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

Correlation

The correlation between SBSW 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SBSW vs. PEP - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
83.10%
163.21%
SBSW
PEP

Key characteristics

Sharpe Ratio

SBSW:

-0.10

PEP:

-0.98

Sortino Ratio

SBSW:

0.33

PEP:

-1.30

Omega Ratio

SBSW:

1.04

PEP:

0.84

Calmar Ratio

SBSW:

-0.08

PEP:

-0.71

Martin Ratio

SBSW:

-0.25

PEP:

-1.71

Ulcer Index

SBSW:

26.79%

PEP:

11.43%

Daily Std Dev

SBSW:

66.11%

PEP:

19.52%

Max Drawdown

SBSW:

-83.67%

PEP:

-40.41%

Current Drawdown

SBSW:

-75.11%

PEP:

-27.63%

Fundamentals

Market Cap

SBSW:

$3.50B

PEP:

$185.55B

EPS

SBSW:

-$0.55

PEP:

$6.96

PS Ratio

SBSW:

0.03

PEP:

2.02

PB Ratio

SBSW:

1.41

PEP:

10.81

Total Revenue (TTM)

SBSW:

$112.13B

PEP:

$91.52B

Gross Profit (TTM)

SBSW:

$15.73B

PEP:

$50.10B

EBITDA (TTM)

SBSW:

$164.00M

PEP:

$15.72B

Returns By Period

In the year-to-date period, SBSW achieves a 37.27% return, which is significantly higher than PEP's -11.51% return. Over the past 10 years, SBSW has underperformed PEP with an annualized return of 0.45%, while PEP has yielded a comparatively higher 6.61% annualized return.


SBSW

YTD

37.27%

1M

4.14%

6M

-8.11%

1Y

-6.60%

5Y*

-6.60%

10Y*

0.45%

PEP

YTD

-11.51%

1M

-10.27%

6M

-21.00%

1Y

-21.99%

5Y*

2.82%

10Y*

6.61%

*Annualized

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Risk-Adjusted Performance

SBSW vs. PEP — Risk-Adjusted Performance Rank

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

SBSW
The Risk-Adjusted Performance Rank of SBSW is 4646
Overall Rank
The Sharpe Ratio Rank of SBSW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 4646
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 77
Overall Rank
The Sharpe Ratio Rank of PEP is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 88
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 99
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 44
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.

SBSW vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) 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 chart of Sharpe ratio for SBSW, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
SBSW: -0.10
PEP: -0.98
The chart of Sortino ratio for SBSW, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
SBSW: 0.33
PEP: -1.30
The chart of Omega ratio for SBSW, currently valued at 1.04, compared to the broader market0.501.001.502.00
SBSW: 1.04
PEP: 0.84
The chart of Calmar ratio for SBSW, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
SBSW: -0.08
PEP: -0.71
The chart of Martin ratio for SBSW, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.00
SBSW: -0.25
PEP: -1.71

The current SBSW Sharpe Ratio is -0.10, which is higher than the PEP Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SBSW 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.10
-0.98
SBSW
PEP

Dividends

SBSW vs. PEP - Dividend Comparison

SBSW has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 4.08%.


TTM20242023202220212020201920182017201620152014
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%
PEP
PepsiCo, Inc.
4.08%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

SBSW vs. PEP - Drawdown Comparison

The maximum SBSW drawdown since its inception was -83.67%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for SBSW and PEP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.11%
-27.63%
SBSW
PEP

Volatility

SBSW vs. PEP - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 33.16% compared to PepsiCo, Inc. (PEP) at 9.14%. This indicates that SBSW'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.16%
9.14%
SBSW
PEP

Financials

SBSW vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Sibanye Stillwater Limited 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