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Correlation Analysis

Keurig Dr Pepper Inc. vs Eli Lilly & Co.

KDP vs LLY

-0.651

Strong inverse

When one moves up, the other tends to move down.

KDP logo

Keurig Dr Pepper Inc.

KDP

Keurig Dr Pepper was established in 2018 following a merger between Keurig Green Mountain Coffee and Dr Pepper Snapple. The company manufactures and distributes coffee systems (including coffee brewers and single-serve coffee pods) under the Keurig and Green Mountain brands, as well as ready-to-drink beverages including flavored (non-cola) sparkling soft drinks under well-known brands such as Dr Pepper, Snapple, and Canada Dry. On Aug. 25, 2025, the firm announced a definitive agreement to acquire coffeemaker JDE Peet's for $18 billion in cash, with the deal now scheduled to close in April 2026. Following the merger, it plans to split into two US-listed entities to focus on refreshment beverages in North America and global coffee separately.

Market cap 34.9B · 30,600 employees

LLY logo

Eli Lilly & Co.

LLY

Eli Lilly is a drug firm with a focus on neuroscience, cardiometabolic, cancer, and immunology. Lilly's key products include Verzenio for cancer; Mounjaro, Zepbound, Jardiance, Trulicity, Humalog, and Humulin for cardiometabolic; and Taltz and Olumiant for immunology.

Market cap 828.2B · 50,000 employees

Apr 9, 2021 — Apr 7, 2026Daily1,254 data pointsStockStockHealthcare

Time Series

Relative Performance

Green: KDPGray: LLY36 of 1,254 points (sampled)

Who Moves First

KDP leads LLY by 6 days

KDP tends to move before LLY.

After testing 13 timing shifts, the strongest relationship was -0.656 (they moved in opposite directions).

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

-0.356

12 periods · Return correlation when both series rose

Both Falling

-0.319

7 periods · Return correlation when both series fell

Diverging

-0.529

16 periods · Return correlation when series moved apart

R-Squared

42.4%

Share of variance in one series explained by the other.

Trend Agreement

53.8%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [-0.682, -0.618]

Scatter

XY Regression

24.42628303234363839.911142004006008001,0001,142Keurig Dr Pepper Inc.Eli Lilly & Co.Data pointsFit (r = -0.651)

Pipeline

Data quality details

Pipeline Summary

1,254 paired data points survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

KDP logo

Keurig Dr Pepper Inc.

KDP

Market cap 34.9B · 30,600 employees

Stock · 1,254 raw → 1,254 prepared

Series B

LLY logo

Eli Lilly & Co.

LLY

Market cap 828.2B · 50,000 employees

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

7

Estimated crossover points between normalized spreads.

Slope

-55.3280

Linear regression slope.

Intercept

2431.7033

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

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