SN vs. KDP

Last updated Apr 1, 2026

Compare and contrast key facts about SharkNinja Inc. (SN) and Keurig Dr Pepper Inc. (KDP).

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.

SN vs. KDP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SN SharkNinja Inc.	-5.36%	14.93%	90.27%	23.82%
KDP Keurig Dr Pepper Inc.	-4.38%	-10.14%	-1.05%	-1.36%

Fundamentals

Market Cap SN : $15.05B KDP : $35.88B
EPS SN : $4.94 KDP : $1.53
PE Ratio SN : 21.45 KDP : 17.26
PEG Ratio SN : 0.53 KDP : 2.08
PS Ratio SN : 3.50 KDP : 2.16
PB Ratio SN : 5.62 KDP : 1.41
Total Revenue (TTM) SN : $4.30B KDP : $16.60B
Gross Profit (TTM) SN : $3.12B KDP : $9.00B
EBITDA (TTM) SN : $1.05B KDP : $3.58B

Returns By Period

In the year-to-date period, SN achieves a -5.36% return, which is significantly lower than KDP's -4.38% return.

SN

• 1D: 8.48%
• 1M: -13.81%
• YTD: -5.36%
• 6M: 2.67%
• 1Y: 26.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KDP

• 1D: -0.45%
• 1M: -12.28%
• YTD: -4.38%
• 6M: 4.99%
• 1Y: -20.48%
• 3Y*: -6.64%
• 5Y*: -2.78%
• 10Y*: -9.58%

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

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: 60
SN Sharpe Ratio Rank: 60
SN Sortino Ratio Rank: 59
SN Omega Ratio Rank: 60
SN Calmar Ratio Rank: 61
SN Martin Ratio Rank: 60

KDP

KDP Risk / Return Rank: 15
KDP Sharpe Ratio Rank: 10
KDP Sortino Ratio Rank: 12
KDP Omega Ratio Rank: 12
KDP Calmar Ratio Rank: 18
KDP Martin Ratio Rank: 21

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.

	SN	KDP	Difference
Sharpe ratio Return per unit of total volatility	0.52	-0.77	+1.28
Sortino ratio Return per unit of downside risk	1.08	-0.91	+1.99
Omega ratio Gain probability vs. loss probability	1.15	0.87	+0.28
Calmar ratio Return relative to maximum drawdown	0.86	-0.69	+1.55
Martin ratio Return relative to average drawdown	1.92	-1.15	+3.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SN vs. KDP - Sharpe Ratio Comparison

The current SN Sharpe Ratio is 0.52, which is higher than the KDP Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of SN 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.

Sharpe Ratios by Period

	SN	KDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	-0.77	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.14	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.07	+0.79

Correlation

The correlation between SN and KDP is 0.15, 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.

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 3.49%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
KDP Keurig Dr Pepper Inc.	3.49%	3.28%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	2.85%	2.39%	2.34%	2.06%

Drawdowns

SN vs. KDP - Drawdown Comparison

The maximum SN drawdown since its inception was -42.64%, smaller than the maximum KDP drawdown of -83.62%. 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%	-83.62%	+40.98%
Max Drawdown (1Y) Largest decline over 1 year	-30.23%	-28.01%	-2.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.20%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-83.62%	—
Current Drawdown Current decline from peak	-19.44%	-74.31%	+54.87%
Average Drawdown Average peak-to-trough decline	-9.10%	-35.21%	+26.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.54%	16.81%	-3.27%

Volatility

SN vs. KDP - Volatility Comparison

SharkNinja Inc. (SN) has a higher volatility of 17.24% compared to Keurig Dr Pepper Inc. (KDP) at 5.93%. 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	17.24%	5.93%	+11.31%
Volatility (6M) Calculated over the trailing 6-month period	31.56%	17.94%	+13.62%
Volatility (1Y) Calculated over the trailing 1-year period	52.44%	26.80%	+25.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.23%	20.62%	+28.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.23%	34.97%	+14.26%

Financials