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

Key characteristics


KOKDP
YTD Return4.39%-6.93%
1Y Return2.53%-10.06%
3Y Return (Ann)8.02%-2.23%
5Y Return (Ann)8.78%4.23%
10Y Return (Ann)7.98%22.19%
Sharpe Ratio0.21-0.54
Daily Std Dev12.72%18.61%
Max Drawdown-68.23%-57.42%
Current Drawdown-2.07%-20.27%

Fundamentals


KOKDP
Market Cap$260.78B$40.31B
EPS$2.47$1.55
PE Ratio24.4919.23
PEG Ratio3.041.03
Revenue (TTM)$45.75B$14.81B
Gross Profit (TTM)$25.00B$7.33B
EBITDA (TTM)$14.44B$3.94B

Correlation

0.48
-1.001.00

The correlation between KO and KDP is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

KO vs. KDP - Performance Comparison

In the year-to-date period, KO achieves a 4.39% return, which is significantly higher than KDP's -6.93% return. Over the past 10 years, KO has underperformed KDP with an annualized return of 7.98%, while KDP has yielded a comparatively higher 22.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%OctoberNovemberDecember2024FebruaryMarch
240.28%
3,468.60%
KO
KDP

Compare stocks, funds, or ETFs


The Coca-Cola Company

Keurig Dr Pepper Inc.

Risk-Adjusted Performance

KO vs. KDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Keurig Dr Pepper Inc. (KDP). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KO
The Coca-Cola Company
0.21
KDP
Keurig Dr Pepper Inc.
-0.54

KO vs. KDP - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.21, which is higher than the KDP Sharpe Ratio of -0.54. The chart below compares the 12-month rolling Sharpe Ratio of KO and KDP.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
0.21
-0.54
KO
KDP

Dividends

KO vs. KDP - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 3.06%, less than KDP's 3.42% yield.


TTM20232022202120202019201820172016201520142013
KO
The Coca-Cola Company
3.06%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
KDP
Keurig Dr Pepper Inc.
3.42%2.45%2.14%1.83%1.88%2.07%407.49%14.85%14.52%12.80%14.21%19.38%

Drawdowns

KO vs. KDP - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, which is greater than KDP's maximum drawdown of -57.42%. The drawdown chart below compares losses from any high point along the way for KO and KDP


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2024FebruaryMarch
-2.07%
-20.27%
KO
KDP

Volatility

KO vs. KDP - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 2.73%, while Keurig Dr Pepper Inc. (KDP) has a volatility of 5.07%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than KDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
2.73%
5.07%
KO
KDP