PortfoliosLab logoPortfoliosLab logo
KDP vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KDP vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keurig Dr Pepper Inc. (KDP) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KDP vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SWPPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KDP
KDP Risk / Return Rank: 1515
Overall Rank
KDP Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KDP Sortino Ratio Rank: 1212
Sortino Ratio Rank
KDP Omega Ratio Rank: 1212
Omega Ratio Rank
KDP Calmar Ratio Rank: 1818
Calmar Ratio Rank
KDP Martin Ratio Rank: 2121
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 5959
Overall Rank
SWPPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5656
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


KDPSWPPXDifference

Sharpe ratio

Return per unit of total volatility

-0.77

0.97

-1.74

Sortino ratio

Return per unit of downside risk

-0.91

1.49

-2.40

Omega ratio

Gain probability vs. loss probability

0.87

1.23

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.69

1.52

-2.21

Martin ratio

Return relative to average drawdown

-1.15

7.29

-8.44

KDP vs. SWPPX - Sharpe Ratio Comparison

The current KDP Sharpe Ratio is -0.77, which is lower than the SWPPX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of KDP and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KDPSWPPXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


KDPSWPPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-74.31%

-6.26%

-68.05%

Average Drawdown

Average peak-to-trough decline

-35.21%

-10.00%

-25.21%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


KDPSWPPXDifference

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%