TPR vs. PEP
Compare and contrast key facts about Tapestry, Inc. (TPR) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPR or PEP.
Performance
TPR vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, TPR achieves a 63.96% return, which is significantly higher than PEP's -1.75% return. Both investments have delivered pretty close results over the past 10 years, with TPR having a 8.09% annualized return and PEP not far ahead at 8.10%.
TPR
63.96%
35.32%
41.62%
100.76%
20.59%
8.09%
PEP
-1.75%
-5.09%
-6.96%
-0.72%
6.73%
8.10%
Fundamentals
| TPR | PEP | |
|---|---|---|
| Market Cap | $12.89B | $217.79B |
| EPS | $3.45 | $6.78 |
| PE Ratio | 16.03 | 23.41 |
| PEG Ratio | 1.75 | 1.89 |
| Total Revenue (TTM) | $6.67B | $91.92B |
| Gross Profit (TTM) | $4.78B | $50.43B |
| EBITDA (TTM) | $1.45B | $16.26B |
Key characteristics
| TPR | PEP | |
|---|---|---|
| Sharpe Ratio | 2.89 | -0.04 |
| Sortino Ratio | 4.15 | 0.05 |
| Omega Ratio | 1.46 | 1.01 |
| Calmar Ratio | 2.21 | -0.04 |
| Martin Ratio | 9.88 | -0.14 |
| Ulcer Index | 10.20% | 5.16% |
| Daily Std Dev | 34.88% | 16.42% |
| Max Drawdown | -82.39% | -40.41% |
| Current Drawdown | 0.00% | -13.05% |
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Correlation
The correlation between TPR and PEP is 0.23, 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.
Risk-Adjusted Performance
TPR vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tapestry, Inc. (TPR) 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
TPR vs. PEP - Dividend Comparison
TPR's dividend yield for the trailing twelve months is around 2.38%, less than PEP's 3.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPR Tapestry, Inc. | 2.38% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% |
PEP PepsiCo, Inc. | 3.23% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
TPR vs. PEP - Drawdown Comparison
The maximum TPR drawdown since its inception was -82.39%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for TPR and PEP. For additional features, visit the drawdowns tool.
Volatility
TPR vs. PEP - Volatility Comparison
Tapestry, Inc. (TPR) has a higher volatility of 14.79% compared to PepsiCo, Inc. (PEP) at 5.59%. This indicates that TPR'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
TPR vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Tapestry, 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