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Keurig Dr Pepper Inc. (KDP) Sharpe Ratio: -0.12

Equity · Currency in USD · Last updated Jul 14, 2026

Keurig Dr Pepper develops, manufactures, and distributes beverages, including coffee, soft drinks, and other refreshment products.

KDP's Sharpe Ratio of -0.12 indicates that for each unit of volatility, it generates -0.12 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

KDP Sharpe Ratio Rank

KDP Sharpe Ratio Rank: 40.741
Average

KDP ranks above 40.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

KDP Sharpe Ratio Market Positioning

The chart shows KDP's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.45 or lower
  • Yellow zone (middle 50%): -0.45 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.50+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares Keurig Dr Pepper Inc.'s Sharpe Ratio with other stocks in the Beverages - Non-Alcoholic industry across multiple time periods, showing how KDP's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MNSTMonster Beverage Corporation2.50
COCOThe Vita Coco Company, Inc.1.87
CCOJYCoca-Cola Bottlers Japan Inc ADR1.71
COKECoca-Cola Consolidated, Inc.1.61
KOThe Coca-Cola Company1.39
GUROFGURU Organic Energy Corp1.21
CCHGYCoca Cola HBC AG ADR1.08
AKO-BEmbotelladora Andina S.A0.93
KOFCoca-Cola FEMSA, S.A.B. de C.V.0.89
CCEPCoca-Cola European Partners plc0.60
KDPKeurig Dr Pepper Inc.-0.12

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows KDP's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when KDP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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