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UNH vs. PEP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNH vs. PEP - Performance Comparison

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

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Returns By Period

In the year-to-date period, UNH achieves a 21.95% return, which is significantly higher than PEP's 0.82% return. Over the past 10 years, UNH has outperformed PEP with an annualized return of 13.14%, while PEP has yielded a comparatively lower 6.52% annualized return.


UNH

1D
0.76%
1M
8.76%
YTD
21.95%
6M
22.48%
1Y
38.84%
3Y*
-4.57%
5Y*
1.42%
10Y*
13.14%

PEP

1D
0.89%
1M
-8.04%
YTD
0.82%
6M
-0.22%
1Y
13.76%
3Y*
-4.61%
5Y*
2.38%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH vs. PEP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH
UnitedHealth Group Incorporated
21.95%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%
PEP
PepsiCo, Inc.
0.82%-1.85%-7.60%-3.29%6.78%20.56%11.67%27.38%-4.81%17.82%

Correlation

The correlation between UNH and PEP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.24

The correlation between UNH and PEP shifts across timeframes, from 0.07 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UNH:

$363.52B

PEP:

$194.57B

EPS

UNH:

$13.23

PEP:

$6.37

PE Ratio

UNH:

30.20

PEP:

22.27

PS Ratio

UNH:

0.81

PEP:

2.04

PB Ratio

UNH:

3.50

PEP:

9.10

Total Revenue (TTM)

UNH:

$449.71B

PEP:

$95.45B

Gross Profit (TTM)

UNH:

$84.55B

PEP:

$51.60B

EBITDA (TTM)

UNH:

$22.99B

PEP:

$15.08B

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Return for Risk

UNH vs. PEP — Risk / Return Rank

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

UNH
UNH Risk / Return Rank: 6767
Overall Rank
UNH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6464
Sortino Ratio Rank
UNH Omega Ratio Rank: 6868
Omega Ratio Rank
UNH Calmar Ratio Rank: 6767
Calmar Ratio Rank
UNH Martin Ratio Rank: 6666
Martin Ratio Rank

PEP
PEP Risk / Return Rank: 5959
Overall Rank
PEP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5757
Sortino Ratio Rank
PEP Omega Ratio Rank: 5454
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UNH vs. PEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) 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.


UNHPEPDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratioReturn relative to maximum drawdown

1.35

0.85

+0.50

Martin ratioReturn relative to average drawdown

2.95

2.29

+0.67

UNH vs. PEP - Sharpe Ratio Comparison

The current UNH Sharpe Ratio is 0.97, which is higher than the PEP Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of UNH and PEP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UNHPEPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.64

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.13

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.38

+0.26

Drawdowns

UNH vs. PEP - Drawdown Comparison

The maximum UNH drawdown since its inception was -74.37%, roughly equal to the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for UNH and PEP.


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Drawdown Indicators


UNHPEPDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

-73.92%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-28.96%

-16.25%

-12.71%

Max Drawdown (3Y)

Largest decline over 3 years

-61.39%

-29.17%

-32.22%

Max Drawdown (5Y)

Largest decline over 5 years

-61.39%

-30.32%

-31.07%

Max Drawdown (10Y)

Largest decline over 10 years

-61.39%

-30.32%

-31.07%

Current Drawdown

Current decline from peak

-33.78%

-19.09%

-14.69%

Average Drawdown

Average peak-to-trough decline

-14.76%

-13.65%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

6.03%

+7.16%

Volatility

UNH vs. PEP - Volatility Comparison

UnitedHealth Group Incorporated (UNH) has a higher volatility of 8.18% compared to PepsiCo, Inc. (PEP) at 6.37%. This indicates that UNH'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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Volatility by Period


UNHPEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.37%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

30.89%

14.91%

+15.98%

Volatility (1Y)

Calculated over the trailing 1-year period

40.16%

21.72%

+18.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.86%

18.37%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

19.66%

+10.52%

Dividends

UNH vs. PEP - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 2.21%, less than PEP's 5.05% yield.


PositionTTM20252024202320222021202020192018201720162015
PEP
PepsiCo, Inc.
5.05%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%
UNH
UnitedHealth Group Incorporated
2.21%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Financials

UNH vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between UnitedHealth Group Incorporated 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


20.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
111.72B
19.44B
(UNH) Total Revenue
(PEP) Total Revenue
Values in USD except per share items

UNH vs. PEP - Profitability Comparison

The chart below illustrates the profitability comparison between UnitedHealth Group Incorporated 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

20.0%30.0%40.0%50.0%60.0%20222023202420252026
22.7%
55.2%
Portfolio components
UNH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported a gross profit of 25.41B and revenue of 111.72B. Therefore, the gross margin over that period was 22.7%.

PEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a gross profit of 10.73B and revenue of 19.44B. Therefore, the gross margin over that period was 55.2%.

UNH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported an operating income of 8.99B and revenue of 111.72B, resulting in an operating margin of 8.1%.

PEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported an operating income of 3.21B and revenue of 19.44B, resulting in an operating margin of 16.5%.

UNH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported a net income of 6.28B and revenue of 111.72B, resulting in a net margin of 5.6%.

PEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a net income of 2.34B and revenue of 19.44B, resulting in a net margin of 12.0%.


Frequently Asked Questions


UNH and PEP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNH has higher volatility (8.18%) compared to PEP (6.37%). In terms of maximum drawdown, UNH dropped -74.37% vs PEP's -73.92%.

UNH currently has the higher Sharpe Ratio (0.97 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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