KDP vs. SWPPX
KDP (Keurig Dr Pepper Inc.) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, KDP returned 9.72%/yr vs 14.98%/yr for SWPPX. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
KDP vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, KDP achieves a 13.82% return, which is significantly higher than SWPPX's 9.35% return. Over the past 10 years, KDP has underperformed SWPPX with an annualized return of 9.72%, while SWPPX has yielded a comparatively higher 14.98% annualized return.
KDP
- 1D
- -1.43%
- 1M
- -6.55%
- 6M
- 15.23%
- YTD
- 13.82%
- 1Y
- -3.46%
- 3Y*
- -0.18%
- 5Y*
- 0.15%
- 10Y*
- 9.72%
- ALL TIME*
- 13.58%
SWPPX
- 1D
- 1.70%
- 1M
- -0.52%
- 6M
- 7.81%
- YTD
- 9.35%
- 1Y
- 20.64%
- 3Y*
- 19.02%
- 5Y*
- 12.67%
- 10Y*
- 14.98%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $366.93M | $402.95M | $414.95M | |
| $0.00 | $0.00 | $0.00 |
KDP vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 13.82% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 13.03% | 15.43% | 65.97% | 9.76% |
SWPPX Schwab S&P 500 Index Fund | 9.35% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between KDP and SWPPX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2008 | 0.38 |
The correlation between KDP and SWPPX shifts across timeframes, from -0.01 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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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.
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 | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.26 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.07 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.08 | 8.85 | -8.93 |
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Drawdowns
KDP vs. SWPPX - Drawdown Comparison
The maximum KDP drawdown since its inception was -58.97%, 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 | -58.97% | -55.06% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -27.48% | -8.89% | -18.59% |
Max Drawdown (3Y)Largest decline over 3 years | -30.99% | -18.74% | -12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.20% | -24.51% | -6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -33.80% | -3.07% |
Current DrawdownCurrent decline from peak | -13.30% | -2.09% | -11.21% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -9.90% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.14% | 2.07% | +16.07% |
Volatility
KDP vs. SWPPX - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 9.32% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.49%. 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 | 9.32% | 3.49% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 19.70% | 10.13% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.60% | 12.89% | +16.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 17.05% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 18.23% | +5.84% |
Dividends
KDP vs. SWPPX - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.96%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 2.96% | 3.28% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% |
SWPPX Schwab S&P 500 Index Fund | 1.01% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Frequently Asked Questions
KDP and SWPPX 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 (9.32%) compared to SWPPX (3.49%). In terms of maximum drawdown, KDP dropped -58.97% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.42 vs -0.05), 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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