KDP vs. VTI
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 9.67%/yr vs 14.66%/yr for VTI. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
KDP vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, KDP achieves a 13.05% return, which is significantly higher than VTI's 12.18% return. Over the past 10 years, KDP has underperformed VTI with an annualized return of 9.67%, while VTI has yielded a comparatively higher 14.66% annualized return.
KDP
- 1D
- -0.67%
- 1M
- -7.18%
- 6M
- 14.33%
- YTD
- 13.05%
- 1Y
- -4.11%
- 3Y*
- 0.12%
- 5Y*
- 0.50%
- 10Y*
- 9.67%
- ALL TIME*
- 13.53%
VTI
- 1D
- 1.53%
- 1M
- 1.38%
- 6M
- 9.81%
- YTD
- 12.18%
- 1Y
- 23.70%
- 3Y*
- 20.38%
- 5Y*
- 12.06%
- 10Y*
- 14.66%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $383.18M | $395.43M | $420.12M | |
| $1.08B | $1.16B | $1.24B |
KDP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 13.05% | -10.14% | -1.05% | -4.24% | -1.23% | 17.49% | 13.03% | 15.43% | 65.97% | 9.76% |
VTI Vanguard Total Stock Market ETF | 12.18% | 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 -0.01, 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. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2008 | 0.37 |
The correlation between KDP and VTI shifts across timeframes, from -0.01 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KDP vs. VTI — Risk / Return Rank
KDP
VTI
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 ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.67 | -2.82 |
| Martin ratioReturn relative to average drawdown | -0.23 | 11.50 | -11.73 |
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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.
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Drawdown Indicators
| KDP | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.89% | 0.00% | -13.89% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -7.98% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.15% | 2.07% | +16.08% |
Volatility
KDP vs. VTI - Volatility Comparison
Keurig Dr Pepper Inc. (KDP) has a higher volatility of 9.32% compared to Vanguard Total Stock Market ETF (VTI) at 3.78%. 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.
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Volatility by Period
| KDP | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 3.78% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 10.33% | +9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.39% | 13.08% | +16.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.59% | 17.53% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.08% | 18.31% | +5.77% |
Dividends
KDP vs. VTI - Dividend Comparison
KDP's dividend yield for the trailing twelve months is around 2.98%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDP Keurig Dr Pepper Inc. | 2.98% | 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 | 1.04% | 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
KDP and VTI 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 VTI (3.78%). In terms of maximum drawdown, KDP dropped -58.97% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.82 vs -0.14), 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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