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

Correlation

The correlation between KDP and PEP is 0.41, 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.


Performance

KDP vs. PEP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

KDP:

0.15

PEP:

-1.29

Sortino Ratio

KDP:

0.32

PEP:

-1.67

Omega Ratio

KDP:

1.04

PEP:

0.80

Calmar Ratio

KDP:

0.04

PEP:

-0.80

Martin Ratio

KDP:

0.29

PEP:

-1.84

Ulcer Index

KDP:

9.47%

PEP:

13.11%

Daily Std Dev

KDP:

19.09%

PEP:

19.76%

Max Drawdown

KDP:

-83.62%

PEP:

-40.41%

Current Drawdown

KDP:

-68.06%

PEP:

-28.51%

Fundamentals

Market Cap

KDP:

$45.93B

PEP:

$180.96B

EPS

KDP:

$1.10

PEP:

$6.80

PE Ratio

KDP:

30.75

PEP:

19.41

PEG Ratio

KDP:

1.04

PEP:

2.34

PS Ratio

KDP:

2.96

PEP:

1.98

PB Ratio

KDP:

1.88

PEP:

9.84

Total Revenue (TTM)

KDP:

$15.52B

PEP:

$91.52B

Gross Profit (TTM)

KDP:

$8.48B

PEP:

$50.10B

EBITDA (TTM)

KDP:

$3.37B

PEP:

$16.57B

Returns By Period

In the year-to-date period, KDP achieves a 6.81% return, which is significantly higher than PEP's -12.56% return. Over the past 10 years, KDP has underperformed PEP with an annualized return of -5.78%, while PEP has yielded a comparatively higher 6.26% annualized return.


KDP

YTD

6.81%

1M

-4.44%

6M

9.82%

1Y

2.93%

3Y*

1.80%

5Y*

6.53%

10Y*

-5.78%

PEP

YTD

-12.56%

1M

-7.74%

6M

-15.31%

1Y

-25.26%

3Y*

-3.90%

5Y*

3.04%

10Y*

6.26%

*Annualized

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Keurig Dr Pepper Inc.

PepsiCo, Inc.

Risk-Adjusted Performance

KDP vs. PEP — 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 5151
Overall Rank
The Sharpe Ratio Rank of KDP is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KDP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of KDP is 4545
Omega Ratio Rank
The Calmar Ratio Rank of KDP is 5353
Calmar Ratio Rank
The Martin Ratio Rank of KDP is 5454
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 33
Overall Rank
The Sharpe Ratio Rank of PEP is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 44
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 66
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 55
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 11
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. PEP - Risk-Adjusted Performance Comparison

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


The current KDP Sharpe Ratio is 0.15, which is higher than the PEP Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of KDP and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

KDP vs. PEP - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.68%, less than PEP's 4.13% yield.


TTM20242023202220212020201920182017201620152014
KDP
Keurig Dr Pepper Inc.
2.68%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%
PEP
PepsiCo, Inc.
4.13%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

KDP vs. PEP - Drawdown Comparison

The maximum KDP drawdown since its inception was -83.62%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for KDP and PEP. For additional features, visit the drawdowns tool.


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Volatility

KDP vs. PEP - Volatility Comparison

The current volatility for Keurig Dr Pepper Inc. (KDP) is 5.08%, while PepsiCo, Inc. (PEP) has a volatility of 6.81%. This indicates that KDP experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

KDP vs. PEP - Financials Comparison

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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
3.64B
17.92B
(KDP) Total Revenue
(PEP) Total Revenue
Values in USD except per share items

KDP vs. PEP - Profitability Comparison

The chart below illustrates the profitability comparison between Keurig Dr Pepper Inc. and PepsiCo, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%52.0%54.0%56.0%20212022202320242025
54.6%
55.8%
(KDP) Gross Margin
(PEP) Gross Margin
KDP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported a gross profit of 1.99B and revenue of 3.64B. Therefore, the gross margin over that period was 54.6%.

PEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, PepsiCo, Inc. reported a gross profit of 9.99B and revenue of 17.92B. Therefore, the gross margin over that period was 55.8%.

KDP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported an operating income of 801.00M and revenue of 3.64B, resulting in an operating margin of 22.0%.

PEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, PepsiCo, Inc. reported an operating income of 2.58B and revenue of 17.92B, resulting in an operating margin of 14.4%.

KDP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported a net income of 517.00M and revenue of 3.64B, resulting in a net margin of 14.2%.

PEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, PepsiCo, Inc. reported a net income of 1.83B and revenue of 17.92B, resulting in a net margin of 10.2%.