KDP vs. VT
Compare and contrast key facts about Keurig Dr Pepper Inc. (KDP) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KDP or VT.
Performance
KDP vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, KDP achieves a -3.25% return, which is significantly lower than VT's 16.65% return. Over the past 10 years, KDP has underperformed VT with an annualized return of -5.84%, while VT has yielded a comparatively higher 9.20% annualized return.
KDP
-3.25%
-14.98%
-5.78%
1.59%
3.11%
-5.84%
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| KDP | VT | |
|---|---|---|
| Sharpe Ratio | 0.08 | 2.11 |
| Sortino Ratio | 0.22 | 2.90 |
| Omega Ratio | 1.03 | 1.38 |
| Calmar Ratio | 0.02 | 3.03 |
| Martin Ratio | 0.25 | 13.62 |
| Ulcer Index | 5.71% | 1.80% |
| Daily Std Dev | 17.48% | 11.64% |
| Max Drawdown | -83.62% | -50.27% |
| Current Drawdown | -70.76% | -2.65% |
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Correlation
The correlation between KDP and VT 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.
Risk-Adjusted Performance
KDP vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and Vanguard Total World Stock ETF (VT). 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.
Dividends
KDP vs. VT - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.79%, more than VT's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 2.79% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
KDP vs. VT - Drawdown Comparison
The maximum KDP drawdown since its inception was -83.62%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for KDP and VT. For additional features, visit the drawdowns tool.
Volatility
KDP vs. VT - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 7.83% compared to Vanguard Total World Stock ETF (VT) at 3.25%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.