PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KDP vs. AIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KDP and AIG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

KDP vs. AIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keurig Dr Pepper Inc. (KDP) and American International Group, Inc. (AIG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-9.00%
7.16%
KDP
AIG

Key characteristics

Sharpe Ratio

KDP:

0.16

AIG:

0.64

Sortino Ratio

KDP:

0.34

AIG:

0.98

Omega Ratio

KDP:

1.04

AIG:

1.13

Calmar Ratio

KDP:

0.04

AIG:

0.14

Martin Ratio

KDP:

0.35

AIG:

2.30

Ulcer Index

KDP:

8.36%

AIG:

5.82%

Daily Std Dev

KDP:

18.00%

AIG:

20.76%

Max Drawdown

KDP:

-83.62%

AIG:

-99.64%

Current Drawdown

KDP:

-70.40%

AIG:

-93.93%

Fundamentals

Market Cap

KDP:

$42.81B

AIG:

$47.36B

EPS

KDP:

$1.66

AIG:

$5.03

PE Ratio

KDP:

19.01

AIG:

15.10

PEG Ratio

KDP:

2.19

AIG:

1.08

Total Revenue (TTM)

KDP:

$11.28B

AIG:

$11.44B

Gross Profit (TTM)

KDP:

$6.13B

AIG:

$6.47B

EBITDA (TTM)

KDP:

$3.08B

AIG:

$5.29B

Returns By Period

In the year-to-date period, KDP achieves a -1.03% return, which is significantly lower than AIG's 4.30% return. Over the past 10 years, KDP has underperformed AIG with an annualized return of -6.44%, while AIG has yielded a comparatively higher 6.04% annualized return.


KDP

YTD

-1.03%

1M

3.88%

6M

-9.00%

1Y

3.50%

5Y*

4.41%

10Y*

-6.44%

AIG

YTD

4.30%

1M

7.70%

6M

7.17%

1Y

11.22%

5Y*

11.32%

10Y*

6.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KDP vs. AIG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KDP
The Risk-Adjusted Performance Rank of KDP is 4646
Overall Rank
The Sharpe Ratio Rank of KDP is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KDP is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KDP is 4040
Omega Ratio Rank
The Calmar Ratio Rank of KDP is 4747
Calmar Ratio Rank
The Martin Ratio Rank of KDP is 5050
Martin Ratio Rank

AIG
The Risk-Adjusted Performance Rank of AIG is 6161
Overall Rank
The Sharpe Ratio Rank of AIG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of AIG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AIG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AIG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AIG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KDP vs. AIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and American International Group, Inc. (AIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for KDP, currently valued at 0.16, compared to the broader market-2.000.002.004.000.160.64
The chart of Sortino ratio for KDP, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.000.340.98
The chart of Omega ratio for KDP, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.13
The chart of Calmar ratio for KDP, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.15
The chart of Martin ratio for KDP, currently valued at 0.35, compared to the broader market0.0010.0020.0030.000.352.30
KDP
AIG

The current KDP Sharpe Ratio is 0.16, which is lower than the AIG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KDP and AIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.16
0.64
KDP
AIG

Dividends

KDP vs. AIG - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.82%, more than AIG's 2.05% yield.


TTM20242023202220212020201920182017201620152014
KDP
Keurig Dr Pepper Inc.
2.82%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%
AIG
American International Group, Inc.
2.05%2.14%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%

Drawdowns

KDP vs. AIG - Drawdown Comparison

The maximum KDP drawdown since its inception was -83.62%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for KDP and AIG. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-70.40%
-86.68%
KDP
AIG

Volatility

KDP vs. AIG - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) has a higher volatility of 6.60% compared to American International Group, Inc. (AIG) at 5.89%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than AIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.60%
5.89%
KDP
AIG

Financials

KDP vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between Keurig Dr Pepper Inc. and American International Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab