COMP <GO>
SONO vs PEP // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Sonos Inc. (NASDAQ) VS. PepsiCo Inc. (NASDAQ) • 15-METRIC TALLY: SONO 2
— PEP 8
■ METRIC PARITY
LAST: $16.17 (-7.39%) • MKT CAP: $2.07B
options-implied-move
—
LAST: $137.34 (+2.65%) • MKT CAP: $182.32B
options-implied-move
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15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (SONO VS. PEP)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | SONO | PEP | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 43.70% | 54.10% | -10.40 | PEP | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | -30.50% | 17.00% | -47.50 | PEP | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | 14.3x | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | 6.63% | 4.31% | +2.32 | SONO | /fcf-yield <GO> |
| Operating Margin | -3.50% | 12.20% | -15.70 | PEP | /operating-margins <GO> |
| Net Profit Margin | -4.20% | 8.80% | -13.00 | PEP | /net-margins <GO> |
| Revenue Growth (YoY) | -4.90% | 2.30% | -7.20 | PEP | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 4.19% | -4.19 | PEP | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.10 | 3.38 | +0.72 | SONO | /balance-sheet <GO> |
| Piotroski F-Score Quality | 5/9 | 5/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 52.3 | 52.4 | -0.10 | PEP | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | — | 0.89 | — | TIE | /macro-sensitivity <GO> |
| Forward P/E Multiple | — | 20.6x | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $2.07B | $182.32B | -$180.26B | PEP | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | SONO REV | PEP REV | SONO GROSS % | PEP GROSS % | SONO FCF | PEP FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.44B | $93.92B | 43.7% | 54.1% | $136.9M | $7.86B |
| FY 2024 | $1.52B | $91.85B | 45.4% | 54.6% | $189.9M | $8.37B |
| FY 2023 | $1.66B | $91.47B | — | — | $100.4M | $9.33B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
SONO // BETA —
PEP // BETA 0.89