Keurig Dr Pepper (KDP): analysis and statistics
Return, volatility, Sharpe ratio and risk for Keurig Dr Pepper, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $31.39 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +1.12% |
| Total return over period | +3.36% |
| Annualized volatility | 23.49% |
| Period volatility | 40.55% |
| Sharpe ratio | -0.12 |
| Sortino ratio | -0.16 |
| Max drawdown | -30.99% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.68% |
| Correlation with the S&P 500 | 0.12 |
| Period range | $24.70 – $35.79 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Keurig Dr Pepper (KDP) has posted an annualized return of +1.12% with annual volatility of 23.49%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -30.99%. Its correlation with the S&P 500 is 0.12, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how KDP would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with KDP →
Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Keurig Dr Pepper (KDP) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio