PepsiCo (PEP): analysis and statistics
Return, volatility, Sharpe ratio and risk for PepsiCo, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $132.63 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -2.89% |
| Total return over period | -8.38% |
| Annualized volatility | 20.11% |
| Period volatility | 34.75% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.60 |
| Sortino ratio | -0.86 |
| Max drawdown | -27.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.81% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $122.22 – $168.62 |
| Trading days analyzed | 752 |
Over the last 3.0 years, PepsiCo (PEP) has posted an annualized return of -2.89% with annual volatility of 20.11%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -27.52%. Its correlation with the S&P 500 is 0.04, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PEP would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, PepsiCo (PEP) is of both the S&P 500 and the Nasdaq 100.
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