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 10.11%/yr vs 22.07%/yr for QQQ. At a 0.31 correlation, their price movements are largely independent.
Performance
KDP vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, KDP achieves a 12.10% return, which is significantly lower than QQQ's 16.45% return. Over the past 10 years, KDP has underperformed QQQ with an annualized return of 10.11%, while QQQ has yielded a comparatively higher 22.07% annualized return.
KDP
- 1D
- 0.00%
- 1M
- 6.01%
- YTD
- 12.10%
- 6M
- 12.55%
- 1Y
- -4.07%
- 3Y*
- 2.58%
- 5Y*
- 0.31%
- 10Y*
- 10.11%
QQQ
- 1D
- -3.29%
- 1M
- -0.43%
- YTD
- 16.45%
- 6M
- 14.99%
- 1Y
- 34.88%
- 3Y*
- 26.05%
- 5Y*
- 16.01%
- 10Y*
- 22.07%
KDP vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 12.10% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 13.03% | 15.43% | 65.97% | 9.76% |
QQQ Invesco QQQ ETF | 16.45% | 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 -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 -0.04 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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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 | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.93 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.23 | 10.86 | -11.09 |
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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.
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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 | -14.61% | -4.25% | -10.36% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -32.73% | +23.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 3.22% | +14.71% |
Volatility
KDP vs. QQQ - Volatility Comparison
The current volatility for Keurig Dr Pepper Inc. (KDP) is 6.06%, while Invesco QQQ ETF (QQQ) has a volatility of 9.17%. This indicates that KDP experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDP | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 9.17% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 14.57% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.05% | 17.96% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 22.69% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.91% | 22.42% | +1.49% |
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 -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (9.17%) compared to KDP (6.06%). In terms of maximum drawdown, KDP dropped -58.97% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.95 vs -0.15), 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.
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