PEP vs. XLM-USD
PEP (PepsiCo, Inc.) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, PEP returned 6.62%/yr vs 60.23%/yr for XLM-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
PEP vs. XLM-USD - Performance Comparison
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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%
PEP vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PEP
XLM-USD
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.
| PEP | XLM-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| PEP | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.75% | -78.80% | +61.05% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -72.14% | +58.49% |
Ulcer IndexDepth 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
| PEP | XLM-USD | Difference | |
|---|---|---|---|
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.
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