KO vs. KDP
Compare and contrast key facts about The Coca-Cola Company (KO) and Keurig Dr Pepper Inc. (KDP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KO or KDP.
Key characteristics
KO | KDP | |
---|---|---|
YTD Return | 4.39% | -6.93% |
1Y Return | 2.53% | -10.06% |
3Y Return (Ann) | 8.02% | -2.23% |
5Y Return (Ann) | 8.78% | 4.23% |
10Y Return (Ann) | 7.98% | 22.19% |
Sharpe Ratio | 0.21 | -0.54 |
Daily Std Dev | 12.72% | 18.61% |
Max Drawdown | -68.23% | -57.42% |
Current Drawdown | -2.07% | -20.27% |
Fundamentals
KO | KDP | |
---|---|---|
Market Cap | $260.78B | $40.31B |
EPS | $2.47 | $1.55 |
PE Ratio | 24.49 | 19.23 |
PEG Ratio | 3.04 | 1.03 |
Revenue (TTM) | $45.75B | $14.81B |
Gross Profit (TTM) | $25.00B | $7.33B |
EBITDA (TTM) | $14.44B | $3.94B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
The Coca-Cola Company | 0.21 | ||||
Keurig Dr Pepper Inc. | -0.54 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.