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CCC3.DE vs. ISMAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CCC3.DE vs. ISMAY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Coca-Cola Company (CCC3.DE) and Indra Sistemas SA (ISMAY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CCC3.DE is traded in EUR, while ISMAY is traded in USD. To make them comparable, the ISMAY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CCC3.DE achieves a 14.16% return, which is significantly higher than ISMAY's 8.39% return. Over the past 10 years, CCC3.DE has underperformed ISMAY with an annualized return of 8.41%, while ISMAY has yielded a comparatively higher 19.00% annualized return.


CCC3.DE

1D
0.45%
1M
0.71%
YTD
14.16%
6M
11.85%
1Y
11.49%
3Y*
8.57%
5Y*
10.68%
10Y*
8.41%

ISMAY

1D
-1.60%
1M
5.79%
YTD
8.39%
6M
10.71%
1Y
42.29%
3Y*
73.66%
5Y*
51.43%
10Y*
19.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCC3.DE vs. ISMAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCC3.DE
The Coca-Cola Company
14.16%2.29%15.41%-8.86%17.77%20.99%-7.79%21.70%11.99%-0.66%
ISMAY
Indra Sistemas SA
8.39%197.20%19.70%37.49%13.23%34.20%-29.23%20.65%-28.52%9.88%

Correlation

The correlation between CCC3.DE and ISMAY is -0.19, 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

-0.19

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

0.05

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

0.09

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2011

0.08

The correlation between CCC3.DE and ISMAY shifts across timeframes, from -0.19 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CCC3.DE vs. ISMAY — Risk / Return Rank

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

CCC3.DE
CCC3.DE Risk / Return Rank: 5959
Overall Rank
CCC3.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CCC3.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
CCC3.DE Omega Ratio Rank: 5353
Omega Ratio Rank
CCC3.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
CCC3.DE Martin Ratio Rank: 6262
Martin Ratio Rank

ISMAY
ISMAY Risk / Return Rank: 6767
Overall Rank
ISMAY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ISMAY Sortino Ratio Rank: 6565
Sortino Ratio Rank
ISMAY Omega Ratio Rank: 6363
Omega Ratio Rank
ISMAY Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISMAY Martin Ratio Rank: 7070
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.

CCC3.DE vs. ISMAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (CCC3.DE) and Indra Sistemas SA (ISMAY). 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.


CCC3.DEISMAYDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.13

1.17

-0.05

Calmar ratioReturn relative to maximum drawdown

1.10

1.33

-0.23

Martin ratioReturn relative to average drawdown

2.40

3.35

-0.96

CCC3.DE vs. ISMAY - Sharpe Ratio Comparison

The current CCC3.DE Sharpe Ratio is 0.66, which is comparable to the ISMAY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CCC3.DE and ISMAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CCC3.DEISMAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.82

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.11

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.45

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.25

0.00

Drawdowns

CCC3.DE vs. ISMAY - Drawdown Comparison

The maximum CCC3.DE drawdown since its inception was -63.64%, roughly equal to the maximum ISMAY drawdown of -65.50%. Use the drawdown chart below to compare losses from any high point for CCC3.DE and ISMAY.


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Drawdown Indicators


CCC3.DEISMAYDifference

Max Drawdown

Largest peak-to-trough decline

-63.64%

-65.50%

+1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-31.98%

+21.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-31.98%

+15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-35.86%

+14.56%

Max Drawdown (10Y)

Largest decline over 10 years

-37.02%

-64.56%

+27.54%

Current Drawdown

Current decline from peak

-4.43%

-19.88%

+15.45%

Average Drawdown

Average peak-to-trough decline

-25.24%

-26.97%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

12.74%

-7.96%

Volatility

CCC3.DE vs. ISMAY - Volatility Comparison

The current volatility for The Coca-Cola Company (CCC3.DE) is 5.37%, while Indra Sistemas SA (ISMAY) has a volatility of 14.02%. This indicates that CCC3.DE experiences smaller price fluctuations and is considered to be less risky than ISMAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCC3.DEISMAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

14.02%

-8.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

43.22%

-30.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

52.59%

-35.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

46.76%

-30.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

42.69%

-24.71%

Dividends

CCC3.DE vs. ISMAY - Dividend Comparison

CCC3.DE's dividend yield for the trailing twelve months is around 2.26%, more than ISMAY's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CCC3.DE
The Coca-Cola Company
2.26%2.58%2.59%2.77%2.43%2.35%2.77%2.49%2.74%2.92%2.74%2.60%
ISMAY
Indra Sistemas SA
0.47%0.51%1.59%1.77%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CCC3.DE vs. ISMAY - Financials Comparison

This section allows you to compare key financial metrics between The Coca-Cola Company and Indra Sistemas SA. 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


Please note, different currencies. CCC3.DE values in EUR, ISMAY values in USD

Frequently Asked Questions


CCC3.DE and ISMAY have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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