VWAGY vs. PEP
Compare and contrast key facts about Volkswagen AG 1/10 ADR (VWAGY) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWAGY or PEP.
Key characteristics
| VWAGY | PEP | |
|---|---|---|
| YTD Return | -23.58% | -0.52% |
| 1Y Return | -19.48% | 2.46% |
| 3Y Return (Ann) | -28.08% | 3.20% |
| 5Y Return (Ann) | -8.25% | 7.42% |
| Sharpe Ratio | -0.70 | 0.11 |
| Sortino Ratio | -0.88 | 0.27 |
| Omega Ratio | 0.90 | 1.03 |
| Calmar Ratio | -0.29 | 0.11 |
| Martin Ratio | -1.06 | 0.37 |
| Ulcer Index | 18.43% | 4.67% |
| Daily Std Dev | 27.99% | 15.85% |
| Max Drawdown | -67.94% | -40.41% |
| Current Drawdown | -67.85% | -11.97% |
Fundamentals
| VWAGY | PEP | |
|---|---|---|
| Market Cap | $47.60B | $226.53B |
| EPS | $2.62 | $6.79 |
| PE Ratio | 3.56 | 24.32 |
| PEG Ratio | 0.63 | 1.95 |
| Total Revenue (TTM) | $324.46B | $91.92B |
| Gross Profit (TTM) | $59.98B | $50.43B |
| EBITDA (TTM) | $51.62B | $17.69B |
Correlation
The correlation between VWAGY and PEP is 0.12, 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
VWAGY vs. PEP - Performance Comparison
In the year-to-date period, VWAGY achieves a -23.58% return, which is significantly lower than PEP's -0.52% 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
VWAGY vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) 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
VWAGY vs. PEP - Dividend Comparison
VWAGY's dividend yield for the trailing twelve months is around 10.34%, more than PEP's 3.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWAGY Volkswagen AG 1/10 ADR | 10.34% | 7.15% | 17.23% | 1.99% | 2.72% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEP PepsiCo, Inc. | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
VWAGY vs. PEP - Drawdown Comparison
The maximum VWAGY drawdown since its inception was -67.94%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for VWAGY and PEP. For additional features, visit the drawdowns tool.
Volatility
VWAGY vs. PEP - Volatility Comparison
Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 10.38% compared to PepsiCo, Inc. (PEP) at 3.48%. This indicates that VWAGY'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
VWAGY vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Volkswagen AG 1/10 ADR 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