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

Correlation

The correlation between SD and PEP is 0.39, 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.

SD vs. PEP

Last updated Jun 1, 2025

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.

Performance

SD vs. PEP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SD:

-0.73

PEP:

-1.04

Sortino Ratio

SD:

-0.96

PEP:

-1.49

Omega Ratio

SD:

0.88

PEP:

0.82

Calmar Ratio

SD:

-0.46

PEP:

-0.71

Martin Ratio

SD:

-1.60

PEP:

-1.69

Ulcer Index

SD:

16.56%

PEP:

12.80%

Daily Std Dev

SD:

34.91%

PEP:

19.56%

Max Drawdown

SD:

-97.03%

PEP:

-40.41%

Current Drawdown

SD:

-53.44%

PEP:

-28.68%

Fundamentals

Market Cap

SD:

$365.04M

PEP:

$180.87B

EPS

SD:

$1.72

PEP:

$6.77

PE Ratio

SD:

5.70

PEP:

19.42

PEG Ratio

SD:

2.82

PEP:

2.33

PS Ratio

SD:

2.65

PEP:

1.98

PB Ratio

SD:

0.79

PEP:

9.80

Total Revenue (TTM)

SD:

$137.61M

PEP:

$91.52B

Gross Profit (TTM)

SD:

$52.85M

PEP:

$50.10B

EBITDA (TTM)

SD:

$64.49M

PEP:

$16.57B

Returns By Period

In the year-to-date period, SD achieves a -14.52% return, which is significantly lower than PEP's -12.79% return.

SD

YTD

-14.52%

1M

6.74%

6M

-14.67%

1Y

-27.01%

3Y*

-17.56%

5Y*

52.90%

10Y*

N/A

PEP

YTD

-12.79%

1M

-1.57%

6M

-18.17%

1Y

-21.44%

3Y*

-5.04%

5Y*

2.95%

10Y*

6.26%

*Annualized

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SandRidge Energy, Inc.

PepsiCo, Inc.

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

Risk-Adjusted Performance

SD vs. PEP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SD
The Risk-Adjusted Performance Rank of SD is 1313
Overall Rank
The Sharpe Ratio Rank of SD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SD is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SD is 44
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.

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.

The current SD Sharpe Ratio is -0.73, which is higher than the PEP Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SD 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

SD vs. PEP - Dividend Comparison

SD's dividend yield for the trailing twelve months is around 4.49%, more than PEP's 4.14% yield.

TTM20242023202220212020201920182017201620152014
SD
SandRidge Energy, Inc.		4.49%16.57%16.09%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

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.

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

Volatility

SD vs. PEP - Volatility Comparison

SandRidge Energy, Inc. (SD) has a higher volatility of 10.14% compared to PepsiCo, Inc. (PEP) at 4.74%. 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.

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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.

Quarterly
Annual

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

0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
42.60M
17.92B
(SD) Total Revenue
(PEP) Total Revenue
Values in USD except per share items

SD vs. PEP - Profitability Comparison

The chart below illustrates the profitability comparison between SandRidge Energy, Inc. and PepsiCo, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
43.6%
55.8%
(SD) Gross Margin
(PEP) Gross Margin
SD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, SandRidge Energy, Inc. reported a gross profit of 18.57M and revenue of 42.60M. Therefore, the gross margin over that period was 43.6%.

PEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, PepsiCo, Inc. reported a gross profit of 9.99B and revenue of 17.92B. Therefore, the gross margin over that period was 55.8%.

SD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, SandRidge Energy, Inc. reported an operating income of 12.19M and revenue of 42.60M, resulting in an operating margin of 28.6%.

PEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, PepsiCo, Inc. reported an operating income of 2.58B and revenue of 17.92B, resulting in an operating margin of 14.4%.

SD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, SandRidge Energy, Inc. reported a net income of 13.05M and revenue of 42.60M, resulting in a net margin of 30.6%.

PEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, PepsiCo, Inc. reported a net income of 1.83B and revenue of 17.92B, resulting in a net margin of 10.2%.