PortfoliosLab logo
VZ vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VZ and PEP is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

VZ vs. PEP - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
6.78%
-8.31%
VZ
PEP

Key characteristics

Sharpe Ratio

VZ:

0.67

PEP:

-0.48

Sortino Ratio

VZ:

1.00

PEP:

-0.56

Omega Ratio

VZ:

1.14

PEP:

0.93

Calmar Ratio

VZ:

0.62

PEP:

-0.38

Martin Ratio

VZ:

2.55

PEP:

-0.85

Ulcer Index

VZ:

5.70%

PEP:

10.36%

Daily Std Dev

VZ:

21.64%

PEP:

18.25%

Max Drawdown

VZ:

-50.61%

PEP:

-40.41%

Current Drawdown

VZ:

-5.03%

PEP:

-17.89%

Fundamentals

Market Cap

VZ:

$192.05B

PEP:

$207.58B

EPS

VZ:

$4.14

PEP:

$6.95

PE Ratio

VZ:

11.02

PEP:

21.78

PEG Ratio

VZ:

2.27

PEP:

2.57

Total Revenue (TTM)

VZ:

$101.81B

PEP:

$73.60B

Gross Profit (TTM)

VZ:

$60.58B

PEP:

$40.11B

EBITDA (TTM)

VZ:

$35.37B

PEP:

$13.14B

Returns By Period

In the year-to-date period, VZ achieves a 16.16% return, which is significantly higher than PEP's 0.43% return. Over the past 10 years, VZ has underperformed PEP with an annualized return of 4.35%, while PEP has yielded a comparatively higher 7.73% annualized return.


VZ

YTD

16.16%

1M

6.41%

6M

5.97%

1Y

13.74%

5Y*

2.07%

10Y*

4.35%

PEP

YTD

0.43%

1M

-0.96%

6M

-8.62%

1Y

-7.82%

5Y*

7.07%

10Y*

7.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VZ vs. PEP — Risk-Adjusted Performance Rank

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

VZ
The Risk-Adjusted Performance Rank of VZ is 7272
Overall Rank
The Sharpe Ratio Rank of VZ is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 7676
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 2727
Overall Rank
The Sharpe Ratio Rank of PEP is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 3434
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.

VZ vs. PEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) 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 VZ, currently valued at 0.67, compared to the broader market-2.00-1.000.001.002.003.00
VZ: 0.67
PEP: -0.48
The chart of Sortino ratio for VZ, currently valued at 1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
VZ: 1.00
PEP: -0.56
The chart of Omega ratio for VZ, currently valued at 1.14, compared to the broader market0.501.001.502.00
VZ: 1.14
PEP: 0.93
The chart of Calmar ratio for VZ, currently valued at 0.62, compared to the broader market0.001.002.003.004.005.00
VZ: 0.62
PEP: -0.38
The chart of Martin ratio for VZ, currently valued at 2.55, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
VZ: 2.55
PEP: -0.85

The current VZ Sharpe Ratio is 0.67, which is higher than the PEP Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of VZ 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.67
-0.48
VZ
PEP

Dividends

VZ vs. PEP - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 5.89%, more than PEP's 3.58% yield.


TTM20242023202220212020201920182017201620152014
VZ
Verizon Communications Inc.
5.89%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
PEP
PepsiCo, Inc.
3.58%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

VZ vs. PEP - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.61%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for VZ and PEP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.03%
-17.89%
VZ
PEP

Volatility

VZ vs. PEP - Volatility Comparison

Verizon Communications Inc. (VZ) has a higher volatility of 10.17% compared to PepsiCo, Inc. (PEP) at 5.86%. This indicates that VZ'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.17%
5.86%
VZ
PEP

Financials

VZ vs. PEP - Financials Comparison

This section allows you to compare key financial metrics between Verizon Communications 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


Values in USD except per share items