ADS.DE vs. KO
ADS.DE (Adidas AG) and KO (The Coca-Cola Company) are both stocks. ADS.DE operates in Footwear & Accessories (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, ADS.DE returned 4.22%/yr vs 8.73%/yr for KO. At a 0.15 correlation, their price movements are largely independent.
Performance
ADS.DE vs. KO - Performance Comparison
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Different Trading Currencies
ADS.DE is traded in EUR, while KO is traded in USD. To make them comparable, the KO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ADS.DE achieves a -3.25% return, which is significantly lower than KO's 16.72% return. Over the past 10 years, ADS.DE has underperformed KO with an annualized return of 4.22%, while KO has yielded a comparatively higher 8.73% annualized return.
ADS.DE
- 1D
- -0.65%
- 1M
- 9.33%
- YTD
- -3.25%
- 6M
- -0.45%
- 1Y
- -22.63%
- 3Y*
- 1.51%
- 5Y*
- -10.60%
- 10Y*
- 4.22%
KO
- 1D
- 0.00%
- 1M
- 3.68%
- YTD
- 16.72%
- 6M
- 15.07%
- 1Y
- 13.36%
- 3Y*
- 10.29%
- 5Y*
- 11.94%
- 10Y*
- 8.73%
ADS.DE vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | -3.25% | -27.95% | 28.98% | 45.09% | -48.72% | -14.11% | 2.80% | 61.04% | 10.63% | 12.58% |
KO The Coca-Cola Company | 16.67% | 1.88% | 16.06% | -7.30% | 17.46% | 19.70% | -5.98% | 23.32% | 11.79% | 0.33% |
Correlation
The correlation between ADS.DE and KO is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.15 |
The correlation between ADS.DE and KO shifts across timeframes, from 0.03 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADS.DE vs. KO — Risk / Return Rank
ADS.DE
KO
ADS.DE vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.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.
| ADS.DE | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.15 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.28 | -1.88 |
| Martin ratioReturn relative to average drawdown | -0.98 | 2.76 | -3.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADS.DE | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.78 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.73 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.47 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.53 | -0.19 |
Drawdowns
ADS.DE vs. KO - Drawdown Comparison
The maximum ADS.DE drawdown since its inception was -71.54%, which is greater than KO's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for ADS.DE and KO.
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Drawdown Indicators
| ADS.DE | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.54% | -36.27% | -35.27% |
Max Drawdown (1Y)Largest decline over 1 year | -38.71% | -10.52% | -28.19% |
Max Drawdown (3Y)Largest decline over 3 years | -49.81% | -17.22% | -32.59% |
Max Drawdown (5Y)Largest decline over 5 years | -71.54% | -20.59% | -50.95% |
Max Drawdown (10Y)Largest decline over 10 years | -71.54% | -36.27% | -35.27% |
Current DrawdownCurrent decline from peak | -49.63% | -2.25% | -47.38% |
Average DrawdownAverage peak-to-trough decline | -24.40% | -8.17% | -16.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 4.86% | +19.16% |
Volatility
ADS.DE vs. KO - Volatility Comparison
Adidas AG (ADS.DE) has a higher volatility of 9.26% compared to The Coca-Cola Company (KO) at 6.80%. This indicates that ADS.DE'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
| ADS.DE | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 6.80% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 23.43% | 13.18% | +10.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.20% | 17.16% | +16.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.60% | 16.49% | +18.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.33% | 18.74% | +13.59% |
Dividends
ADS.DE vs. KO - Dividend Comparison
ADS.DE's dividend yield for the trailing twelve months is around 1.74%, less than KO's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 1.74% | 1.18% | 0.30% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% |
KO The Coca-Cola Company | 2.59% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
ADS.DE vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Adidas AG 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
Frequently Asked Questions
ADS.DE and KO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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