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PEP vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PEP vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PepsiCo, Inc. (PEP) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEP achieves a 2.49% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, PEP has underperformed XLM-USD with an annualized return of 6.62%, while XLM-USD has yielded a comparatively higher 60.23% 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%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEP vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEP
PepsiCo, Inc.
2.49%-1.85%-7.60%-3.29%6.78%20.56%11.67%27.38%-4.81%17.82%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between PEP and XLM-USD is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.05

The correlation between PEP and XLM-USD shifts across timeframes, from -0.05 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PEP vs. XLM-USD — Risk / Return Rank

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

PEP
PEP Risk / Return Rank: 6060
Overall Rank
PEP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5959
Sortino Ratio Rank
PEP Omega Ratio Rank: 5555
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6363
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEP vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and Stellar (XLM-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.


PEPXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.12

1.00

+0.12

Calmar ratioReturn relative to maximum drawdown

0.83

-0.40

+1.22

Martin ratioReturn relative to average drawdown

2.11

-0.57

+2.68

PEP vs. XLM-USD - Sharpe Ratio Comparison

The current PEP Sharpe Ratio is 0.62, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of PEP and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEP vs. XLM-USD - Drawdown Comparison

The maximum PEP drawdown since its inception was -73.92%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for PEP and XLM-USD.


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Drawdown Indicators


PEPXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-73.92%

-96.21%

+22.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-71.19%

+54.94%

Max Drawdown (3Y)

Largest decline over 3 years

-29.17%

-74.37%

+45.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-83.25%

+52.93%

Max Drawdown (10Y)

Largest decline over 10 years

-30.32%

-96.21%

+65.89%

Current Drawdown

Current decline from peak

-17.75%

-78.80%

+61.05%

Average Drawdown

Average peak-to-trough decline

-13.65%

-72.14%

+58.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

50.48%

-44.11%

Volatility

PEP vs. XLM-USD - Volatility Comparison

The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEPXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

43.48%

-38.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

59.28%

-44.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

70.60%

-48.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

74.72%

-56.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

112.79%

-93.12%

Frequently Asked Questions


PEP and XLM-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to PEP (5.39%). In terms of maximum drawdown, PEP dropped -73.92% vs XLM-USD's -96.21%.

PEP currently has the higher Sharpe Ratio (0.62 vs -0.33), 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.

Portfolio Optimizer

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