SD vs. PEP
Compare and contrast key facts about SandRidge Energy, Inc. (SD) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SD or PEP.
Key characteristics
| SD | PEP | |
|---|---|---|
| YTD Return | -1.78% | -0.49% |
| 1Y Return | -9.77% | 1.82% |
| 3Y Return (Ann) | 3.59% | 3.15% |
| 5Y Return (Ann) | 33.83% | 7.33% |
| Sharpe Ratio | -0.36 | 0.08 |
| Sortino Ratio | -0.31 | 0.23 |
| Omega Ratio | 0.96 | 1.03 |
| Calmar Ratio | -0.21 | 0.09 |
| Martin Ratio | -0.86 | 0.27 |
| Ulcer Index | 12.18% | 4.79% |
| Daily Std Dev | 29.51% | 15.83% |
| Max Drawdown | -97.03% | -40.41% |
| Current Drawdown | -45.85% | -11.95% |
Fundamentals
| SD | PEP | |
|---|---|---|
| Market Cap | $436.52M | $225.47B |
| EPS | $1.27 | $6.79 |
| PE Ratio | 9.24 | 24.20 |
| PEG Ratio | 2.82 | 1.95 |
| Total Revenue (TTM) | $120.24M | $91.92B |
| Gross Profit (TTM) | $66.95M | $50.43B |
| EBITDA (TTM) | $58.63M | $17.69B |
Correlation
The correlation between SD and PEP is 0.02, 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.
Performance
SD vs. PEP - Performance Comparison
In the year-to-date period, SD achieves a -1.78% return, which is significantly lower than PEP's -0.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SD vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SandRidge Energy, Inc. (SD) 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.
Dividends
SD vs. PEP - Dividend Comparison
SD's dividend yield for the trailing twelve months is around 15.57%, more than PEP's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SD SandRidge Energy, Inc. | 15.57% | 16.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEP PepsiCo, Inc. | 3.18% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
SD vs. PEP - Drawdown Comparison
The maximum SD drawdown since its inception was -97.03%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for SD and PEP. For additional features, visit the drawdowns tool.
Volatility
SD vs. PEP - Volatility Comparison
SandRidge Energy, Inc. (SD) has a higher volatility of 8.27% compared to PepsiCo, Inc. (PEP) at 3.11%. This indicates that SD'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.
Financials
SD vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between SandRidge Energy, 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.
Total Revenue: Total amount of money received from sales and other business activities