KDP vs. SWPPX
Compare and contrast key facts about Keurig Dr Pepper Inc. (KDP) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
KDP vs. SWPPX - Performance Comparison
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KDP vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | -4.38% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 13.03% | 15.43% | -73.28% | 9.76% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
The year-to-date returns for both stocks are quite close, with KDP having a -4.38% return and SWPPX slightly lower at -4.39%. Over the past 10 years, KDP has underperformed SWPPX with an annualized return of -9.58%, while SWPPX has yielded a comparatively higher 14.04% annualized return.
KDP
- 1D
- -0.45%
- 1M
- -12.28%
- YTD
- -4.38%
- 6M
- 4.99%
- 1Y
- -20.48%
- 3Y*
- -6.64%
- 5Y*
- -2.78%
- 10Y*
- -9.58%
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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Return for Risk
KDP vs. SWPPX — Risk / Return Rank
KDP
SWPPX
KDP vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | 0.97 | -1.74 |
Sortino ratioReturn per unit of downside risk | -0.91 | 1.49 | -2.40 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.52 | -2.21 |
Martin ratioReturn relative to average drawdown | -1.15 | 7.29 | -8.44 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 0.97 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.70 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.27 | 0.77 | -1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.48 | -0.41 |
Correlation
The correlation between KDP and SWPPX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KDP vs. SWPPX - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 3.49%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 3.49% | 3.28% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 2.85% | 2.39% | 2.34% | 2.06% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
KDP vs. SWPPX - Drawdown Comparison
The maximum KDP drawdown since its inception was -83.62%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for KDP and SWPPX.
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Drawdown Indicators
| KDP | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.62% | -55.06% | -28.56% |
Max Drawdown (1Y)Largest decline over 1 year | -28.01% | -12.10% | -15.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.20% | -24.51% | -6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -83.62% | -33.80% | -49.82% |
Current DrawdownCurrent decline from peak | -74.31% | -6.26% | -68.05% |
Average DrawdownAverage peak-to-trough decline | -35.21% | -10.00% | -25.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.81% | 2.52% | +14.29% |
Volatility
KDP vs. SWPPX - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 5.93% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.36%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDP | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.36% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.94% | 9.55% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.80% | 18.32% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.62% | 16.94% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.97% | 18.21% | +16.76% |