KDP vs. CTLT

Last updated Apr 1, 2026

Compare and contrast key facts about Keurig Dr Pepper Inc. (KDP) and Catalent, Inc. (CTLT).

Performance

KDP vs. CTLT - Performance Comparison

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

KDP vs. CTLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KDP Keurig Dr Pepper Inc.	-4.38%	-10.14%	-1.05%	-4.24%	-1.23%	17.49%	13.03%	15.43%	-73.28%	9.76%
CTLT Catalent, Inc.	0.00%	0.00%	41.29%	-0.18%	-64.84%	23.02%	84.85%	80.56%	-24.10%	52.37%

Fundamentals

Total Revenue (TTM) KDP : $16.60B CTLT : $4.42B
Gross Profit (TTM) KDP : $9.00B CTLT : $965.00M
EBITDA (TTM) KDP : $3.58B CTLT : $399.00M

Returns By Period

KDP

• 1D: -0.45%
• 1M: -12.28%
• YTD: -4.38%
• 6M: 4.99%
• 1Y: -20.48%
• 3Y*: -6.64%
• 5Y*: -2.78%
• 10Y*: -9.58%

CTLT

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KDP vs. CTLT — Risk / Return Rank

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

KDP

KDP Risk / Return Rank: 15
KDP Sharpe Ratio Rank: 10
KDP Sortino Ratio Rank: 12
KDP Omega Ratio Rank: 12
KDP Calmar Ratio Rank: 18
KDP Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KDP vs. CTLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and Catalent, Inc. (CTLT). 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.

	KDP	CTLT	Difference
Sharpe ratio Return per unit of total volatility	-0.77	—	—
Sortino ratio Return per unit of downside risk	-0.91	—	—
Omega ratio Gain probability vs. loss probability	0.87	—	—
Calmar ratio Return relative to maximum drawdown	-0.69	—	—
Martin ratio Return relative to average drawdown	-1.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	KDP	CTLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.77	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	—	—

Correlation

The correlation between KDP and CTLT is 0.17, 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.

Dividends

KDP vs. CTLT - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 3.49%, while CTLT has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KDP Keurig Dr Pepper Inc.	3.49%	3.28%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	2.85%	2.39%	2.34%	2.06%
CTLT Catalent, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	KDP	CTLT	Difference
Max Drawdown Largest peak-to-trough decline	-83.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-28.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.62%	—	—
Current Drawdown Current decline from peak	-74.31%	—	—
Average Drawdown Average peak-to-trough decline	-35.21%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	16.81%	—	—

Volatility

Volatility by Period

	KDP	CTLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.80%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.62%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.97%	—	—

Financials