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

Performance

AMX vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in América Móvil, S.A.B. de C.V. (AMX) 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, AMX achieves a 25.06% return, which is significantly higher than KO's 16.41% return. Over the past 10 years, AMX has outperformed KO with an annualized return of 11.26%, while KO has yielded a comparatively lower 9.59% annualized return.


AMX

1D
-0.88%
1M
-1.11%
YTD
25.06%
6M
24.16%
1Y
56.39%
3Y*
9.44%
5Y*
14.40%
10Y*
11.26%

KO

1D
0.98%
1M
-0.80%
YTD
16.41%
6M
16.48%
1Y
18.42%
3Y*
12.75%
5Y*
11.35%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMX vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMX
América Móvil, S.A.B. de C.V.
25.06%48.56%-20.36%4.60%-9.82%48.68%-6.62%15.01%-15.29%39.13%
KO
The Coca-Cola Company
16.41%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between AMX and KO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.18

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

0.20

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

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2001

0.30

The correlation between AMX and KO shifts across timeframes, from 0.16 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMX:

$78.13B

KO:

$346.46B

EPS

AMX:

MX$29.05

KO:

$3.18

PE Ratio

AMX:

15.46

KO:

25.29

PEG Ratio

AMX:

0.31

KO:

3.05

PS Ratio

AMX:

1.43

KO:

7.03

PB Ratio

AMX:

3.11

KO:

10.30

Total Revenue (TTM)

AMX:

MX$944.51B

KO:

$49.28B

Gross Profit (TTM)

AMX:

MX$453.55B

KO:

$30.43B

EBITDA (TTM)

AMX:

MX$383.46B

KO:

$18.35B

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Return for Risk

AMX vs. KO — Risk / Return Rank

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

AMX
AMX Risk / Return Rank: 8888
Overall Rank
AMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMX Omega Ratio Rank: 8888
Omega Ratio Rank
AMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
AMX Martin Ratio Rank: 8888
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7373
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
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.

AMX vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for América Móvil, S.A.B. de C.V. (AMX) 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.


AMXKODifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratioReturn relative to maximum drawdown

3.69

2.35

+1.34

Martin ratioReturn relative to average drawdown

9.81

4.67

+5.15

AMX vs. KO - Sharpe Ratio Comparison

The current AMX Sharpe Ratio is 2.07, which is higher than the KO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AMX 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

AMX vs. KO - Drawdown Comparison

The maximum AMX drawdown since its inception was -64.34%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for AMX and KO.


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Drawdown Indicators


AMXKODifference

Max Drawdown

Largest peak-to-trough decline

-64.34%

-68.23%

+3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-7.87%

-7.49%

Max Drawdown (3Y)

Largest decline over 3 years

-35.44%

-16.26%

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

-17.27%

-20.81%

Max Drawdown (10Y)

Largest decline over 10 years

-44.45%

-36.99%

-7.46%

Current Drawdown

Current decline from peak

-6.85%

-3.30%

-3.55%

Average Drawdown

Average peak-to-trough decline

-24.08%

-16.08%

-8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

3.95%

+1.81%

Volatility

AMX vs. KO - Volatility Comparison

América Móvil, S.A.B. de C.V. (AMX) has a higher volatility of 10.15% compared to The Coca-Cola Company (KO) at 6.94%. This indicates that AMX'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


AMXKODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

6.94%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

12.74%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.36%

16.74%

+10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

16.16%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.97%

18.23%

+10.74%

Dividends

AMX vs. KO - Dividend Comparison

AMX's dividend yield for the trailing twelve months is around 2.14%, less than KO's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AMX
América Móvil, S.A.B. de C.V.
2.14%2.68%3.59%2.83%4.41%1.88%2.49%2.29%2.24%1.91%2.27%8.55%
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

AMX vs. KO - Financials Comparison

This section allows you to compare key financial metrics between América Móvil, S.A.B. de C.V. 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


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
236.84B
12.47B
(AMX) Total Revenue
(KO) Total Revenue
Please note, different currencies. AMX values in MXN, KO values in USD

AMX vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between América Móvil, S.A.B. de C.V. 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

40.0%45.0%50.0%55.0%60.0%20222023202420252026
62.6%
63.0%
Portfolio components
AMX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, América Móvil, S.A.B. de C.V. reported a gross profit of 148.31B and revenue of 236.84B. Therefore, the gross margin over that period was 62.6%.

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%.

AMX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, América Móvil, S.A.B. de C.V. reported an operating income of 50.52B and revenue of 236.84B, resulting in an operating margin of 21.3%.

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%.

AMX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, América Móvil, S.A.B. de C.V. reported a net income of 23.40B and revenue of 236.84B, resulting in a net margin of 9.9%.

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


AMX 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.

AMX has higher volatility (10.15%) compared to KO (6.94%). In terms of maximum drawdown, AMX dropped -64.34% vs KO's -68.23%.

AMX currently has the higher Sharpe Ratio (2.07 vs 1.11), 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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