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

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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.11%
5.10%
KDP
VT

Key characteristics

Sharpe Ratio

KDP:

0.13

VT:

1.50

Sortino Ratio

KDP:

0.29

VT:

2.05

Omega Ratio

KDP:

1.04

VT:

1.27

Calmar Ratio

KDP:

0.03

VT:

2.20

Martin Ratio

KDP:

0.32

VT:

9.72

Ulcer Index

KDP:

6.91%

VT:

1.84%

Daily Std Dev

KDP:

17.28%

VT:

11.93%

Max Drawdown

KDP:

-83.62%

VT:

-50.27%

Current Drawdown

KDP:

-69.83%

VT:

-4.07%

Returns By Period

In the year-to-date period, KDP achieves a -0.19% return, which is significantly lower than VT's 16.20% return. Over the past 10 years, KDP has underperformed VT with an annualized return of -5.73%, while VT has yielded a comparatively higher 9.28% annualized return.


KDP

YTD

-0.19%

1M

2.79%

6M

-4.10%

1Y

3.03%

5Y*

4.70%

10Y*

-5.73%

VT

YTD

16.20%

1M

-0.97%

6M

4.91%

1Y

17.01%

5Y*

10.02%

10Y*

9.28%

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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.


Sharpe ratio
The chart of Sharpe ratio for KDP, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.131.43
The chart of Sortino ratio for KDP, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.291.96
The chart of Omega ratio for KDP, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.26
The chart of Calmar ratio for KDP, currently valued at 0.03, compared to the broader market0.002.004.006.000.032.09
The chart of Martin ratio for KDP, currently valued at 0.32, compared to the broader market0.0010.0020.000.329.16
KDP
VT

The current KDP Sharpe Ratio is 0.13, which is lower than the VT Sharpe Ratio of 1.50. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.13
1.43
KDP
VT

Dividends

KDP vs. VT - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 2.70%, more than VT's 1.20% yield.


TTM20232022202120202019201820172016201520142013
KDP
Keurig Dr Pepper Inc.
2.70%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
1.20%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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-69.83%
-4.07%
KDP
VT

Volatility

KDP vs. VT - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) has a higher volatility of 4.94% compared to Vanguard Total World Stock ETF (VT) at 3.55%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
3.55%
KDP
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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