ABEV vs. KO
Compare and contrast key facts about Ambev S.A. (ABEV) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABEV or KO.
Key characteristics
| ABEV | KO | |
|---|---|---|
| YTD Return | -22.50% | 10.94% |
| 1Y Return | -15.56% | 16.30% |
| 3Y Return (Ann) | -7.84% | 7.42% |
| 5Y Return (Ann) | -8.46% | 7.42% |
| 10Y Return (Ann) | -7.01% | 7.54% |
| Sharpe Ratio | -0.70 | 1.24 |
| Sortino Ratio | -0.86 | 1.80 |
| Omega Ratio | 0.90 | 1.23 |
| Calmar Ratio | -0.25 | 1.26 |
| Martin Ratio | -1.02 | 5.51 |
| Ulcer Index | 16.78% | 2.80% |
| Daily Std Dev | 24.42% | 12.41% |
| Max Drawdown | -74.18% | -40.60% |
| Current Drawdown | -65.63% | -11.85% |
Fundamentals
| ABEV | KO | |
|---|---|---|
| Market Cap | $34.76B | $275.35B |
| EPS | $0.16 | $2.41 |
| PE Ratio | 13.56 | 26.52 |
| PEG Ratio | 1.88 | 2.68 |
| Total Revenue (TTM) | $82.41B | $46.37B |
| Gross Profit (TTM) | $40.50B | $28.02B |
| EBITDA (TTM) | $18.75B | $11.65B |
Correlation
The correlation between ABEV and KO is 0.32, 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
ABEV vs. KO - Performance Comparison
In the year-to-date period, ABEV achieves a -22.50% return, which is significantly lower than KO's 10.94% return. Over the past 10 years, ABEV has underperformed KO with an annualized return of -7.01%, while KO has yielded a comparatively higher 7.54% annualized 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
ABEV vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ambev S.A. (ABEV) 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
ABEV vs. KO - Dividend Comparison
ABEV's dividend yield for the trailing twelve months is around 6.77%, more than KO's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEV Ambev S.A. | 6.77% | 5.25% | 5.37% | 4.39% | 2.68% | 2.51% | 3.80% | 2.57% | 3.75% | 5.09% | 5.31% | 1.64% |
KO The Coca-Cola Company | 3.00% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
ABEV vs. KO - Drawdown Comparison
The maximum ABEV drawdown since its inception was -74.18%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for ABEV and KO. For additional features, visit the drawdowns tool.
Volatility
ABEV vs. KO - Volatility Comparison
Ambev S.A. (ABEV) has a higher volatility of 7.31% compared to The Coca-Cola Company (KO) at 4.49%. This indicates that ABEV'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.
Financials
ABEV vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Ambev S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities