PEP vs. KDP
Compare and contrast key facts about PepsiCo, Inc. (PEP) and Keurig Dr Pepper Inc. (KDP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEP or KDP.
Performance
PEP vs. KDP - Performance Comparison
Returns By Period
In the year-to-date period, PEP achieves a -4.36% return, which is significantly lower than KDP's -1.30% return. Over the past 10 years, PEP has outperformed KDP with an annualized return of 7.94%, while KDP has yielded a comparatively lower -5.68% annualized return.
PEP
-4.36%
-9.30%
-11.47%
-2.46%
6.44%
7.94%
KDP
-1.30%
-13.24%
-5.33%
3.06%
3.46%
-5.68%
Fundamentals
| PEP | KDP | |
|---|---|---|
| Market Cap | $217.79B | $43.46B |
| EPS | $6.78 | $1.66 |
| PE Ratio | 23.41 | 19.30 |
| PEG Ratio | 1.89 | 2.46 |
| Total Revenue (TTM) | $91.92B | $15.15B |
| Gross Profit (TTM) | $50.43B | $8.31B |
| EBITDA (TTM) | $16.26B | $4.27B |
Key characteristics
| PEP | KDP | |
|---|---|---|
| Sharpe Ratio | -0.10 | 0.20 |
| Sortino Ratio | -0.03 | 0.38 |
| Omega Ratio | 1.00 | 1.05 |
| Calmar Ratio | -0.10 | 0.05 |
| Martin Ratio | -0.34 | 0.59 |
| Ulcer Index | 5.04% | 5.89% |
| Daily Std Dev | 16.38% | 17.57% |
| Max Drawdown | -40.41% | -83.62% |
| Current Drawdown | -15.37% | -70.17% |
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Correlation
The correlation between PEP and KDP is 0.52, 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.
Risk-Adjusted Performance
PEP vs. KDP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) 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.
Dividends
PEP vs. KDP - Dividend Comparison
PEP's dividend yield for the trailing twelve months is around 3.31%, more than KDP's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 3.31% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
KDP Keurig Dr Pepper Inc. | 2.73% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% |
Drawdowns
PEP vs. KDP - Drawdown Comparison
The maximum PEP drawdown since its inception was -40.41%, smaller than the maximum KDP drawdown of -83.62%. Use the drawdown chart below to compare losses from any high point for PEP and KDP. For additional features, visit the drawdowns tool.
Volatility
PEP vs. KDP - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 5.15%, while Keurig Dr Pepper Inc. (KDP) has a volatility of 8.32%. This indicates that PEP 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.
Financials
PEP vs. KDP - Financials Comparison
This section allows you to compare key financial metrics between PepsiCo, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities