioReturn relative to average drawdown | 2.11 | -1.16 | +3.26 |
Loading charts...
Drawdowns
PEP vs. SOL-USD - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for PEP and SOL-USD.
Loading charts...
Drawdown Indicators
| PEP | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -96.27% | +22.35% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -74.89% | +58.64% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -76.28% | +47.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -96.27% | +65.95% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | — | — |
Current DrawdownCurrent decline from peak | -17.75% | -73.76% | +56.01% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -51.42% | +37.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 53.06% | -46.69% |
Volatility
PEP vs. SOL-USD - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PEP | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 17.62% | -12.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 46.90% | -32.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 60.08% | -38.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 82.35% | -63.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 99.82% | -80.15% |
Frequently Asked Questions
PEP and SOL-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.
SOL-USD has higher volatility (17.62%) compared to PEP (5.39%). In terms of maximum drawdown, PEP dropped -73.92% vs SOL-USD's -96.27%.
PEP currently has the higher Sharpe Ratio (0.62 vs -0.74), 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.
Find the right allocation for PEP and SOL-USD
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