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

Performance

SBUX vs. KDP - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%JuneJulyAugustSeptemberOctoberNovember
1,393.52%
80.39%
SBUX
KDP

Returns By Period

In the year-to-date period, SBUX achieves a 5.18% return, which is significantly higher than KDP's -2.47% return. Over the past 10 years, SBUX has outperformed KDP with an annualized return of 11.90%, while KDP has yielded a comparatively lower -5.65% annualized return.


SBUX

YTD

5.18%

1M

3.74%

6M

27.97%

1Y

-5.80%

5Y (annualized)

5.40%

10Y (annualized)

11.90%

KDP

YTD

-2.47%

1M

-13.59%

6M

-5.02%

1Y

2.26%

5Y (annualized)

3.40%

10Y (annualized)

-5.65%

Fundamentals


SBUXKDP
Market Cap$113.70B$45.22B
EPS$3.26$1.66
PE Ratio30.3120.08
PEG Ratio1.952.55
Total Revenue (TTM)$36.16B$15.15B
Gross Profit (TTM)$12.42B$8.31B
EBITDA (TTM)$6.63B$4.25B

Key characteristics


SBUXKDP
Sharpe Ratio-0.130.11
Sortino Ratio0.070.26
Omega Ratio1.011.03
Calmar Ratio-0.120.03
Martin Ratio-0.270.34
Ulcer Index17.64%5.61%
Daily Std Dev36.85%17.43%
Max Drawdown-81.91%-83.62%
Current Drawdown-15.58%-70.52%

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Correlation

-0.50.00.51.00.3

The correlation between SBUX and KDP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

SBUX vs. KDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Starbucks Corporation (SBUX) 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
The chart of Sharpe ratio for SBUX, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.130.11
The chart of Sortino ratio for SBUX, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.070.26
The chart of Omega ratio for SBUX, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.03
The chart of Calmar ratio for SBUX, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.120.03
The chart of Martin ratio for SBUX, currently valued at -0.27, compared to the broader market0.0010.0020.0030.00-0.270.34
SBUX
KDP

The current SBUX Sharpe Ratio is -0.13, which is lower than the KDP Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SBUX 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.13
0.11
SBUX
KDP

Dividends

SBUX vs. KDP - Dividend Comparison

SBUX's dividend yield for the trailing twelve months is around 2.36%, less than KDP's 2.76% yield.


TTM20232022202120202019201820172016201520142013
SBUX
Starbucks Corporation
2.36%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
KDP
Keurig Dr Pepper Inc.
2.76%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%

Drawdowns

SBUX vs. KDP - Drawdown Comparison

The maximum SBUX drawdown since its inception was -81.91%, roughly equal to the maximum KDP drawdown of -83.62%. Use the drawdown chart below to compare losses from any high point for SBUX and KDP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-15.58%
-70.52%
SBUX
KDP

Volatility

SBUX vs. KDP - Volatility Comparison

The current volatility for Starbucks Corporation (SBUX) is 5.03%, while Keurig Dr Pepper Inc. (KDP) has a volatility of 8.07%. This indicates that SBUX 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
5.03%
8.07%
SBUX
KDP

Financials

SBUX vs. KDP - Financials Comparison

This section allows you to compare key financial metrics between Starbucks Corporation 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


Values in USD except per share items