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 0.31%/yr vs 3.58%/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 12.10% return, which is significantly higher than SGOV's 1.71% 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%
SGOV
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.71%
- 6M
- 1.80%
- 1Y
- 3.92%
- 3Y*
- 4.68%
- 5Y*
- 3.58%
- 10Y*
- —
KDP vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 12.10% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 16.48% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.71% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 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.
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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.47 | ||
| Sortino ratioReturn per unit of downside risk | -273.57 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 194.05 | -193.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 395.07 | -395.22 |
| Martin ratioReturn relative to average drawdown | -0.23 | 4,426.92 | -4,427.15 |
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Drawdowns
KDP vs. SGOV - Drawdown Comparison
The maximum KDP drawdown since its inception was -58.97%, 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 | -58.97% | -0.03% | -58.94% |
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 | -14.61% | 0.00% | -14.61% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -0.00% | -8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 0.00% | +17.93% |
Volatility
KDP vs. SGOV - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 6.06% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. 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 | 6.06% | 0.06% | +6.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 0.13% | +17.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.05% | 0.19% | +27.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 0.24% | +20.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.91% | 0.24% | +23.67% |
Dividends
KDP vs. SGOV - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.98%, less than SGOV's 3.85% 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 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 (6.06%) compared to SGOV (0.06%). In terms of maximum drawdown, KDP dropped -58.97% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.32 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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