500D.L vs. KO
Compare and contrast key facts about Amundi S&P 500 UCITS ETF USD (D) (500D.L) and The Coca-Cola Company (KO).
500D.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 4, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500D.L or KO.
Key characteristics
| 500D.L | KO | |
|---|---|---|
| YTD Return | 22.97% | 13.79% |
| 1Y Return | 42.48% | 20.37% |
| Sharpe Ratio | 3.61 | 1.83 |
| Sortino Ratio | 5.05 | 2.62 |
| Omega Ratio | 1.69 | 1.33 |
| Calmar Ratio | 4.20 | 1.97 |
| Martin Ratio | 23.37 | 10.95 |
| Ulcer Index | 1.78% | 2.04% |
| Daily Std Dev | 11.51% | 12.25% |
| Max Drawdown | -24.21% | -40.60% |
| Current Drawdown | -0.49% | -9.59% |
Correlation
The correlation between 500D.L and KO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
500D.L vs. KO - Performance Comparison
In the year-to-date period, 500D.L achieves a 22.97% return, which is significantly higher than KO's 13.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
500D.L vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF USD (D) (500D.L) 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.
Dividends
500D.L vs. KO - Dividend Comparison
500D.L's dividend yield for the trailing twelve months is around 0.76%, less than KO's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500D.L Amundi S&P 500 UCITS ETF USD (D) | 0.76% | 0.93% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
500D.L vs. KO - Drawdown Comparison
The maximum 500D.L drawdown since its inception was -24.21%, smaller than the maximum KO drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for 500D.L and KO. For additional features, visit the drawdowns tool.
Volatility
500D.L vs. KO - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF USD (D) (500D.L) is 1.88%, while The Coca-Cola Company (KO) has a volatility of 3.96%. This indicates that 500D.L 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.