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

Correlation

The correlation between SYY and PEP is 0.47, 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: 0.5

Performance

SYY vs. PEP - Performance Comparison

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

12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
17,650.25%
12,865.88%
SYY
PEP

Key characteristics

Sharpe Ratio

SYY:

-0.24

PEP:

-0.98

Sortino Ratio

SYY:

-0.19

PEP:

-1.30

Omega Ratio

SYY:

0.98

PEP:

0.84

Calmar Ratio

SYY:

-0.29

PEP:

-0.71

Martin Ratio

SYY:

-0.77

PEP:

-1.71

Ulcer Index

SYY:

6.81%

PEP:

11.43%

Daily Std Dev

SYY:

21.89%

PEP:

19.52%

Max Drawdown

SYY:

-69.94%

PEP:

-40.41%

Current Drawdown

SYY:

-14.38%

PEP:

-27.63%

Fundamentals

Market Cap

SYY:

$35.49B

PEP:

$185.55B

EPS

SYY:

$3.90

PEP:

$6.96

PE Ratio

SYY:

18.60

PEP:

19.44

PEG Ratio

SYY:

1.27

PEP:

2.42

PS Ratio

SYY:

0.44

PEP:

2.02

PB Ratio

SYY:

17.71

PEP:

10.81

Total Revenue (TTM)

SYY:

$61.19B

PEP:

$91.52B

Gross Profit (TTM)

SYY:

$11.24B

PEP:

$50.10B

EBITDA (TTM)

SYY:

$3.22B

PEP:

$15.72B

Returns By Period

In the year-to-date period, SYY achieves a -5.97% return, which is significantly higher than PEP's -11.51% return. Over the past 10 years, SYY has outperformed PEP with an annualized return of 9.34%, while PEP has yielded a comparatively lower 6.61% annualized return.


SYY

YTD

-5.97%

1M

-1.84%

6M

-2.74%

1Y

-5.39%

5Y*

8.79%

10Y*

9.34%

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

SYY vs. PEP — Risk-Adjusted Performance Rank

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

SYY
The Risk-Adjusted Performance Rank of SYY is 3434
Overall Rank
The Sharpe Ratio Rank of SYY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SYY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SYY is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SYY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SYY is 3434
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.

SYY vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sysco Corporation (SYY) 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 SYY, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.003.00
SYY: -0.24
PEP: -0.98
The chart of Sortino ratio for SYY, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
SYY: -0.19
PEP: -1.30
The chart of Omega ratio for SYY, currently valued at 0.98, compared to the broader market0.501.001.502.00
SYY: 0.98
PEP: 0.84
The chart of Calmar ratio for SYY, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00
SYY: -0.29
PEP: -0.71
The chart of Martin ratio for SYY, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.00
SYY: -0.77
PEP: -1.71

The current SYY Sharpe Ratio is -0.24, which is higher than the PEP Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SYY 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.98
SYY
PEP

Dividends

SYY vs. PEP - Dividend Comparison

SYY's dividend yield for the trailing twelve months is around 2.88%, less than PEP's 4.08% yield.


TTM20242023202220212020201920182017201620152014
SYY
Sysco Corporation
2.88%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%
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

SYY vs. PEP - Drawdown Comparison

The maximum SYY drawdown since its inception was -69.94%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for SYY and PEP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.38%
-27.63%
SYY
PEP

Volatility

SYY vs. PEP - Volatility Comparison

Sysco Corporation (SYY) and PepsiCo, Inc. (PEP) have volatilities of 9.38% and 9.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.38%
9.14%
SYY
PEP

Financials

SYY vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Sysco Corporation 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