PortfoliosLab logoPortfoliosLab logo
ACHC vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACHC vs. KO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ACHC achieves a 81.32% return, which is significantly higher than KO's 13.43% return. Over the past 10 years, ACHC has underperformed KO with an annualized return of -8.10%, while KO has yielded a comparatively higher 9.11% annualized return.


ACHC

1D
5.36%
1M
-7.06%
YTD
81.32%
6M
75.15%
1Y
14.66%
3Y*
-28.19%
5Y*
-17.07%
10Y*
-8.10%

KO

1D
0.45%
1M
0.73%
YTD
13.43%
6M
11.99%
1Y
13.89%
3Y*
12.09%
5Y*
10.20%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACHC vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACHC
Acadia Healthcare Company, Inc.
81.32%-64.21%-49.01%-5.54%35.62%20.77%51.29%29.21%-21.21%-1.42%
KO
The Coca-Cola Company
13.43%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between ACHC and KO is 0.01, 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

0.01

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

0.12

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

0.21

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 7, 1994

0.09

The correlation between ACHC and KO shifts across timeframes, from 0.01 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ACHC:

$2.34B

KO:

$339.77B

EPS

ACHC:

-$12.22

KO:

$3.18

PS Ratio

ACHC:

0.69

KO:

6.89

PB Ratio

ACHC:

1.19

KO:

10.10

Total Revenue (TTM)

ACHC:

$3.37B

KO:

$49.28B

Gross Profit (TTM)

ACHC:

$1.76B

KO:

$30.43B

EBITDA (TTM)

ACHC:

-$726.15M

KO:

$18.35B

Compare stocks, funds, or ETFs

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


Return for Risk

ACHC vs. KO — Risk / Return Rank

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

ACHC
ACHC Risk / Return Rank: 4848
Overall Rank
ACHC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ACHC Sortino Ratio Rank: 5050
Sortino Ratio Rank
ACHC Omega Ratio Rank: 4949
Omega Ratio Rank
ACHC Calmar Ratio Rank: 4747
Calmar Ratio Rank
ACHC Martin Ratio Rank: 4747
Martin Ratio Rank

KO
KO Risk / Return Rank: 6666
Overall Rank
KO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
KO Sortino Ratio Rank: 6363
Sortino Ratio Rank
KO Omega Ratio Rank: 5858
Omega Ratio Rank
KO Calmar Ratio Rank: 7171
Calmar Ratio Rank
KO Martin Ratio Rank: 6868
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.

ACHC vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadia Healthcare Company, Inc. (ACHC) 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.


ACHCKODifference

Sharpe ratio

Return per unit of total volatility

0.23

0.88

-0.66

Sortino ratio

Return per unit of downside risk

0.82

1.45

-0.63

Omega ratio

Gain probability vs. loss probability

1.10

1.16

-0.06

Calmar ratio

Return relative to maximum drawdown

0.26

1.77

-1.51

Martin ratio

Return relative to average drawdown

0.56

3.48

-2.92

ACHC vs. KO - Sharpe Ratio Comparison

The current ACHC Sharpe Ratio is 0.23, which is lower than the KO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ACHC 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.


Loading charts...

Sharpe Ratios by Period


ACHCKODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.88

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.64

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.50

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.53

-0.53

Drawdowns

ACHC vs. KO - Drawdown Comparison

The maximum ACHC drawdown since its inception was -98.77%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for ACHC and KO.


Loading charts...

Drawdown Indicators


ACHCKODifference

Max Drawdown

Largest peak-to-trough decline

-98.77%

-68.23%

-30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-57.11%

-7.89%

-49.22%

Max Drawdown (3Y)

Largest decline over 3 years

-86.63%

-16.26%

-70.37%

Max Drawdown (5Y)

Largest decline over 5 years

-86.89%

-17.27%

-69.62%

Max Drawdown (10Y)

Largest decline over 10 years

-86.89%

-36.99%

-49.90%

Current Drawdown

Current decline from peak

-71.11%

-3.86%

-67.25%

Average Drawdown

Average peak-to-trough decline

-56.46%

-16.09%

-40.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.44%

4.00%

+22.44%

Volatility

ACHC vs. KO - Volatility Comparison

Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 16.34% compared to The Coca-Cola Company (KO) at 4.16%. This indicates that ACHC'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.


Loading charts...

Volatility by Period


ACHCKODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

4.16%

+12.18%

Volatility (6M)

Calculated over the trailing 6-month period

49.97%

11.79%

+38.18%

Volatility (1Y)

Calculated over the trailing 1-year period

65.21%

15.86%

+49.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.82%

16.00%

+29.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.63%

18.16%

+30.47%

Dividends

ACHC vs. KO - Dividend Comparison

ACHC has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.62%.


PositionTTM20252024202320222021202020192018201720162015
ACHC
Acadia Healthcare Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.62%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

ACHC vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Acadia Healthcare Company, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
828.80M
12.47B
(ACHC) Total Revenue
(KO) Total Revenue
Values in USD except per share items

ACHC vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Acadia Healthcare Company, 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

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
63.0%
Portfolio components
ACHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported a gross profit of 0.00 and revenue of 828.80M. Therefore, the gross margin over that period was 0.0%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.

ACHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported an operating income of 0.00 and revenue of 828.80M, resulting in an operating margin of 0.0%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.

ACHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported a net income of 4.11M and revenue of 828.80M, resulting in a net margin of 0.5%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.


Frequently Asked Questions


ACHC and KO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACHC has higher volatility (16.34%) compared to KO (4.16%). In terms of maximum drawdown, ACHC dropped -98.77% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (0.88 vs 0.23), 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.

Portfolio Optimizer

Find the right allocation for ACHC and KO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer