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

Correlation

The correlation between KO and KDP is 0.41, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and Keurig Dr Pepper Inc. (KDP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KO:

1.17

KDP:

0.10

Sortino Ratio

KO:

1.76

KDP:

0.31

Omega Ratio

KO:

1.22

KDP:

1.04

Calmar Ratio

KO:

1.30

KDP:

0.04

Martin Ratio

KO:

2.84

KDP:

0.27

Ulcer Index

KO:

7.08%

KDP:

9.66%

Daily Std Dev

KO:

17.06%

KDP:

19.17%

Max Drawdown

KO:

-68.22%

KDP:

-83.62%

Current Drawdown

KO:

-2.44%

KDP:

-68.21%

Fundamentals

Market Cap

KO:

$307.71B

KDP:

$45.43B

EPS

KO:

$2.49

KDP:

$1.12

PE Ratio

KO:

28.71

KDP:

29.87

PEG Ratio

KO:

2.70

KDP:

1.03

PS Ratio

KO:

6.56

KDP:

2.93

PB Ratio

KO:

11.69

KDP:

1.86

Total Revenue (TTM)

KO:

$46.89B

KDP:

$15.52B

Gross Profit (TTM)

KO:

$28.64B

KDP:

$8.48B

EBITDA (TTM)

KO:

$16.01B

KDP:

$3.37B

Returns By Period

In the year-to-date period, KO achieves a 16.66% return, which is significantly higher than KDP's 6.30% return. Over the past 10 years, KO has outperformed KDP with an annualized return of 9.22%, while KDP has yielded a comparatively lower -5.70% annualized return.


KO

YTD

16.66%

1M

-0.62%

6M

13.35%

1Y

19.83%

3Y*

7.57%

5Y*

12.49%

10Y*

9.22%

KDP

YTD

6.30%

1M

-2.66%

6M

4.58%

1Y

1.99%

3Y*

1.48%

5Y*

6.25%

10Y*

-5.70%

*Annualized

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The Coca-Cola Company

Keurig Dr Pepper Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KO vs. KDP — Risk-Adjusted Performance Rank

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

KO
The Risk-Adjusted Performance Rank of KO is 8282
Overall Rank
The Sharpe Ratio Rank of KO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of KO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of KO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of KO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of KO is 7878
Martin Ratio Rank

KDP
The Risk-Adjusted Performance Rank of KDP is 5050
Overall Rank
The Sharpe Ratio Rank of KDP is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of KDP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of KDP is 4444
Omega Ratio Rank
The Calmar Ratio Rank of KDP is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KDP is 5555
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.

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.


The current KO Sharpe Ratio is 1.17, which is higher than the KDP Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of KO and KDP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KO vs. KDP - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.73%, more than KDP's 2.69% yield.


TTM20242023202220212020201920182017201620152014
KO
The Coca-Cola Company
2.73%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
KDP
Keurig Dr Pepper Inc.
2.69%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%

Drawdowns

KO vs. KDP - Drawdown Comparison

The maximum KO drawdown since its inception was -68.22%, smaller than the maximum KDP drawdown of -83.62%. Use the drawdown chart below to compare losses from any high point for KO and KDP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KO vs. KDP - Volatility Comparison

The Coca-Cola Company (KO) and Keurig Dr Pepper Inc. (KDP) have volatilities of 5.31% and 5.27%, 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.


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Financials

KO vs. KDP - Financials Comparison

This section allows you to compare key financial metrics between The Coca-Cola Company and Keurig Dr Pepper Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
11.13B
3.64B
(KO) Total Revenue
(KDP) Total Revenue
Values in USD except per share items

KO vs. KDP - Profitability Comparison

The chart below illustrates the profitability comparison between The Coca-Cola Company and Keurig Dr Pepper Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%52.0%54.0%56.0%58.0%60.0%62.0%20212022202320242025
62.6%
54.6%
(KO) Gross Margin
(KDP) Gross Margin
KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported a gross profit of 6.97B and revenue of 11.13B. Therefore, the gross margin over that period was 62.6%.

KDP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported a gross profit of 1.99B and revenue of 3.64B. Therefore, the gross margin over that period was 54.6%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported an operating income of 3.66B and revenue of 11.13B, resulting in an operating margin of 32.9%.

KDP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported an operating income of 801.00M and revenue of 3.64B, resulting in an operating margin of 22.0%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported a net income of 3.33B and revenue of 11.13B, resulting in a net margin of 29.9%.

KDP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Keurig Dr Pepper Inc. reported a net income of 517.00M and revenue of 3.64B, resulting in a net margin of 14.2%.