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AAMI vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAMI vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadian Asset Management Inc (AAMI) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAMI achieves a 84.63% return, which is significantly higher than KO's 26.97% return.


AAMI

1D
3.03%
1M
18.33%
6M
56.58%
YTD
84.63%
1Y
119.33%
3Y*
59.37%
5Y*
28.46%
10Y*
ALL TIME*
24.06%

KO

1D
-1.02%
1M
7.75%
6M
18.65%
YTD
26.97%
1Y
32.67%
3Y*
15.70%
5Y*
12.23%
10Y*
10.64%
ALL TIME*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.36M$34.64M$36.97M
$1.49B$1.47B$1.44B

AAMI vs. KO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AAMI
Acadian Asset Management Inc
84.63%78.64%37.70%-6.72%-19.45%33.00%93.85%-0.80%-30.71%
KO
The Coca-Cola Company
26.97%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%14.72%

Correlation

The correlation between AAMI and KO is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.17

The correlation between AAMI and KO shifts across timeframes, from -0.16 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AAMI:

$3.08B

KO:

$376.85B

EPS

AAMI:

$2.83

KO:

$3.32

PE Ratio

AAMI:

30.51

KO:

26.39

PS Ratio

AAMI:

4.38

KO:

7.54

PB Ratio

AAMI:

33.56

KO:

10.45

Total Revenue (TTM)

AAMI:

$706.40M

KO:

$50.13B

Gross Profit (TTM)

AAMI:

$794.80M

KO:

$31.02B

EBITDA (TTM)

AAMI:

$198.00M

KO:

$19.57B

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Return for Risk

AAMI vs. KO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAMI
AAMI Risk / Return Rank: 9494
Overall Rank
AAMI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AAMI Sortino Ratio Rank: 9090
Sortino Ratio Rank
AAMI Omega Ratio Rank: 9393
Omega Ratio Rank
AAMI Calmar Ratio Rank: 9797
Calmar Ratio Rank
AAMI Martin Ratio Rank: 9696
Martin Ratio Rank

KO
KO Risk / Return Rank: 9090
Overall Rank
KO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KO Sortino Ratio Rank: 9090
Sortino Ratio Rank
KO Omega Ratio Rank: 8686
Omega Ratio Rank
KO Calmar Ratio Rank: 9393
Calmar Ratio Rank
KO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAMI vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadian Asset Management Inc (AAMI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAMIKODifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

5.95

4.17

+1.78

Martin ratioReturn relative to average drawdown

15.01

9.09

+5.91

AAMI vs. KO - Sharpe Ratio Comparison

The current AAMI Sharpe Ratio is 2.56, which is higher than the KO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AAMI and KO, 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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Drawdowns

AAMI vs. KO - Drawdown Comparison

The maximum AAMI drawdown since its inception was -75.23%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for AAMI and KO.


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Drawdown Indicators


AAMIKODifference

Max Drawdown

Largest peak-to-trough decline

-75.23%

-68.23%

-7.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.20%

-7.87%

-10.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.47%

-15.50%

-11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-51.45%

-17.27%

-34.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

Current Drawdown

Current decline from peak

0.00%

-1.67%

+1.67%

Average Drawdown

Average peak-to-trough decline

-20.38%

-16.06%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

3.60%

+3.61%

Volatility

AAMI vs. KO - Volatility Comparison

Acadian Asset Management Inc (AAMI) has a higher volatility of 12.38% compared to The Coca-Cola Company (KO) at 9.09%. This indicates that AAMI's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAMIKODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.38%

9.09%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

30.39%

15.06%

+15.33%

Volatility (1Y)

Calculated over the trailing 1-year period

42.68%

18.66%

+24.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.31%

16.64%

+18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.19%

18.42%

+23.77%

Dividends

AAMI vs. KO - Dividend Comparison

AAMI's dividend yield for the trailing twelve months is around 0.25%, less than KO's 2.37% yield.


PositionTTM20252024202320222021202020192018201720162015
AAMI
Acadian Asset Management Inc
0.25%0.09%0.15%0.21%0.19%0.16%1.19%3.91%2.81%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.37%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

AAMI vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Acadian Asset Management Inc and The Coca-Cola Company. 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


Values in USD except per share items

AAMI vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Acadian Asset Management Inc and The Coca-Cola Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

AAMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Acadian Asset Management Inc reported a gross profit of 184.10M and revenue of 192.30M. Therefore, the gross margin over that period was 95.7%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a gross profit of 8.42B and revenue of 13.38B. Therefore, the gross margin over that period was 62.9%.

AAMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Acadian Asset Management Inc reported an operating income of 39.60M and revenue of 192.30M, resulting in an operating margin of 20.6%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported an operating income of 4.67B and revenue of 13.38B, resulting in an operating margin of 34.9%.

AAMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Acadian Asset Management Inc reported a net income of 27.30M and revenue of 192.30M, resulting in a net margin of 14.2%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a net income of 4.43B and revenue of 13.38B, resulting in a net margin of 33.1%.


Frequently Asked Questions


AAMI and KO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAMI has higher volatility (12.38%) compared to KO (9.09%). In terms of maximum drawdown, AAMI dropped -75.23% vs KO's -68.23%.

AAMI currently has the higher Sharpe Ratio (2.56 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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