KDP vs. PEP
Compare and contrast key facts about Keurig Dr Pepper Inc. (KDP) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KDP or PEP.
Performance
KDP vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, KDP achieves a -3.25% return, which is significantly higher than PEP's -3.81% return. Over the past 10 years, KDP has underperformed PEP with an annualized return of -5.84%, while PEP has yielded a comparatively higher 8.01% annualized return.
KDP
-3.25%
-14.98%
-5.78%
1.59%
3.11%
-5.84%
PEP
-3.81%
-8.80%
-10.08%
-1.28%
6.62%
8.01%
Fundamentals
| KDP | PEP | |
|---|---|---|
| Market Cap | $45.22B | $225.47B |
| EPS | $1.66 | $6.79 |
| PE Ratio | 20.08 | 24.20 |
| PEG Ratio | 2.55 | 1.95 |
| Total Revenue (TTM) | $15.15B | $91.92B |
| Gross Profit (TTM) | $8.31B | $50.43B |
| EBITDA (TTM) | $4.25B | $17.69B |
Key characteristics
| KDP | PEP | |
|---|---|---|
| Sharpe Ratio | 0.08 | -0.11 |
| Sortino Ratio | 0.22 | -0.05 |
| Omega Ratio | 1.03 | 0.99 |
| Calmar Ratio | 0.02 | -0.12 |
| Martin Ratio | 0.25 | -0.38 |
| Ulcer Index | 5.71% | 4.91% |
| Daily Std Dev | 17.48% | 16.34% |
| Max Drawdown | -83.62% | -40.41% |
| Current Drawdown | -70.76% | -14.88% |
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Correlation
The correlation between KDP and PEP is 0.52, 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.
Risk-Adjusted Performance
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.
Dividends
KDP vs. PEP - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.79%, less than PEP's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 2.79% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% |
PEP PepsiCo, Inc. | 3.29% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
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.
Volatility
KDP vs. PEP - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 7.83% compared to PepsiCo, Inc. (PEP) at 4.94%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities