KDP vs. VTI

Last updated Jul 15, 2026

KDP (Keurig Dr Pepper Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, KDP returned 9.41%/yr vs 14.71%/yr for VTI. At a 0.38 correlation, their price movements are largely independent.

Performance

KDP vs. VTI - Performance Comparison

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

Returns By Period

In the year-to-date period, KDP achieves a 10.67% return, which is significantly lower than VTI's 11.37% return. Over the past 10 years, KDP has underperformed VTI with an annualized return of 9.41%, while VTI has yielded a comparatively higher 14.71% annualized return.

KDP

• 1D: -3.17%
• 1M: -3.89%
• 6M: 10.91%
• YTD: 10.67%
• 1Y: -5.96%
• 3Y*: 1.40%
• 5Y*: -0.86%
• 10Y*: 9.41%

VTI

• 1D: 0.37%
• 1M: 1.60%
• 6M: 9.07%
• YTD: 11.37%
• 1Y: 22.02%
• 3Y*: 19.91%
• 5Y*: 12.17%
• 10Y*: 14.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KDP vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KDP Keurig Dr Pepper Inc.	10.67%	-10.14%	-1.05%	-4.24%	-1.23%	17.49%	13.03%	15.43%	65.97%	9.76%
VTI Vanguard Total Stock Market ETF	11.37%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between KDP and VTI is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Apr 28, 2008	0.38

The correlation between KDP and VTI shifts across timeframes, from -0.00 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KDP vs. VTI — Risk / Return Rank

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

KDP

KDP Risk / Return Rank: 36
KDP Sharpe Ratio Rank: 37
KDP Sortino Ratio Rank: 32
KDP Omega Ratio Rank: 32
KDP Calmar Ratio Rank: 38
KDP Martin Ratio Rank: 39

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 65
VTI Omega Ratio Rank: 65
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 74

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keurig Dr Pepper Inc. (KDP) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	1.73	-1.93
Sortino ratio: Return per unit of downside risk	-0.08	2.38	-2.46
Omega ratio: Gain probability vs. loss probability	0.99	1.31	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.22	2.48	-2.70
Martin ratio: Return relative to average drawdown	-0.33	10.86	-11.19

KDP vs. VTI - Sharpe Ratio Comparison

The current KDP Sharpe Ratio is -0.20, which is lower than the VTI Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of KDP and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KDP vs. VTI - Drawdown Comparison

The maximum KDP drawdown since its inception was -58.97%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KDP and VTI.

Drawdown Indicators

	KDP	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-58.97%	-55.45%	-3.52%
Max Drawdown (1Y) Largest decline over 1 year	-27.48%	-8.92%	-18.56%
Max Drawdown (3Y) Largest decline over 3 years	-30.99%	-19.30%	-11.69%
Max Drawdown (5Y) Largest decline over 5 years	-31.20%	-25.36%	-5.84%
Max Drawdown (10Y) Largest decline over 10 years	-36.87%	-35.00%	-1.87%
Current Drawdown Current decline from peak	-15.70%	-0.57%	-15.13%
Average Drawdown Average peak-to-trough decline	-8.81%	-8.00%	-0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.99%	2.03%	+15.96%

Volatility

KDP vs. VTI - Volatility Comparison

Keurig Dr Pepper Inc. (KDP) has a higher volatility of 10.22% compared to Vanguard Total Stock Market ETF (VTI) at 3.75%. This indicates that KDP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KDP	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.22%	3.75%	+6.47%
Volatility (6M) Calculated over the trailing 6-month period	19.36%	10.12%	+9.24%
Volatility (1Y) Calculated over the trailing 1-year period	29.34%	12.82%	+16.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.50%	17.51%	+3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	18.29%	+5.73%

Dividends

KDP vs. VTI - Dividend Comparison

KDP's dividend yield for the trailing twelve months is around 3.04%, more than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KDP Keurig Dr Pepper Inc.	3.04%	3.28%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	407.49%	2.39%	2.34%	2.06%
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both KDP and VTI in my portfolio?

KDP and VTI have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KDP or VTI?

KDP has higher volatility (10.22%) compared to VTI (3.75%). In terms of maximum drawdown, KDP dropped -58.97% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.73 vs -0.20), 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.