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

Correlation

The correlation between KDP and KO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

KDP vs. KO - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
84.43%
268.75%
KDP
KO

Key characteristics

Sharpe Ratio

KDP:

0.17

KO:

0.93

Sortino Ratio

KDP:

0.34

KO:

1.40

Omega Ratio

KDP:

1.05

KO:

1.17

Calmar Ratio

KDP:

0.04

KO:

0.80

Martin Ratio

KDP:

0.42

KO:

2.33

Ulcer Index

KDP:

6.97%

KO:

5.10%

Daily Std Dev

KDP:

17.26%

KO:

12.77%

Max Drawdown

KDP:

-83.62%

KO:

-68.21%

Current Drawdown

KDP:

-69.86%

KO:

-13.09%

Fundamentals

Market Cap

KDP:

$44.82B

KO:

$273.11B

EPS

KDP:

$1.66

KO:

$2.41

PE Ratio

KDP:

19.90

KO:

26.31

PEG Ratio

KDP:

2.33

KO:

2.64

Total Revenue (TTM)

KDP:

$15.15B

KO:

$46.37B

Gross Profit (TTM)

KDP:

$8.31B

KO:

$28.02B

EBITDA (TTM)

KDP:

$4.20B

KO:

$15.46B

Returns By Period

In the year-to-date period, KDP achieves a -0.28% return, which is significantly lower than KO's 9.38% return. Over the past 10 years, KDP has underperformed KO with an annualized return of -5.83%, while KO has yielded a comparatively higher 7.20% annualized return.


KDP

YTD

-0.28%

1M

1.03%

6M

-4.67%

1Y

2.17%

5Y*

4.67%

10Y*

-5.83%

KO

YTD

9.38%

1M

0.05%

6M

1.09%

1Y

11.16%

5Y*

5.86%

10Y*

7.20%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KDP vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and The Coca-Cola Company (KO). 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-4.00-2.000.002.000.170.93
The chart of Sortino ratio for KDP, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.341.40
The chart of Omega ratio for KDP, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.17
The chart of Calmar ratio for KDP, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.80
The chart of Martin ratio for KDP, currently valued at 0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.000.422.33
KDP
KO

The current KDP Sharpe Ratio is 0.17, which is lower than the KO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of KDP and KO, 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
0.93
KDP
KO

Dividends

KDP vs. KO - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.70%, less than KO's 3.10% yield.


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%
KO
The Coca-Cola Company
3.10%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Drawdowns

KDP vs. KO - Drawdown Comparison

The maximum KDP drawdown since its inception was -83.62%, which is greater than KO's maximum drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for KDP and KO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-69.86%
-13.09%
KDP
KO

Volatility

KDP vs. KO - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) has a higher volatility of 4.68% compared to The Coca-Cola Company (KO) at 4.33%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than KO 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%
4.33%
KDP
KO

Financials

KDP vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Keurig Dr Pepper Inc. and The Coca-Cola Company. 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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