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KDP vs. CTLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KDP and CTLT is 0.18, 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.


-0.50.00.51.00.2

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-30.52%
217.56%
KDP
CTLT

Key characteristics

Sharpe Ratio

KDP:

0.17

CTLT:

2.58

Sortino Ratio

KDP:

0.34

CTLT:

4.35

Omega Ratio

KDP:

1.05

CTLT:

1.66

Calmar Ratio

KDP:

0.04

CTLT:

0.75

Martin Ratio

KDP:

0.42

CTLT:

12.40

Ulcer Index

KDP:

6.97%

CTLT:

4.28%

Daily Std Dev

KDP:

17.26%

CTLT:

20.54%

Max Drawdown

KDP:

-83.62%

CTLT:

-77.62%

Current Drawdown

KDP:

-69.86%

CTLT:

-55.41%

Fundamentals

Market Cap

KDP:

$44.82B

CTLT:

$11.52B

EPS

KDP:

$1.66

CTLT:

-$2.28

PEG Ratio

KDP:

2.33

CTLT:

529.00

Total Revenue (TTM)

KDP:

$15.15B

CTLT:

$4.42B

Gross Profit (TTM)

KDP:

$8.31B

CTLT:

$965.00M

EBITDA (TTM)

KDP:

$4.20B

CTLT:

$456.00M

Returns By Period

In the year-to-date period, KDP achieves a -0.28% return, which is significantly lower than CTLT's 41.29% return. Over the past 10 years, KDP has underperformed CTLT with an annualized return of -5.83%, while CTLT has yielded a comparatively higher 8.89% annualized return.


KDP

YTD

-0.28%

1M

1.03%

6M

-4.67%

1Y

2.17%

5Y*

4.67%

10Y*

-5.83%

CTLT

YTD

41.29%

1M

7.59%

6M

12.35%

1Y

44.60%

5Y*

2.71%

10Y*

8.89%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KDP vs. CTLT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KDP, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.172.52
The chart of Sortino ratio for KDP, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.344.34
The chart of Omega ratio for KDP, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.65
The chart of Calmar ratio for KDP, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.69
The chart of Martin ratio for KDP, currently valued at 0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.000.4211.26
KDP
CTLT

The current KDP Sharpe Ratio is 0.17, which is lower than the CTLT Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of KDP and CTLT, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.17
2.52
KDP
CTLT

Dividends

KDP vs. CTLT - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.70%, while CTLT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KDP
Keurig Dr Pepper Inc.
2.70%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%
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

KDP vs. CTLT - Drawdown Comparison

The maximum KDP drawdown since its inception was -83.62%, which is greater than CTLT's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for KDP and CTLT. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-69.86%
-55.41%
KDP
CTLT

Volatility

KDP vs. CTLT - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) has a higher volatility of 4.68% compared to Catalent, Inc. (CTLT) at 3.16%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than CTLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.68%
3.16%
KDP
CTLT

Financials

KDP vs. CTLT - Financials Comparison

This section allows you to compare key financial metrics between Keurig Dr Pepper Inc. and Catalent, 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
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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.

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