SN vs. KDP

Last updated Jun 24, 2026

SN (SharkNinja Inc.) and KDP (Keurig Dr Pepper Inc.) are both stocks. SN operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while KDP operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past year, SN returned 47.03% vs -4.07% for KDP. At a 0.15 correlation, their price movements are largely independent.

Performance

SN vs. KDP - Performance Comparison

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

Returns By Period

In the year-to-date period, SN achieves a 20.55% return, which is significantly higher than KDP's 12.10% return.

SN

• 1D: -2.64%
• 1M: 20.41%
• YTD: 20.55%
• 6M: 18.78%
• 1Y: 47.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KDP

• 1D: 0.00%
• 1M: 6.01%
• YTD: 12.10%
• 6M: 12.55%
• 1Y: -4.07%
• 3Y*: 2.58%
• 5Y*: 0.31%
• 10Y*: 10.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SN vs. KDP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SN SharkNinja Inc.	20.55%	14.93%	90.27%	74.33%
KDP Keurig Dr Pepper Inc.	12.10%	-10.14%	-1.05%	-1.10%

Correlation

The correlation between SN and KDP is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023	0.15

Fundamentals

Market Cap SN : $19.20B KDP : $42.10B
EPS SN : $4.96 KDP : $1.34
PE Ratio SN : 27.19 KDP : 22.97
PEG Ratio SN : 0.67 KDP : 2.77
PS Ratio SN : 3.70 KDP : 2.48
PB Ratio SN : 6.95 KDP : 2.02
Total Revenue (TTM) SN : $5.18B KDP : $16.94B
Gross Profit (TTM) SN : $3.22B KDP : $9.11B
EBITDA (TTM) SN : $1.06B KDP : $3.70B

Return for Risk

SN vs. KDP — Risk / Return Rank

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

SN

SN Risk / Return Rank: 72
SN Sharpe Ratio Rank: 76
SN Sortino Ratio Rank: 73
SN Omega Ratio Rank: 69
SN Calmar Ratio Rank: 71
SN Martin Ratio Rank: 70

KDP

KDP Risk / Return Rank: 35
KDP Sharpe Ratio Rank: 37
KDP Sortino Ratio Rank: 31
KDP Omega Ratio Rank: 32
KDP Calmar Ratio Rank: 38
KDP Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SN vs. KDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SharkNinja Inc. (SN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SN	KDP	Difference
Sharpe ratio: Return per unit of total volatility	1.13	-0.15	+1.28
Sortino ratio: Return per unit of downside risk	1.82	-0.01	+1.83
Omega ratio: Gain probability vs. loss probability	1.21	1.00	+0.21
Calmar ratio: Return relative to maximum drawdown	1.56	-0.15	+1.71
Martin ratio: Return relative to average drawdown	3.47	-0.23	+3.69

SN vs. KDP - Sharpe Ratio Comparison

The current SN Sharpe Ratio is 1.13, which is higher than the KDP Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SN and KDP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SN vs. KDP - Drawdown Comparison

The maximum SN drawdown since its inception was -42.64%, smaller than the maximum KDP drawdown of -58.97%. Use the drawdown chart below to compare losses from any high point for SN and KDP.

Drawdown Indicators

	SN	KDP	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-58.97%	+16.33%
Max Drawdown (1Y) Largest decline over 1 year	-30.23%	-27.48%	-2.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.20%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.87%	—
Current Drawdown Current decline from peak	-4.22%	-14.61%	+10.39%
Average Drawdown Average peak-to-trough decline	-9.26%	-8.80%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.61%	17.93%	-4.32%

Volatility

SN vs. KDP - Volatility Comparison

SharkNinja Inc. (SN) has a higher volatility of 13.39% compared to Keurig Dr Pepper Inc. (KDP) at 6.06%. This indicates that SN's price experiences larger fluctuations and is considered to be riskier than KDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SN	KDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.39%	6.06%	+7.33%
Volatility (6M) Calculated over the trailing 6-month period	31.90%	17.28%	+14.62%
Volatility (1Y) Calculated over the trailing 1-year period	41.65%	28.05%	+13.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.44%	21.13%	+33.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.44%	23.91%	+30.53%

Dividends

SN vs. KDP - Dividend Comparison

SN has not paid dividends to shareholders, while KDP's dividend yield for the trailing twelve months is around 2.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KDP Keurig Dr Pepper Inc.	2.98%	3.28%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	407.49%	2.39%	2.34%	2.06%
SN SharkNinja Inc.	0.00%	0.00%	0.00%	2.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SN and KDP in my portfolio?

SN and KDP have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SN or KDP?

SN has higher volatility (13.39%) compared to KDP (6.06%). In terms of maximum drawdown, SN dropped -42.64% vs KDP's -58.97%.

Which has better risk-adjusted returns?

SN currently has the higher Sharpe Ratio (1.13 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.