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Correlation Analysis

Microsoft Corp vs Keurig Dr Pepper Inc.

MSFT vs KDP

-0.650

Moderate inverse

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

MSFT logo

Microsoft Corp

MSFT

Microsoft develops and licenses consumer and enterprise software. It is known for its Windows operating systems and Office productivity suite. The company is organized into three equally sized broad segments: productivity and business processes (legacy Microsoft Office, cloud-based Office 365, Exchange, SharePoint, Skype, LinkedIn, Dynamics), intelligence cloud (infrastructure- and platform-as-a-service offerings Azure, Windows Server OS, SQL Server), and more personal computing (Windows Client, Xbox, Bing search, display advertising, and Surface laptops, tablets, and desktops).

Market cap 2.8T

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

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

Time Series

Relative Performance

Green: MSFTGray: KDP36 of 1,254 points (sampled)

Who Moves First

MSFT leads KDP by 6 days

MSFT tends to move before KDP.

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

-0.571

7 periods · Return correlation when both series rose

Both Falling

-0.445

5 periods · Return correlation when both series fell

Diverging

-0.690

23 periods · Return correlation when series moved apart

R-Squared

42.2%

Share of variance in one series explained by the other.

Trend Agreement

55.4%

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: [-0.681, -0.617]

Scatter

XY Regression

208.6250300350400450500549.324.42628303234363839.91Microsoft CorpKeurig Dr Pepper Inc.Data pointsFit (r = -0.65)

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

MSFT logo

Microsoft Corp

MSFT

Market cap 2.8T

Stock · 1,254 raw → 1,254 prepared

Series B

KDP logo

Keurig Dr Pepper Inc.

KDP

Market cap 34.9B · 30,600 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

-0.0247

Linear regression slope.

Intercept

42.4959

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

Saved 5 hours ago · ID: stock-msft-vs-stock-kdp-daily-20260408-vnbd5w