PepsiCo Inc

10-Year Study

PEP.US · Consumer Defensive · US · Common Stock

Executive Summary: PepsiCo Inc has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 26.7% and an annualized volatility of 42.4%.

1Y CAGR
+26.7%
3Y CAGR
-1.7%
5Y CAGR
+4.5%
10Y CAGR
+7.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -7.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.010.5-8.52.0————————10.4%
2025-0.91.8-1.4-9.6-3.01.64.57.8-4.64.01.8-2.6-1.8%
2024-0.8-1.15.80.5-1.7-3.94.70.1-0.9-2.3-1.6-6.2-7.6%
2023-5.31.55.84.7-4.52.31.2-4.4-4.8-3.63.90.9-3.3%
2022-0.1-5.62.92.6-2.30.05.0-1.5-4.611.22.2-2.06.8%
2021-7.9-5.410.41.92.60.95.9-0.4-3.27.4-1.19.520.6%
20203.9-7.0-8.410.1-0.61.34.11.7-0.3-3.88.23.611.7%
20192.03.56.04.5-0.03.2-2.57.01.00.1-1.01.327.4%
20180.3-8.80.2-7.50.28.65.6-2.60.60.58.5-8.7-4.8%
2017-0.86.42.01.33.9-1.21.0-0.1-3.7-1.16.42.917.8%
2016———0.5-1.75.52.8-1.31.9-1.4-5.94.54.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 42.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.2% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110046.83828479668
2016-05-019872.163965431877
2016-06-0110415.139663487356
2016-07-0110708.114706645116
2016-08-0110569.001333371752
2016-09-0110769.007096471672
2016-10-0110613.560574109535
2016-11-019983.928809998453
2016-12-0110435.742745697975
2017-01-0110350.972785070428
2017-02-0111009.249775370083
2017-03-0111233.499851993114
2017-04-0111376.097281126633
2017-05-0111817.23638402154
2017-06-0111677.703876208614
2017-07-0111790.948789618036
2017-08-0111783.84969835411
2017-09-0111346.024377912656
2017-10-0111223.833561674337
2017-11-0111946.604879249959
2017-12-0112295.193836626595
2018-01-0112334.160250852019
2018-02-0111250.43550698252
2018-03-0111273.6712780198
2018-04-0110425.696614702716
2018-05-0110449.652773229876
2018-06-0111348.17244242794
2018-07-0111987.143047998763
2018-08-0111675.477223967162
2018-09-0111749.978388375303
2018-10-0111810.936267973666
2018-11-0112815.667249089038
2018-12-0111704.214135836264
2019-01-0111936.218201441297
2019-02-0112350.192146990481
2019-03-0113088.170189579789
2019-04-0113675.568632723167
2019-05-0113670.228402307228
2019-06-0114107.046059642107
2019-07-0113749.877179497045
2019-08-0114709.492802029412
2019-09-0114851.226754277586
2019-10-0114858.807403217577
2019-11-0114713.65586339034
2019-12-0114908.342437221709
2020-01-0115491.93296990876
2020-02-0114402.196264987333
2020-03-0113189.299495204838
2020-04-0114528.002116629425
2020-05-0114446.729309816394
2020-06-0114637.448623274015
2020-07-0115235.068986925622
2020-08-0115500.682403422232
2020-09-0115449.403912097006
2020-10-0114857.507354501373
2020-11-0116076.966199418974
2020-12-0116648.403752301965
2021-01-0115331.574714661063
2021-02-0114503.089807433875
2021-03-0116006.211049958216
2021-04-0116312.86035746937
2021-05-0116740.60025305248
2021-06-0116889.117957557388
2021-07-0117889.906454409946
2021-08-0117826.08012280642
2021-09-0117261.9643264115
2021-10-0118546.19255564666
2021-11-0118337.31947744401
2021-12-0120070.728953552032
2022-01-0120048.776782042183
2022-02-0118918.77696541354
2022-03-0119466.546514765323
2022-04-0119970.123566101447
2022-05-0119509.57329484281
2022-06-0119517.628536775126
2022-07-0120489.640827895495
2022-08-0120174.60882959299
2022-09-0119247.941656472092
2022-10-0121407.820526590156
2022-11-0121871.16066212779
2022-12-0121432.208917611242
2023-01-0120288.58722844666
2023-02-0120586.356122900725
2023-03-0121772.91290646227
2023-04-0122798.862573643248
2023-05-0121778.885573651103
2023-06-0122276.201802802436
2023-07-0122545.600528109517
2023-08-0121548.76761347413
2023-09-0120521.717718126783
2023-10-0119775.64513974207
2023-11-0120537.854397900133
2023-12-0120727.01505478874
2024-01-0120567.154521806784
2024-02-0120331.823575793933
2024-03-0121520.947558410327
2024-04-0121631.625272764897
2024-05-0121261.47708250925
2024-06-0120441.33557221033
2024-07-0121400.616651691336
2024-08-0121426.642287007613
2024-09-0121236.38140195264
2024-10-0120740.597633461603
2024-11-0120412.153329892935
2024-12-0119151.43592873665
2025-01-0118978.885105629473
2025-02-0119329.015953809816
2025-03-0119051.391924214742
2025-04-0117226.807869197768
2025-05-0116702.050287262697
2025-06-0116961.09942857718
2025-07-0117716.412265209958
2025-08-0119094.725335845873
2025-09-0118216.591196824964
2025-10-0118949.45787784344
2025-11-0119293.191241906487
2025-12-0118798.184659212304
2026-01-0120122.387925102295
2026-02-0122232.46773318943
2026-03-0120339.813327954438
2026-04-0120744.54011772441
Annual Return Matrix
YearAnnual Return
20170.1781810012224725
2018-0.04806591165971208
20190.27375851673586205
20200.11671728915589163
20210.20556476477673535
20220.06783410643479715
2023-0.03290346158594204
2024-0.07601572739187401
2025-0.018445158412079832
20260.10353954351428651
Total Factor Risk
0.42375881805559446
VTI.US Exposure
0.06063872060213489
VEA.US Exposure
-0.01420799961127178
VWO.US Exposure
0.010819619329833902
QQQ.US Exposure
0.07410274947198979
VTV.US Exposure
0.22203685692175298
IJR.US Exposure
-0.004369187514091366
QUAL.US Exposure
-0.0037177759015508374
SHV.US Exposure
0.5617820708383187
TLT.US Exposure
-0.0020019194921815785
LQD.US Exposure
0.003715194870819993
HYG.US Exposure
0.01169198795888772
GLD.US Exposure
0.000004528628827785749
USO.US Exposure
0.009158540663760258
VNQ.US Exposure
0.004275295254710797
BTC-USD.CC Exposure
0.0020823144624201833
CPER.US Exposure
-0.0023408734208394165
VIX.INDX Exposure
0.0005533582591205931
UUP.US Exposure
0.002458459924016213
TIP.US Exposure
-0.00015179278753248287
Idiosyncratic Exposure
0.06346985154087362
Value Score
39.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →26.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.64%
Market Cap$214.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,208
Avg Yield on Cost
5.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$527.065.27%Solid
2021$556.45.56%Solid
2022$592.685.93%Solid
2023$647.696.48%Solid
2024$698.126.98%Solid
2026$186.381.86%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PepsiCo Inc a high-risk investment?

PepsiCo Inc (PEP.US) has an annualized volatility of 42.4% and experienced a maximum drawdown of 26.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of PEP.US?

Over the past 10 years, PEP.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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