Alcohol is a depressant and caffeine a stimulant, and by combining them, you can feel more awake than you actually are, creating a false sense of control that causes many people to drink more than intended. In addition, the sweet taste, gas, and sugar make alcohol enter smoother, making it easier to consume more in less time.
This mixture can increase the risk of intoxication, anxiety, palpitations, dehydration, and even cardiovascular problems.
If you still decide to consume, reduce risks: alternate with water, eat before, and never drive.