PortfoliosLab logoPortfoliosLab logo
CAT vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAT vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caterpillar Inc. (CAT) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CAT achieves a 59.62% return, which is significantly higher than KO's 18.99% return. Over the past 10 years, CAT has outperformed KO with an annualized return of 31.33%, while KO has yielded a comparatively lower 9.55% annualized return.


CAT

1D
1.44%
1M
0.92%
YTD
59.62%
6M
52.94%
1Y
154.99%
3Y*
57.16%
5Y*
35.17%
10Y*
31.33%

KO

1D
0.11%
1M
2.94%
YTD
18.99%
6M
17.96%
1Y
17.68%
3Y*
14.33%
5Y*
11.29%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAT vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAT
Caterpillar Inc.
59.62%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%75.03%
KO
The Coca-Cola Company
18.99%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between CAT and KO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.01

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

0.13

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1962

0.26

The correlation between CAT and KO shifts across timeframes, from -0.13 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CAT:

$424.14B

KO:

$356.42B

EPS

CAT:

$20.07

KO:

$3.18

PE Ratio

CAT:

45.37

KO:

26.01

PEG Ratio

CAT:

3.00

KO:

3.14

PS Ratio

CAT:

6.04

KO:

7.23

PB Ratio

CAT:

22.73

KO:

10.60

Total Revenue (TTM)

CAT:

$70.76B

KO:

$49.28B

Gross Profit (TTM)

CAT:

$23.01B

KO:

$30.43B

EBITDA (TTM)

CAT:

$15.31B

KO:

$18.35B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CAT vs. KO — Risk / Return Rank

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

CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
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.

CAT vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) 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.


CATKODifference
Sharpe ratioReturn per unit of total volatility

+3.37

Sortino ratioReturn per unit of downside risk

+3.30

Omega ratioGain probability vs. loss probability

1.65

1.19

+0.45

Calmar ratioReturn relative to maximum drawdown

11.24

2.26

+8.98

Martin ratioReturn relative to average drawdown

36.80

4.51

+32.29

CAT vs. KO - Sharpe Ratio Comparison

The current CAT Sharpe Ratio is 4.43, which is higher than the KO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CAT 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.


Loading charts...

Drawdowns

CAT vs. KO - Drawdown Comparison

The maximum CAT drawdown since its inception was -73.43%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for CAT and KO.


Loading charts...

Drawdown Indicators


CATKODifference

Max Drawdown

Largest peak-to-trough decline

-73.43%

-68.23%

-5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-7.87%

-6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-16.26%

-17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

-17.27%

-16.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.36%

-36.99%

-6.37%

Current Drawdown

Current decline from peak

-3.18%

-1.16%

-2.02%

Average Drawdown

Average peak-to-trough decline

-19.73%

-16.09%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.98%

+0.25%

Volatility

CAT vs. KO - Volatility Comparison

Caterpillar Inc. (CAT) has a higher volatility of 13.16% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that CAT'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.


Loading charts...

Volatility by Period


CATKODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.16%

6.70%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.37%

12.87%

+15.50%

Volatility (1Y)

Calculated over the trailing 1-year period

35.19%

16.73%

+18.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.79%

16.18%

+14.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.98%

18.24%

+12.74%

Dividends

CAT vs. KO - Dividend Comparison

CAT's dividend yield for the trailing twelve months is around 0.66%, less than KO's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.
0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
KO
The Coca-Cola Company
2.49%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

CAT vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Caterpillar 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B12.00B14.00B16.00B18.00B20.00B20222023202420252026
17.42B
12.47B
(CAT) Total Revenue
(KO) Total Revenue
Values in USD except per share items

CAT vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Caterpillar Inc. 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

30.0%40.0%50.0%60.0%20222023202420252026
35.1%
63.0%
Portfolio components
CAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a gross profit of 6.11B and revenue of 17.42B. Therefore, the gross margin over that period was 35.1%.

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%.

CAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported an operating income of 3.09B and revenue of 17.42B, resulting in an operating margin of 17.7%.

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%.

CAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a net income of 2.55B and revenue of 17.42B, resulting in a net margin of 14.6%.

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


CAT and KO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAT has higher volatility (13.16%) compared to KO (6.70%). In terms of maximum drawdown, CAT dropped -73.43% vs KO's -68.23%.

CAT currently has the higher Sharpe Ratio (4.43 vs 1.06), 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.

Portfolio Optimizer

Find the right allocation for CAT and KO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer