INGR vs PEP: returns, Sharpe ratio and drawdown

Over the past year, PEP returned -14.42% against -19.43% for INGR. Over five years, INGR averaged +0.56% a year, compared with -4.07% for PEP. PEP had the higher Sharpe ratio over the past year (-0.86 vs -1.37), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -22.45% for INGR and -27.43% for PEP.