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CCC3.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCC3.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Coca-Cola Company (CCC3.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCC3.DE achieves a 13.92% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, CCC3.DE has underperformed SXRV.DE with an annualized return of 8.26%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.


CCC3.DE

1D
-0.21%
1M
0.79%
YTD
13.92%
6M
12.02%
1Y
10.75%
3Y*
8.62%
5Y*
10.63%
10Y*
8.26%

SXRV.DE

1D
-0.83%
1M
9.26%
YTD
20.57%
6M
19.43%
1Y
37.81%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCC3.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCC3.DE
The Coca-Cola Company
13.92%2.29%15.41%-8.86%17.77%20.98%-7.79%21.70%11.99%-0.66%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between CCC3.DE and SXRV.DE is -0.11, 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

-0.11

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

-0.03

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

0.10

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 10, 2010

0.33

The correlation between CCC3.DE and SXRV.DE shifts across timeframes, from -0.11 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CCC3.DE vs. SXRV.DE — 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: 5656
Sortino Ratio Rank
CCC3.DE Omega Ratio Rank: 5353
Omega Ratio Rank
CCC3.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
CCC3.DE Martin Ratio Rank: 6262
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (CCC3.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.12

1.42

-0.30

Calmar ratioReturn relative to maximum drawdown

1.03

3.75

-2.73

Martin ratioReturn relative to average drawdown

2.24

11.16

-8.92

CCC3.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current CCC3.DE Sharpe Ratio is 0.62, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CCC3.DE and SXRV.DE, 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.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.40

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.93

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

1.07

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.91

-0.65

Drawdowns

CCC3.DE vs. SXRV.DE - Drawdown Comparison

The maximum CCC3.DE drawdown since its inception was -63.64%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CCC3.DE and SXRV.DE.


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Drawdown Indicators


CCC3.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.64%

-32.80%

-30.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-10.03%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-26.69%

+9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-31.33%

+10.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.02%

-31.33%

-5.69%

Current Drawdown

Current decline from peak

-4.63%

-0.83%

-3.80%

Average Drawdown

Average peak-to-trough decline

-25.24%

-6.56%

-18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

3.38%

+1.41%

Volatility

CCC3.DE vs. SXRV.DE - Volatility Comparison

The Coca-Cola Company (CCC3.DE) has a higher volatility of 5.38% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that CCC3.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCC3.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

4.26%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

10.98%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

15.67%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

19.84%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

19.65%

-1.67%

Dividends

CCC3.DE vs. SXRV.DE - Dividend Comparison

CCC3.DE's dividend yield for the trailing twelve months is around 2.27%, while SXRV.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCC3.DE
The Coca-Cola Company
2.27%2.57%2.58%2.77%2.42%2.35%2.77%2.49%2.74%2.91%2.74%2.60%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCC3.DE and SXRV.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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