KDP vs. QQQ
KDP (Keurig Dr Pepper Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, KDP returned 9.67%/yr vs 20.46%/yr for QQQ. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
KDP vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KDP achieves a 13.05% return, which is significantly lower than QQQ's 14.23% return. Over the past 10 years, KDP has underperformed QQQ with an annualized return of 9.67%, while QQQ has yielded a comparatively higher 20.46% annualized return.
KDP
- 1D
- -0.67%
- 1M
- -7.18%
- 6M
- 14.33%
- YTD
- 13.05%
- 1Y
- -4.11%
- 3Y*
- 0.12%
- 5Y*
- 0.50%
- 10Y*
- 9.67%
- ALL TIME*
- 13.53%
QQQ
- 1D
- 1.76%
- 1M
- -1.76%
- 6M
- 12.07%
- YTD
- 14.23%
- 1Y
- 27.00%
- 3Y*
- 24.17%
- 5Y*
- 14.45%
- 10Y*
- 20.46%
- ALL TIME*
- 10.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $383.18M | $395.43M | $420.12M | |
| $31.40B | $28.17B | $31.69B |
KDP vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 13.05% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 13.03% | 15.43% | 65.97% | 9.76% |
QQQ Invesco QQQ ETF | 14.23% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between KDP and QQQ is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2008 | 0.31 |
The correlation between KDP and QQQ shifts across timeframes, from -0.08 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KDP vs. QQQ — Risk / Return Rank
KDP
QQQ
KDP vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and Invesco QQQ ETF (QQQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KDP | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.27 | -2.42 |
| Martin ratioReturn relative to average drawdown | -0.23 | 7.21 | -7.44 |
Loading charts...
Drawdowns
KDP vs. QQQ - Drawdown Comparison
The maximum KDP drawdown since its inception was -58.97%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for KDP and QQQ.
Loading charts...
Drawdown Indicators
| KDP | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.97% | -82.97% | +24.00% |
Max Drawdown (1Y)Largest decline over 1 year | -27.48% | -11.96% | -15.52% |
Max Drawdown (3Y)Largest decline over 3 years | -30.99% | -22.77% | -8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.20% | -35.12% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -35.12% | -1.75% |
Current DrawdownCurrent decline from peak | -13.89% | -6.07% | -7.82% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -32.61% | +23.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.15% | 3.76% | +14.39% |
Volatility
KDP vs. QQQ - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 9.32% compared to Invesco QQQ ETF (QQQ) at 6.96%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KDP | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 6.96% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 16.12% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.39% | 19.37% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.59% | 22.92% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.08% | 22.51% | +1.57% |
Dividends
KDP vs. QQQ - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.98%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 2.98% | 3.28% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% |
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
KDP and QQQ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KDP has higher volatility (9.32%) compared to QQQ (6.96%). In terms of maximum drawdown, KDP dropped -58.97% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.40 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for KDP and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer