COCO vs. AXSM
COCO (The Vita Coco Company, Inc.) and AXSM (Axsome Therapeutics, Inc.) are both stocks. COCO operates in Beverages - Non-Alcoholic (Consumer Defensive), while AXSM operates in Biotechnology (Healthcare). Over the past 3 years, COCO returned 35.70%/yr vs 41.26%/yr for AXSM. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
COCO vs. AXSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COCO achieves a 24.39% return, which is significantly higher than AXSM's 19.36% return.
COCO
- 1D
- -1.51%
- 1M
- -4.41%
- 6M
- 23.60%
- YTD
- 24.39%
- 1Y
- 87.01%
- 3Y*
- 35.70%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.66%
AXSM
- 1D
- -7.10%
- 1M
- -9.42%
- 6M
- 18.31%
- YTD
- 19.36%
- 1Y
- 115.02%
- 3Y*
- 41.26%
- 5Y*
- 35.01%
- 10Y*
- 39.83%
- ALL TIME*
- 34.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.10M | $171.36M | $209.26M | |
| $95.25M | $85.05M | $87.09M |
COCO vs. AXSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COCO The Vita Coco Company, Inc. | 24.39% | 43.62% | 43.90% | 85.60% | 23.72% | -27.33% |
AXSM Axsome Therapeutics, Inc. | 19.36% | 115.86% | 6.31% | 3.19% | 104.16% | -9.85% |
Correlation
The correlation between COCO and AXSM is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2021 | 0.16 |
The correlation between COCO and AXSM shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
COCO:
$3.77B
AXSM:
$11.22B
COCO:
$1.82
AXSM:
-$3.72
COCO:
5.63
AXSM:
15.58
COCO:
9.93
AXSM:
204.46
COCO:
$706.02M
AXSM:
$708.24M
COCO:
$289.23M
AXSM:
$655.82M
COCO:
$143.38M
AXSM:
-$172.72M
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
COCO vs. AXSM — Risk / Return Rank
COCO
AXSM
COCO vs. AXSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Vita Coco Company, Inc. (COCO) and Axsome Therapeutics, Inc. (AXSM). 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.
| COCO | AXSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 6.25 | -2.49 |
| Martin ratioReturn relative to average drawdown | 9.72 | 18.02 | -8.30 |
Loading charts...
Drawdowns
COCO vs. AXSM - Drawdown Comparison
The maximum COCO drawdown since its inception was -56.97%, smaller than the maximum AXSM drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for COCO and AXSM.
Loading charts...
Drawdown Indicators
| COCO | AXSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -86.65% | +29.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -18.50% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -38.55% | -32.69% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.26% | — |
Current DrawdownCurrent decline from peak | -21.52% | -14.57% | -6.95% |
Average DrawdownAverage peak-to-trough decline | -16.70% | -39.06% | +22.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 6.41% | +2.61% |
Volatility
COCO vs. AXSM - Volatility Comparison
The Vita Coco Company, Inc. (COCO) and Axsome Therapeutics, Inc. (AXSM) have volatilities of 14.30% and 14.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COCO | AXSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.30% | 14.94% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 45.30% | 28.72% | +16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.50% | 42.96% | +12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.79% | 70.11% | -13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.79% | 90.38% | -33.59% |
Dividends
COCO vs. AXSM - Dividend Comparison
Neither COCO nor AXSM has paid dividends to shareholders.
Financials
COCO vs. AXSM - Financials Comparison
This section allows you to compare key financial metrics between The Vita Coco Company, Inc. and Axsome Therapeutics, Inc.. 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
COCO vs. AXSM - Profitability Comparison
COCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported a gross profit of 105.31M and revenue of 216.15M. Therefore, the gross margin over that period was 48.7%.
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.
COCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported an operating income of 63.14M and revenue of 216.15M, resulting in an operating margin of 29.2%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
COCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported a net income of 49.45M and revenue of 216.15M, resulting in a net margin of 22.9%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
Frequently Asked Questions
COCO and AXSM have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXSM has higher volatility (14.94%) compared to COCO (14.30%). In terms of maximum drawdown, COCO dropped -56.97% vs AXSM's -86.65%.
AXSM currently has the higher Sharpe Ratio (2.69 vs 1.58), 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.
Find the right allocation for COCO and AXSM
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