PepsiCo Inc. (PEP) Volatility

    Consumer Staples
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    PEP volatility — the short answer

    PEP's realised volatility is 17.7% annualised over 20 days and 23.3% over 60 days, placing it in the 26th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+17.7%
    Realised volatility (60d, annualised)+23.3%
    1-year volatility percentile26
    Current drawdown from peak-19.3%
    Deepest 1-year drawdown-20.8%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    WMT — Walmart Inc.40.2
    PG — Procter & Gamble12.9
    COST — Costco Wholesale19.8
    KO — Coca-Cola Co.15.6
    PM — Philip Morris23.8

    Track PEP inside Autonium

    Full factor detail, alerts when the score changes, and Toni to ask why.

    Type a ticker

    Continue analysing PEP

    PEP overviewPEP technical analysisPEP rsiPEP moving averagesPEP momentumPEP relative strengthPEP drawdownPEP volumePEP trendPEP algo score historyPEP vs WMTPEP vs PGConsumer Staples sector strengthAlgo Score rankings

    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.