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

Performance

RELX vs. PEP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.67%
-10.07%
RELX
PEP

Returns By Period

In the year-to-date period, RELX achieves a 15.82% return, which is significantly higher than PEP's -4.36% return. Over the past 10 years, RELX has outperformed PEP with an annualized return of 13.38%, while PEP has yielded a comparatively lower 7.94% annualized return.


RELX

YTD

15.82%

1M

-5.29%

6M

2.21%

1Y

21.55%

5Y (annualized)

16.14%

10Y (annualized)

13.38%

PEP

YTD

-4.36%

1M

-9.30%

6M

-11.47%

1Y

-2.46%

5Y (annualized)

6.44%

10Y (annualized)

7.94%

Fundamentals


RELXPEP
Market Cap$84.09B$217.79B
EPS$1.27$6.78
PE Ratio35.6623.41
PEG Ratio2.621.89
Total Revenue (TTM)$9.30B$91.92B
Gross Profit (TTM)$5.81B$50.43B
EBITDA (TTM)$2.91B$16.26B

Key characteristics


RELXPEP
Sharpe Ratio1.33-0.10
Sortino Ratio1.87-0.03
Omega Ratio1.231.00
Calmar Ratio2.54-0.10
Martin Ratio7.27-0.34
Ulcer Index3.15%5.04%
Daily Std Dev17.22%16.38%
Max Drawdown-55.06%-40.41%
Current Drawdown-7.67%-15.37%

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Correlation

-0.50.00.51.00.3

The correlation between RELX and PEP is 0.25, 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.

Risk-Adjusted Performance

RELX vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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 RELX, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33-0.10
The chart of Sortino ratio for RELX, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.87-0.03
The chart of Omega ratio for RELX, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.00
The chart of Calmar ratio for RELX, currently valued at 2.54, compared to the broader market0.002.004.006.002.54-0.10
The chart of Martin ratio for RELX, currently valued at 7.27, compared to the broader market-10.000.0010.0020.0030.007.27-0.34
RELX
PEP

The current RELX Sharpe Ratio is 1.33, which is higher than the PEP Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of RELX 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.33
-0.10
RELX
PEP

Dividends

RELX vs. PEP - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.68%, less than PEP's 3.31% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.68%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%2.38%
PEP
PepsiCo, Inc.
3.31%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%2.70%

Drawdowns

RELX vs. PEP - Drawdown Comparison

The maximum RELX drawdown since its inception was -55.06%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for RELX and PEP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.67%
-15.37%
RELX
PEP

Volatility

RELX vs. PEP - Volatility Comparison

RELX PLC (RELX) has a higher volatility of 6.30% compared to PepsiCo, Inc. (PEP) at 5.15%. This indicates that RELX'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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.30%
5.15%
RELX
PEP

Financials

RELX vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC 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