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PFGC vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PFGC and PEP is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PFGC vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Food Group Company (PFGC) and PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
339.53%
113.16%
PFGC
PEP

Key characteristics

Sharpe Ratio

PFGC:

0.99

PEP:

-0.30

Sortino Ratio

PFGC:

1.52

PEP:

-0.31

Omega Ratio

PFGC:

1.20

PEP:

0.96

Calmar Ratio

PFGC:

1.16

PEP:

-0.26

Martin Ratio

PFGC:

3.00

PEP:

-0.80

Ulcer Index

PFGC:

7.89%

PEP:

6.01%

Daily Std Dev

PFGC:

23.95%

PEP:

16.32%

Max Drawdown

PFGC:

-78.85%

PEP:

-40.41%

Current Drawdown

PFGC:

-6.82%

PEP:

-17.83%

Fundamentals

Market Cap

PFGC:

$13.61B

PEP:

$214.22B

EPS

PFGC:

$2.71

PEP:

$6.78

PE Ratio

PFGC:

32.24

PEP:

23.03

PEG Ratio

PFGC:

0.67

PEP:

1.86

Total Revenue (TTM)

PFGC:

$58.76B

PEP:

$91.92B

Gross Profit (TTM)

PFGC:

$6.39B

PEP:

$50.43B

EBITDA (TTM)

PFGC:

$1.41B

PEP:

$16.26B

Returns By Period

In the year-to-date period, PFGC achieves a 22.04% return, which is significantly higher than PEP's -7.15% return.


PFGC

YTD

22.04%

1M

0.45%

6M

24.89%

1Y

22.70%

5Y*

11.45%

10Y*

N/A

PEP

YTD

-7.15%

1M

-2.93%

6M

-7.18%

1Y

-5.55%

5Y*

5.06%

10Y*

7.72%

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Risk-Adjusted Performance

PFGC vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Food Group Company (PFGC) and PepsiCo, Inc. (PEP). 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.


Sharpe ratio
The chart of Sharpe ratio for PFGC, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.99-0.30
The chart of Sortino ratio for PFGC, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.52-0.31
The chart of Omega ratio for PFGC, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.96
The chart of Calmar ratio for PFGC, currently valued at 1.16, compared to the broader market0.002.004.006.001.16-0.26
The chart of Martin ratio for PFGC, currently valued at 3.00, compared to the broader market-5.000.005.0010.0015.0020.0025.003.00-0.80
PFGC
PEP

The current PFGC Sharpe Ratio is 0.99, which is higher than the PEP Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of PFGC and PEP, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
-0.30
PFGC
PEP

Dividends

PFGC vs. PEP - Dividend Comparison

PFGC has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.50%.


TTM20232022202120202019201820172016201520142013
PFGC
Performance Food Group Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.
3.50%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%

Drawdowns

PFGC vs. PEP - Drawdown Comparison

The maximum PFGC drawdown since its inception was -78.85%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for PFGC and PEP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.82%
-17.83%
PFGC
PEP

Volatility

PFGC vs. PEP - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 5.44% compared to PepsiCo, Inc. (PEP) at 4.52%. This indicates that PFGC's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
4.52%
PFGC
PEP

Financials

PFGC vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Performance Food Group Company and PepsiCo, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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