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

Correlation

The correlation between SAVA and PEP is 0.45, 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.


Performance

SAVA vs. PEP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SAVA:

-0.63

PEP:

-1.04

Sortino Ratio

SAVA:

-0.60

PEP:

-1.49

Omega Ratio

SAVA:

0.90

PEP:

0.82

Calmar Ratio

SAVA:

-0.92

PEP:

-0.71

Martin Ratio

SAVA:

-1.32

PEP:

-1.69

Ulcer Index

SAVA:

68.91%

PEP:

12.80%

Daily Std Dev

SAVA:

144.20%

PEP:

19.56%

Max Drawdown

SAVA:

-99.18%

PEP:

-40.41%

Current Drawdown

SAVA:

-98.51%

PEP:

-28.68%

Fundamentals

Market Cap

SAVA:

$101.45M

PEP:

$180.87B

EPS

SAVA:

-$1.54

PEP:

$6.79

PS Ratio

SAVA:

0.00

PEP:

1.98

PB Ratio

SAVA:

0.77

PEP:

9.84

Total Revenue (TTM)

SAVA:

$0.00

PEP:

$91.52B

Gross Profit (TTM)

SAVA:

-$300.00K

PEP:

$50.10B

EBITDA (TTM)

SAVA:

-$145.66M

PEP:

$16.57B

Returns By Period

In the year-to-date period, SAVA achieves a -14.83% return, which is significantly lower than PEP's -12.79% return. Over the past 10 years, SAVA has underperformed PEP with an annualized return of -17.39%, while PEP has yielded a comparatively higher 6.26% annualized return.


SAVA

YTD

-14.83%

1M

28.85%

6M

-47.66%

1Y

-91.05%

3Y*

-59.65%

5Y*

-1.25%

10Y*

-17.39%

PEP

YTD

-12.79%

1M

-3.05%

6M

-18.17%

1Y

-20.32%

3Y*

-5.04%

5Y*

2.95%

10Y*

6.26%

*Annualized

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Cassava Sciences, Inc.

PepsiCo, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SAVA vs. PEP — Risk-Adjusted Performance Rank

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

SAVA
The Risk-Adjusted Performance Rank of SAVA is 1313
Overall Rank
The Sharpe Ratio Rank of SAVA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SAVA is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SAVA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SAVA is 22
Calmar Ratio Rank
The Martin Ratio Rank of SAVA is 1111
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 55
Overall Rank
The Sharpe Ratio Rank of PEP is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 55
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 77
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 88
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 22
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.

SAVA vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cassava Sciences, Inc. (SAVA) 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.


The current SAVA Sharpe Ratio is -0.63, which is higher than the PEP Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SAVA 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SAVA vs. PEP - Dividend Comparison

SAVA has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 4.14%.


TTM20242023202220212020201920182017201620152014
SAVA
Cassava Sciences, Inc.
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.
4.14%3.52%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%

Drawdowns

SAVA vs. PEP - Drawdown Comparison

The maximum SAVA drawdown since its inception was -99.18%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for SAVA and PEP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SAVA vs. PEP - Volatility Comparison

Cassava Sciences, Inc. (SAVA) has a higher volatility of 19.95% compared to PepsiCo, Inc. (PEP) at 4.74%. This indicates that SAVA'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.


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Financials

SAVA vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Cassava Sciences, Inc. 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


0.005.00B10.00B15.00B20.00B25.00B202120222023202420250
17.92B
(SAVA) Total Revenue
(PEP) Total Revenue
Values in USD except per share items