PepsiCo (PEP): analysis and statistics
Return, volatility, Sharpe ratio and risk for PepsiCo, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $140.24 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -6.03% |
| Total return over period | -16.93% |
| Annualized volatility | 20.02% |
| Sharpe ratio | -0.48 |
| Sortino ratio | -0.69 |
| Max drawdown | -27.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.89% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $122.22 – $169.60 |
| Trading days analyzed | 752 |
Over the last 3.0 years, PepsiCo (PEP) has posted an annualized return of -6.03% with annual volatility of 20.02%, 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 -27.94%. Its correlation with the S&P 500 is 0.08, 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 S&P 500 stocks, try the optimizer.
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