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KDP vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KDP and VT is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

KDP vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keurig Dr Pepper Inc. (KDP) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
133.55%
237.88%
KDP
VT

Key characteristics

Sharpe Ratio

KDP:

0.85

VT:

0.64

Sortino Ratio

KDP:

1.23

VT:

0.93

Omega Ratio

KDP:

1.16

VT:

1.12

Calmar Ratio

KDP:

0.22

VT:

1.02

Martin Ratio

KDP:

1.72

VT:

3.26

Ulcer Index

KDP:

9.03%

VT:

2.54%

Daily Std Dev

KDP:

18.32%

VT:

12.93%

Max Drawdown

KDP:

-83.62%

VT:

-50.27%

Current Drawdown

KDP:

-66.82%

VT:

-5.30%

Returns By Period

In the year-to-date period, KDP achieves a 10.95% return, which is significantly higher than VT's -0.07% return. Over the past 10 years, KDP has underperformed VT with an annualized return of -5.56%, while VT has yielded a comparatively higher 8.93% annualized return.


KDP

YTD

10.95%

1M

3.66%

6M

-3.74%

1Y

16.70%

5Y*

10.69%

10Y*

-5.56%

VT

YTD

-0.07%

1M

-1.58%

6M

-0.70%

1Y

8.89%

5Y*

16.64%

10Y*

8.93%

*Annualized

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Risk-Adjusted Performance

KDP vs. VT — Risk-Adjusted Performance Rank

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

KDP
The Risk-Adjusted Performance Rank of KDP is 7272
Overall Rank
The Sharpe Ratio Rank of KDP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of KDP is 7272
Sortino Ratio Rank
The Omega Ratio Rank of KDP is 7171
Omega Ratio Rank
The Calmar Ratio Rank of KDP is 6363
Calmar Ratio Rank
The Martin Ratio Rank of KDP is 7171
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6363
Overall Rank
The Sharpe Ratio Rank of VT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VT is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VT is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for KDP, currently valued at 0.85, compared to the broader market-2.00-1.000.001.002.003.00
KDP: 0.85
VT: 0.64
The chart of Sortino ratio for KDP, currently valued at 1.23, compared to the broader market-6.00-4.00-2.000.002.004.00
KDP: 1.23
VT: 0.93
The chart of Omega ratio for KDP, currently valued at 1.16, compared to the broader market0.501.001.502.00
KDP: 1.16
VT: 1.12
The chart of Calmar ratio for KDP, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
KDP: 0.22
VT: 1.02
The chart of Martin ratio for KDP, currently valued at 1.72, compared to the broader market-5.000.005.0010.0015.0020.00
KDP: 1.72
VT: 3.26

The current KDP Sharpe Ratio is 0.85, which is higher than the VT Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KDP and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.85
0.64
KDP
VT

Dividends

KDP vs. VT - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.58%, more than VT's 1.93% yield.


TTM20242023202220212020201920182017201620152014
KDP
Keurig Dr Pepper Inc.
2.58%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%
VT
Vanguard Total World Stock ETF
1.93%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.82%
-5.30%
KDP
VT

Volatility

KDP vs. VT - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) and Vanguard Total World Stock ETF (VT) have volatilities of 5.22% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
5.22%
5.32%
KDP
VT