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138040.KS vs. COKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

138040.KS vs. COKE - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Meritz Financi (138040.KS) and Coca-Cola Consolidated, Inc. (COKE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

138040.KS is traded in KRW, while COKE is traded in USD. To make them comparable, the COKE values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 138040.KS achieves a -5.84% return, which is significantly lower than COKE's 19.47% return. Over the past 10 years, 138040.KS has underperformed COKE with an annualized return of 28.36%, while COKE has yielded a comparatively higher 34.43% annualized return.


138040.KS

1D
0.38%
1M
-6.08%
YTD
-5.84%
6M
-2.74%
1Y
-6.50%
3Y*
34.16%
5Y*
43.77%
10Y*
28.36%

COKE

1D
-3.17%
1M
-17.18%
YTD
19.47%
6M
7.97%
1Y
80.77%
3Y*
46.55%
5Y*
42.01%
10Y*
34.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

138040.KS vs. COKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
138040.KS
Meritz Financi
-5.84%9.96%75.97%44.15%-2.71%350.78%-9.07%7.09%-20.17%40.32%
COKE
Coca-Cola Consolidated, Inc.
19.47%19.81%58.19%88.13%-12.40%155.53%-11.40%66.84%-13.52%6.86%

Correlation

The correlation between 138040.KS and COKE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.01

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Return for Risk

138040.KS vs. COKE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

138040.KS
138040.KS Risk / Return Rank: 3232
Overall Rank
138040.KS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
138040.KS Sortino Ratio Rank: 3030
Sortino Ratio Rank
138040.KS Omega Ratio Rank: 3030
Omega Ratio Rank
138040.KS Calmar Ratio Rank: 3434
Calmar Ratio Rank
138040.KS Martin Ratio Rank: 3434
Martin Ratio Rank

COKE
COKE Risk / Return Rank: 8181
Overall Rank
COKE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COKE Sortino Ratio Rank: 7777
Sortino Ratio Rank
COKE Omega Ratio Rank: 8181
Omega Ratio Rank
COKE Calmar Ratio Rank: 7878
Calmar Ratio Rank
COKE Martin Ratio Rank: 8282
Martin Ratio Rank
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.

138040.KS vs. COKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meritz Financi (138040.KS) and Coca-Cola Consolidated, Inc. (COKE). 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.


138040.KSCOKEDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.00

1.39

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.23

3.27

-3.50

Martin ratioReturn relative to average drawdown

-0.45

9.78

-10.22

138040.KS vs. COKE - Sharpe Ratio Comparison

The current 138040.KS Sharpe Ratio is -0.19, which is lower than the COKE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of 138040.KS and COKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


138040.KSCOKEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

2.32

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.13

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.93

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.71

+0.01

Drawdowns

138040.KS vs. COKE - Drawdown Comparison

The maximum 138040.KS drawdown since its inception was -65.28%, which is greater than COKE's maximum drawdown of -50.35%. Use the drawdown chart below to compare losses from any high point for 138040.KS and COKE.


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Drawdown Indicators


138040.KSCOKEDifference

Max Drawdown

Largest peak-to-trough decline

-65.28%

-50.35%

-14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-29.62%

-24.83%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-29.62%

-31.23%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-62.66%

-31.23%

-31.43%

Max Drawdown (10Y)

Largest decline over 10 years

-62.66%

-50.35%

-12.31%

Current Drawdown

Current decline from peak

-27.15%

-18.92%

-8.23%

Average Drawdown

Average peak-to-trough decline

-20.87%

-15.33%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.83%

8.29%

+6.54%

Volatility

138040.KS vs. COKE - Volatility Comparison

The current volatility for Meritz Financi (138040.KS) is 9.10%, while Coca-Cola Consolidated, Inc. (COKE) has a volatility of 19.06%. This indicates that 138040.KS experiences smaller price fluctuations and is considered to be less risky than COKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


138040.KSCOKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

19.06%

-9.96%

Volatility (6M)

Calculated over the trailing 6-month period

27.71%

29.44%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

36.30%

35.39%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.87%

37.46%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.19%

37.13%

+0.06%

Dividends

138040.KS vs. COKE - Dividend Comparison

138040.KS has not paid dividends to shareholders, while COKE's dividend yield for the trailing twelve months is around 0.59%.


PositionTTM20252024202320222021202020192018201720162015
138040.KS
Meritz Financi
0.00%1.19%0.00%3.99%0.25%0.48%9.17%4.66%4.07%3.46%2.70%1.19%
COKE
Coca-Cola Consolidated, Inc.
0.59%0.65%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%

Financials

138040.KS vs. COKE - Financials Comparison

This section allows you to compare key financial metrics between Meritz Financi and Coca-Cola Consolidated, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 138040.KS values in KRW, COKE values in USD

Frequently Asked Questions


138040.KS and COKE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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