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ATDRY vs. COCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATDRY and COCO is 0.35, 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

ATDRY vs. COCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Auto Trader Group PLC ADR (ATDRY) and The Vita Coco Company, Inc. (COCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ATDRY:

0.08

COCO:

0.63

Sortino Ratio

ATDRY:

0.91

COCO:

1.23

Omega Ratio

ATDRY:

1.13

COCO:

1.17

Calmar Ratio

ATDRY:

0.60

COCO:

0.97

Martin Ratio

ATDRY:

1.27

COCO:

2.53

Ulcer Index

ATDRY:

11.55%

COCO:

12.65%

Daily Std Dev

ATDRY:

28.56%

COCO:

43.44%

Max Drawdown

ATDRY:

-47.13%

COCO:

-56.97%

Current Drawdown

ATDRY:

-13.96%

COCO:

-11.69%

Fundamentals

Market Cap

ATDRY:

$10.67B

COCO:

$2.02B

EPS

ATDRY:

$0.11

COCO:

$1.01

PE Ratio

ATDRY:

24.55

COCO:

35.26

PS Ratio

ATDRY:

17.74

COCO:

3.77

PB Ratio

ATDRY:

12.31

COCO:

7.27

Returns By Period

In the year-to-date period, ATDRY achieves a 7.20% return, which is significantly higher than COCO's -3.58% return.


ATDRY

YTD

7.20%

1M

-4.33%

6M

-0.15%

1Y

2.06%

3Y*

14.04%

5Y*

10.08%

10Y*

N/A

COCO

YTD

-3.58%

1M

7.69%

6M

0.14%

1Y

26.97%

3Y*

42.65%

5Y*

N/A

10Y*

N/A

*Annualized

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Auto Trader Group PLC ADR

The Vita Coco Company, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ATDRY vs. COCO — Risk-Adjusted Performance Rank

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

ATDRY
The Risk-Adjusted Performance Rank of ATDRY is 6464
Overall Rank
The Sharpe Ratio Rank of ATDRY is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ATDRY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ATDRY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ATDRY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ATDRY is 6666
Martin Ratio Rank

COCO
The Risk-Adjusted Performance Rank of COCO is 7474
Overall Rank
The Sharpe Ratio Rank of COCO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of COCO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of COCO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of COCO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of COCO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ATDRY vs. COCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Auto Trader Group PLC ADR (ATDRY) and The Vita Coco Company, Inc. (COCO). 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.


The current ATDRY Sharpe Ratio is 0.08, which is lower than the COCO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ATDRY and COCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ATDRY vs. COCO - Dividend Comparison

ATDRY's dividend yield for the trailing twelve months is around 1.24%, while COCO has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
ATDRY
Auto Trader Group PLC ADR
1.24%1.27%1.12%1.56%0.68%0.38%1.07%1.10%1.22%0.33%
COCO
The Vita Coco Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ATDRY vs. COCO - Drawdown Comparison

The maximum ATDRY drawdown since its inception was -47.13%, smaller than the maximum COCO drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for ATDRY and COCO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ATDRY vs. COCO - Volatility Comparison

Auto Trader Group PLC ADR (ATDRY) has a higher volatility of 13.75% compared to The Vita Coco Company, Inc. (COCO) at 9.35%. This indicates that ATDRY's price experiences larger fluctuations and is considered to be riskier than COCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ATDRY vs. COCO - Financials Comparison

This section allows you to compare key financial metrics between Auto Trader Group PLC ADR and The Vita Coco Company, Inc.. 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


50.00M100.00M150.00M200.00M250.00M300.00M20212022202320242025
290.40M
130.92M
(ATDRY) Total Revenue
(COCO) Total Revenue
Values in USD except per share items