AP-UN.TO vs. KO

Last updated Apr 4, 2026

Compare and contrast key facts about Allied Properties Real Estate Investment Trust (AP-UN.TO) and The Coca-Cola Company (KO).

Performance

AP-UN.TO vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Allied Properties Real Estate Investment Trust (AP-UN.TO) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

AP-UN.TO vs. KO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AP-UN.TO Allied Properties Real Estate Investment Trust	-29.09%	-13.47%	-5.92%	-12.14%	-38.62%	20.95%	-24.39%	21.30%	9.29%	21.85%
KO The Coca-Cola Company	12.08%	10.30%	18.23%	-6.54%	18.49%	10.37%	0.74%	14.67%	15.83%	7.10%

Different Trading Currencies

AP-UN.TO is traded in CAD, while KO is traded in USD. To make them comparable, the KO values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap AP-UN.TO : CA$1.30B KO : $330.89B
EPS AP-UN.TO : -CA$9.50 KO : $3.04
PS Ratio AP-UN.TO : 2.20 KO : 6.90
PB Ratio AP-UN.TO : 0.32 KO : 10.29
Total Revenue (TTM) AP-UN.TO : CA$592.38M KO : $47.94B
Gross Profit (TTM) AP-UN.TO : CA$313.21M KO : $29.54B
EBITDA (TTM) AP-UN.TO : -CA$1.19B KO : $18.18B

Returns By Period

In the year-to-date period, AP-UN.TO achieves a -29.09% return, which is significantly lower than KO's 12.08% return. Over the past 10 years, AP-UN.TO has underperformed KO with an annualized return of -6.89%, while KO has yielded a comparatively higher 9.06% annualized return.

AP-UN.TO

• 1D: 1.86%
• 1M: 0.66%
• YTD: -29.09%
• 6M: -55.71%
• 1Y: -37.29%
• 3Y*: -18.56%
• 5Y*: -19.13%
• 10Y*: -6.89%

KO

• 1D: 1.17%
• 1M: 0.90%
• YTD: 12.08%
• 6M: 16.49%
• 1Y: 6.52%
• 3Y*: 11.68%
• 5Y*: 13.47%
• 10Y*: 9.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AP-UN.TO vs. KO — Risk / Return Rank

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

AP-UN.TO

AP-UN.TO Risk / Return Rank: 11
AP-UN.TO Sharpe Ratio Rank: 6
AP-UN.TO Sortino Ratio Rank: 11
AP-UN.TO Omega Ratio Rank: 6
AP-UN.TO Calmar Ratio Rank: 17
AP-UN.TO Martin Ratio Rank: 13

KO

KO Risk / Return Rank: 58
KO Sharpe Ratio Rank: 63
KO Sortino Ratio Rank: 56
KO Omega Ratio Rank: 51
KO Calmar Ratio Rank: 60
KO Martin Ratio Rank: 59

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.

AP-UN.TO vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allied Properties Real Estate Investment Trust (AP-UN.TO) 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.

	AP-UN.TO	KO	Difference
Sharpe ratio Return per unit of total volatility	-0.88	0.50	-1.39
Sortino ratio Return per unit of downside risk	-0.96	0.87	-1.83
Omega ratio Gain probability vs. loss probability	0.82	1.10	-0.28
Calmar ratio Return relative to maximum drawdown	-0.66	0.66	-1.32
Martin ratio Return relative to average drawdown	-1.31	1.24	-2.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AP-UN.TO vs. KO - Sharpe Ratio Comparison

The current AP-UN.TO Sharpe Ratio is -0.88, which is lower than the KO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of AP-UN.TO and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AP-UN.TO	KO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	0.50	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.64	0.88	-1.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.25	0.52	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.73	-0.49

Correlation

The correlation between AP-UN.TO and KO is 0.11, 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.

Dividends

AP-UN.TO vs. KO - Dividend Comparison

AP-UN.TO's dividend yield for the trailing twelve months is around 15.45%, more than KO's 2.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AP-UN.TO Allied Properties Real Estate Investment Trust	15.45%	12.79%	10.50%	11.30%	6.84%	3.88%	4.38%	3.07%	3.53%	3.65%	4.18%	4.65%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

Drawdowns

AP-UN.TO vs. KO - Drawdown Comparison

The maximum AP-UN.TO drawdown since its inception was -76.72%, which is greater than KO's maximum drawdown of -30.98%. Use the drawdown chart below to compare losses from any high point for AP-UN.TO and KO.

Drawdown Indicators

	AP-UN.TO	KO	Difference
Max Drawdown Largest peak-to-trough decline	-76.72%	-68.23%	-8.49%
Max Drawdown (1Y) Largest decline over 1 year	-58.74%	-9.82%	-48.92%
Max Drawdown (5Y) Largest decline over 5 years	-73.59%	-17.27%	-56.32%
Max Drawdown (10Y) Largest decline over 10 years	-76.72%	-36.99%	-39.73%
Current Drawdown Current decline from peak	-75.35%	-5.29%	-70.06%
Average Drawdown Average peak-to-trough decline	-16.96%	-16.13%	-0.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.64%	4.85%	+24.79%

Volatility

AP-UN.TO vs. KO - Volatility Comparison

Allied Properties Real Estate Investment Trust (AP-UN.TO) has a higher volatility of 6.04% compared to The Coca-Cola Company (KO) at 4.14%. This indicates that AP-UN.TO'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.

Volatility by Period

	AP-UN.TO	KO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.04%	4.14%	+1.90%
Volatility (6M) Calculated over the trailing 6-month period	43.55%	12.19%	+31.36%
Volatility (1Y) Calculated over the trailing 1-year period	43.82%	16.45%	+27.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.16%	15.32%	+14.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.33%	17.44%	+9.89%

Financials