KDP vs. SGOV
KDP (Keurig Dr Pepper Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, KDP returned -1.19%/yr vs 3.54%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions.
Performance
KDP vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, KDP achieves a 10.94% return, which is significantly higher than SGOV's 1.51% return.
KDP
- 1D
- 0.63%
- 1M
- 5.82%
- YTD
- 10.94%
- 6M
- 9.69%
- 1Y
- -3.79%
- 3Y*
- 1.93%
- 5Y*
- -1.19%
- 10Y*
- 10.00%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
KDP vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 10.94% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 16.44% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.51% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between KDP and SGOV is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.02 |
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Return for Risk
KDP vs. SGOV — Risk / Return Rank
KDP
SGOV
KDP vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| KDP | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.42 | ||
| Sortino ratioReturn per unit of downside risk | -275.69 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 195.55 | -194.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 398.20 | -398.34 |
| Martin ratioReturn relative to average drawdown | -0.21 | 4,462.00 | -4,462.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KDP | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 20.28 | -20.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 14.73 | -14.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 12.48 | -11.93 |
Drawdowns
KDP vs. SGOV - Drawdown Comparison
The maximum KDP drawdown since its inception was -57.42%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for KDP and SGOV.
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Drawdown Indicators
| KDP | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -0.03% | -57.39% |
Max Drawdown (1Y)Largest decline over 1 year | -27.48% | -0.01% | -27.47% |
Max Drawdown (3Y)Largest decline over 3 years | -30.99% | -0.01% | -30.98% |
Max Drawdown (5Y)Largest decline over 5 years | -31.20% | -0.03% | -31.17% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | — | — |
Current DrawdownCurrent decline from peak | -15.49% | 0.00% | -15.49% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -0.00% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.80% | 0.00% | +17.80% |
Volatility
KDP vs. SGOV - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 4.62% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDP | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 0.05% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 0.13% | +16.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.65% | 0.20% | +27.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.11% | 0.24% | +20.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.85% | 0.24% | +23.61% |
Dividends
KDP vs. SGOV - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 3.01%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 3.01% | 3.28% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KDP and SGOV have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KDP has higher volatility (4.62%) compared to SGOV (0.05%). In terms of maximum drawdown, KDP dropped -57.42% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 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.
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