CAKE vs. KO
CAKE (The Cheesecake Factory Incorporated) and KO (The Coca-Cola Company) are both stocks. CAKE operates in Restaurants (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, CAKE returned 9.45%/yr vs 10.64%/yr for KO. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
CAKE vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, CAKE achieves a 102.87% return, which is significantly higher than KO's 26.97% return. Over the past 10 years, CAKE has underperformed KO with an annualized return of 9.45%, while KO has yielded a comparatively higher 10.64% annualized return.
CAKE
- 1D
- 0.11%
- 1M
- 28.09%
- 6M
- 76.69%
- YTD
- 102.87%
- 1Y
- 65.83%
- 3Y*
- 44.79%
- 5Y*
- 20.23%
- 10Y*
- 9.45%
- ALL TIME*
- 11.40%
KO
- 1D
- -1.02%
- 1M
- 4.10%
- 6M
- 18.65%
- YTD
- 26.97%
- 1Y
- 30.80%
- 3Y*
- 15.70%
- 5Y*
- 12.23%
- 10Y*
- 10.64%
- ALL TIME*
- 12.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $197.12M | $153.55M | $107.62M | |
| $1.49B | $1.47B | $1.44B |
CAKE vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAKE The Cheesecake Factory Incorporated | 102.87% | 8.61% | 39.33% | 14.01% | -17.02% | 5.64% | -3.53% | -7.82% | -7.44% | -17.83% |
KO The Coca-Cola Company | 26.97% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between CAKE and KO is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 1992 | 0.21 |
Fundamentals
CAKE:
$5.04B
KO:
$376.85B
CAKE:
$2.66
KO:
$3.32
CAKE:
38.09
KO:
26.39
CAKE:
0.85
KO:
3.18
CAKE:
1.70
KO:
7.54
CAKE:
$2.90B
KO:
$50.13B
CAKE:
$2.27B
KO:
$31.02B
CAKE:
$231.47M
KO:
$19.57B
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Return for Risk
CAKE vs. KO — Risk / Return Rank
CAKE
KO
CAKE vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cheesecake Factory Incorporated (CAKE) 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.
| CAKE | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 4.17 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.58 | 9.09 | -4.51 |
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Drawdowns
CAKE vs. KO - Drawdown Comparison
The maximum CAKE drawdown since its inception was -86.17%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for CAKE and KO.
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Drawdown Indicators
| CAKE | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.17% | -68.23% | -17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -33.02% | -7.87% | -25.15% |
Max Drawdown (3Y)Largest decline over 3 years | -36.39% | -15.50% | -20.89% |
Max Drawdown (5Y)Largest decline over 5 years | -46.54% | -17.27% | -29.27% |
Max Drawdown (10Y)Largest decline over 10 years | -75.50% | -36.99% | -38.51% |
Current DrawdownCurrent decline from peak | 0.00% | -1.67% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -16.06% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.55% | 3.60% | +9.95% |
Volatility
CAKE vs. KO - Volatility Comparison
The Cheesecake Factory Incorporated (CAKE) has a higher volatility of 15.44% compared to The Coca-Cola Company (KO) at 9.09%. This indicates that CAKE'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
| CAKE | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.44% | 9.09% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 28.61% | 15.06% | +13.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.62% | 18.66% | +17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 16.64% | +23.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.73% | 18.42% | +26.31% |
Dividends
CAKE vs. KO - Dividend Comparison
CAKE's dividend yield for the trailing twelve months is around 1.12%, less than KO's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAKE The Cheesecake Factory Incorporated | 1.12% | 2.14% | 2.28% | 3.08% | 2.55% | 0.00% | 0.97% | 3.55% | 2.85% | 2.20% | 1.47% | 1.58% |
KO The Coca-Cola Company | 2.37% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
CAKE vs. KO - Financials Comparison
This section allows you to compare key financial metrics between The Cheesecake Factory Incorporated 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
CAKE and KO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAKE has higher volatility (15.44%) compared to KO (9.09%). In terms of maximum drawdown, CAKE dropped -86.17% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.76 vs 1.71), 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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