BBWI vs. KO
BBWI (Bath & Body Works, Inc.) and KO (The Coca-Cola Company) are both stocks. BBWI operates in Specialty Retail (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, BBWI returned -7.03%/yr vs 10.56%/yr for KO. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
BBWI vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, BBWI achieves a 6.49% return, which is significantly lower than KO's 25.91% return. Over the past 10 years, BBWI has underperformed KO with an annualized return of -7.03%, while KO has yielded a comparatively higher 10.56% annualized return.
BBWI
- 1D
- 4.22%
- 1M
- -4.51%
- 6M
- -3.85%
- YTD
- 6.49%
- 1Y
- -22.59%
- 3Y*
- -15.64%
- 5Y*
- -17.54%
- 10Y*
- -7.03%
- ALL TIME*
- 8.08%
KO
- 1D
- -0.83%
- 1M
- 3.23%
- 6M
- 16.85%
- YTD
- 25.91%
- 1Y
- 29.71%
- 3Y*
- 16.05%
- 5Y*
- 12.41%
- 10Y*
- 10.56%
- ALL TIME*
- 12.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $94.27M | $99.53M | $113.11M | |
| $1.57B | $1.49B | $1.47B |
BBWI vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBWI Bath & Body Works, Inc. | 6.49% | -46.52% | -8.26% | 4.68% | -38.40% | 133.77% | 107.78% | -25.18% | -54.31% | -3.87% |
KO The Coca-Cola Company | 25.91% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between BBWI and KO is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.25 |
Over the past year, the correlation between BBWI and KO has dropped to 0.03 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
BBWI:
$4.23B
KO:
$373.71B
BBWI:
$5.15
KO:
$3.32
BBWI:
4.07
KO:
26.17
BBWI:
0.41
KO:
7.47
BBWI:
$7.25B
KO:
$50.13B
BBWI:
$3.13B
KO:
$31.02B
BBWI:
$1.36B
KO:
$19.57B
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Return for Risk
BBWI vs. KO — Risk / Return Rank
BBWI
KO
BBWI vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bath & Body Works, Inc. (BBWI) 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.
| BBWI | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.29 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 3.79 | -4.22 |
| Martin ratioReturn relative to average drawdown | -0.72 | 8.26 | -8.98 |
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Drawdowns
BBWI vs. KO - Drawdown Comparison
The maximum BBWI drawdown since its inception was -88.22%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for BBWI and KO.
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Drawdown Indicators
| BBWI | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.22% | -68.23% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -52.81% | -7.87% | -44.94% |
Max Drawdown (3Y)Largest decline over 3 years | -69.98% | -15.50% | -54.48% |
Max Drawdown (5Y)Largest decline over 5 years | -79.16% | -17.27% | -61.89% |
Max Drawdown (10Y)Largest decline over 10 years | -85.67% | -36.99% | -48.68% |
Current DrawdownCurrent decline from peak | -69.99% | -2.49% | -67.50% |
Average DrawdownAverage peak-to-trough decline | -30.48% | -16.06% | -14.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.55% | 3.61% | +27.94% |
Volatility
BBWI vs. KO - Volatility Comparison
Bath & Body Works, Inc. (BBWI) has a higher volatility of 13.59% compared to The Coca-Cola Company (KO) at 8.55%. This indicates that BBWI'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
| BBWI | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.59% | 8.55% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 40.22% | 14.99% | +25.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.72% | 18.62% | +39.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.98% | 16.65% | +34.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.93% | 18.43% | +36.50% |
Dividends
BBWI vs. KO - Dividend Comparison
BBWI's dividend yield for the trailing twelve months is around 3.81%, more than KO's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBWI Bath & Body Works, Inc. | 3.81% | 3.98% | 2.06% | 1.85% | 1.90% | 22.61% | 0.81% | 6.62% | 9.35% | 3.99% | 6.68% | 4.17% |
KO The Coca-Cola Company | 2.39% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
BBWI vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Bath & Body Works, 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.
Total Revenue: Total amount of money received from sales and other business activities
BBWI vs. KO - Profitability Comparison
BBWI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bath & Body Works, Inc. reported a gross profit of 587.00M and revenue of 1.38B. Therefore, the gross margin over that period was 42.6%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a gross profit of 8.42B and revenue of 13.38B. Therefore, the gross margin over that period was 62.9%.
BBWI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bath & Body Works, Inc. reported an operating income of 231.00M and revenue of 1.38B, resulting in an operating margin of 16.8%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported an operating income of 4.67B and revenue of 13.38B, resulting in an operating margin of 34.9%.
BBWI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bath & Body Works, Inc. reported a net income of 183.00M and revenue of 1.38B, resulting in a net margin of 13.3%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a net income of 4.43B and revenue of 13.38B, resulting in a net margin of 33.1%.
Frequently Asked Questions
BBWI and KO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBWI has higher volatility (13.59%) compared to KO (8.55%). In terms of maximum drawdown, BBWI dropped -88.22% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.61 vs -0.39), 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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