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3SUE.DE vs. KO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 3SUE.DE and KO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

3SUE.DE vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
30.03%
36.64%
3SUE.DE
KO

Key characteristics

Sharpe Ratio

3SUE.DE:

1.22

KO:

0.93

Sortino Ratio

3SUE.DE:

1.91

KO:

1.40

Omega Ratio

3SUE.DE:

1.22

KO:

1.17

Calmar Ratio

3SUE.DE:

1.31

KO:

0.80

Martin Ratio

3SUE.DE:

5.74

KO:

2.33

Ulcer Index

3SUE.DE:

1.80%

KO:

5.10%

Daily Std Dev

3SUE.DE:

8.49%

KO:

12.77%

Max Drawdown

3SUE.DE:

-22.99%

KO:

-68.21%

Current Drawdown

3SUE.DE:

-1.86%

KO:

-13.09%

Returns By Period

In the year-to-date period, 3SUE.DE achieves a 10.21% return, which is significantly higher than KO's 9.38% return.


3SUE.DE

YTD

10.21%

1M

2.74%

6M

3.78%

1Y

11.32%

5Y*

5.85%

10Y*

N/A

KO

YTD

9.38%

1M

0.05%

6M

1.09%

1Y

11.16%

5Y*

5.86%

10Y*

7.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

3SUE.DE vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and The Coca-Cola Company (KO). 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.


Sharpe ratio
The chart of Sharpe ratio for 3SUE.DE, currently valued at 0.43, compared to the broader market0.002.004.000.430.61
The chart of Sortino ratio for 3SUE.DE, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.670.96
The chart of Omega ratio for 3SUE.DE, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for 3SUE.DE, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.52
The chart of Martin ratio for 3SUE.DE, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00100.001.171.51
3SUE.DE
KO

The current 3SUE.DE Sharpe Ratio is 1.22, which is higher than the KO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of 3SUE.DE and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.61
3SUE.DE
KO

Dividends

3SUE.DE vs. KO - Dividend Comparison

3SUE.DE's dividend yield for the trailing twelve months is around 2.31%, less than KO's 3.10% yield.


TTM20232022202120202019201820172016201520142013
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
2.31%2.04%1.97%1.78%2.49%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
3.10%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Drawdowns

3SUE.DE vs. KO - Drawdown Comparison

The maximum 3SUE.DE drawdown since its inception was -22.99%, smaller than the maximum KO drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for 3SUE.DE and KO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.53%
-13.09%
3SUE.DE
KO

Volatility

3SUE.DE vs. KO - Volatility Comparison

The current volatility for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) is 3.07%, while The Coca-Cola Company (KO) has a volatility of 4.14%. This indicates that 3SUE.DE experiences smaller price fluctuations and is considered to be less risky than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.07%
4.14%
3SUE.DE
KO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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