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PEP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEP and VOO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

PEP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PepsiCo, Inc. (PEP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
250.46%
541.57%
PEP
VOO

Key characteristics

Sharpe Ratio

PEP:

-0.48

VOO:

0.34

Sortino Ratio

PEP:

-0.56

VOO:

0.53

Omega Ratio

PEP:

0.93

VOO:

1.07

Calmar Ratio

PEP:

-0.38

VOO:

0.42

Martin Ratio

PEP:

-0.85

VOO:

1.60

Ulcer Index

PEP:

10.36%

VOO:

3.13%

Daily Std Dev

PEP:

18.25%

VOO:

14.67%

Max Drawdown

PEP:

-40.41%

VOO:

-33.99%

Current Drawdown

PEP:

-17.89%

VOO:

-12.03%

Returns By Period

In the year-to-date period, PEP achieves a 0.43% return, which is significantly higher than VOO's -7.97% return. Over the past 10 years, PEP has underperformed VOO with an annualized return of 7.73%, while VOO has yielded a comparatively higher 11.99% annualized return.


PEP

YTD

0.43%

1M

-0.96%

6M

-8.62%

1Y

-7.82%

5Y*

7.07%

10Y*

7.73%

VOO

YTD

-7.97%

1M

-6.52%

6M

-4.67%

1Y

4.91%

5Y*

18.59%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

PEP vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEP
The Risk-Adjusted Performance Rank of PEP is 2727
Overall Rank
The Sharpe Ratio Rank of PEP is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 3434
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 3737
Overall Rank
The Sharpe Ratio Rank of VOO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for PEP, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.00
PEP: -0.48
VOO: 0.34
The chart of Sortino ratio for PEP, currently valued at -0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
PEP: -0.56
VOO: 0.53
The chart of Omega ratio for PEP, currently valued at 0.93, compared to the broader market0.501.001.502.00
PEP: 0.93
VOO: 1.07
The chart of Calmar ratio for PEP, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
PEP: -0.38
VOO: 0.42
The chart of Martin ratio for PEP, currently valued at -0.85, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PEP: -0.85
VOO: 1.60

The current PEP Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of PEP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.48
0.34
PEP
VOO

Dividends

PEP vs. VOO - Dividend Comparison

PEP's dividend yield for the trailing twelve months is around 3.58%, more than VOO's 1.41% yield.


TTM20242023202220212020201920182017201620152014
PEP
PepsiCo, Inc.
3.58%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
VOO
Vanguard S&P 500 ETF
1.41%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PEP vs. VOO - Drawdown Comparison

The maximum PEP drawdown since its inception was -40.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PEP and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.89%
-12.03%
PEP
VOO

Volatility

PEP vs. VOO - Volatility Comparison

The current volatility for PepsiCo, Inc. (PEP) is 5.86%, while Vanguard S&P 500 ETF (VOO) has a volatility of 7.31%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
5.86%
7.31%
PEP
VOO