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CCEP vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CCEP vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola European Partners plc (CCEP) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCEP achieves a 2.54% return, which is significantly higher than PG's -0.32% return. Over the past 10 years, CCEP has outperformed PG with an annualized return of 12.00%, while PG has yielded a comparatively lower 8.37% annualized return.


CCEP

1D
-0.42%
1M
-0.57%
YTD
2.54%
6M
2.46%
1Y
3.86%
3Y*
16.44%
5Y*
11.80%
10Y*
12.00%

PG

1D
0.42%
1M
-2.84%
YTD
-0.32%
6M
-1.73%
1Y
-12.73%
3Y*
1.40%
5Y*
3.30%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCEP vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCEP
Coca-Cola European Partners plc
2.54%21.20%18.35%24.50%2.33%15.61%0.48%13.85%18.58%30.72%
PG
The Procter & Gamble Company
-0.32%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between CCEP and PG is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.45

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

0.41

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1987

0.31

Over the past year, CCEP and PG have become more correlated (0.54) than their long-term average of 0.31, meaning their price movements have been converging.

Fundamentals

Market Cap

CCEP:

$41.32B

PG:

$340.19B

EPS

CCEP:

$7.47

PG:

$5.23

PE Ratio

CCEP:

12.33

PG:

26.94

PEG Ratio

CCEP:

0.61

PG:

6.59

PS Ratio

CCEP:

1.00

PG:

3.95

PB Ratio

CCEP:

5.28

PG:

6.30

Total Revenue (TTM)

CCEP:

$41.26B

PG:

$86.72B

Gross Profit (TTM)

CCEP:

$14.63B

PG:

$43.64B

EBITDA (TTM)

CCEP:

$6.87B

PG:

$22.63B

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Return for Risk

CCEP vs. PG — Risk / Return Rank

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

CCEP
CCEP Risk / Return Rank: 4444
Overall Rank
CCEP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CCEP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CCEP Omega Ratio Rank: 4040
Omega Ratio Rank
CCEP Calmar Ratio Rank: 4646
Calmar Ratio Rank
CCEP Martin Ratio Rank: 4646
Martin Ratio Rank

PG
PG Risk / Return Rank: 1111
Overall Rank
PG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1313
Sortino Ratio Rank
PG Omega Ratio Rank: 1515
Omega Ratio Rank
PG Calmar Ratio Rank: 1010
Calmar Ratio Rank
PG Martin Ratio Rank: 77
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.

CCEP vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) and The Procter & Gamble Company (PG). 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.


CCEPPGDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.05

0.90

+0.15

Calmar ratioReturn relative to maximum drawdown

0.21

-0.82

+1.04

Martin ratioReturn relative to average drawdown

0.39

-1.44

+1.83

CCEP vs. PG - Sharpe Ratio Comparison

The current CCEP Sharpe Ratio is 0.17, which is higher than the PG Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of CCEP and PG, 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


CCEPPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.70

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.19

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.44

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.46

-0.16

Drawdowns

CCEP vs. PG - Drawdown Comparison

The maximum CCEP drawdown since its inception was -79.40%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for CCEP and PG.


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Drawdown Indicators


CCEPPGDifference

Max Drawdown

Largest peak-to-trough decline

-79.40%

-54.25%

-25.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.22%

-15.52%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.22%

-21.15%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-23.77%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-23.77%

-24.99%

Current Drawdown

Current decline from peak

-15.78%

-18.41%

+2.63%

Average Drawdown

Average peak-to-trough decline

-24.36%

-12.16%

-12.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.88%

9.42%

+0.46%

Volatility

CCEP vs. PG - Volatility Comparison

Coca-Cola European Partners plc (CCEP) has a higher volatility of 6.87% compared to The Procter & Gamble Company (PG) at 6.08%. This indicates that CCEP's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCEPPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

6.08%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

14.79%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

18.24%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

17.70%

+5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

19.00%

+7.38%

Dividends

CCEP vs. PG - Dividend Comparison

CCEP's dividend yield for the trailing twelve months is around 2.60%, less than PG's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
CCEP
Coca-Cola European Partners plc
2.60%2.57%2.77%2.95%3.07%2.90%2.01%2.71%2.73%2.97%3.65%2.27%
PG
The Procter & Gamble Company
3.03%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

CCEP vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Coca-Cola European Partners plc and The Procter & Gamble 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


5.00B10.00B15.00B20.00B202120222023202420252026
10.55B
21.24B
(CCEP) Total Revenue
(PG) Total Revenue
Values in USD except per share items

CCEP vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between Coca-Cola European Partners plc and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%202120222023202420252026
35.2%
49.5%
Portfolio components
CCEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coca-Cola European Partners plc reported a gross profit of 3.71B and revenue of 10.55B. Therefore, the gross margin over that period was 35.2%.

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

CCEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coca-Cola European Partners plc reported an operating income of 1.34B and revenue of 10.55B, resulting in an operating margin of 12.8%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

CCEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coca-Cola European Partners plc reported a net income of 1.02B and revenue of 10.55B, resulting in a net margin of 9.7%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.


Frequently Asked Questions


CCEP and PG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCEP has higher volatility (6.87%) compared to PG (6.08%). In terms of maximum drawdown, CCEP dropped -79.40% vs PG's -54.25%.

CCEP currently has the higher Sharpe Ratio (0.17 vs -0.70), 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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