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COCO vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COCO and DE is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

COCO vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Vita Coco Company, Inc. (COCO) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
56.57%
36.06%
COCO
DE

Key characteristics

Sharpe Ratio

COCO:

2.06

DE:

1.70

Sortino Ratio

COCO:

2.99

DE:

2.51

Omega Ratio

COCO:

1.37

DE:

1.31

Calmar Ratio

COCO:

2.33

DE:

1.93

Martin Ratio

COCO:

9.20

DE:

6.28

Ulcer Index

COCO:

8.59%

DE:

6.65%

Daily Std Dev

COCO:

38.44%

DE:

24.55%

Max Drawdown

COCO:

-56.97%

DE:

-73.27%

Current Drawdown

COCO:

-1.51%

DE:

0.00%

Fundamentals

Market Cap

COCO:

$2.22B

DE:

$136.60B

EPS

COCO:

$1.00

DE:

$22.57

PE Ratio

COCO:

39.11

DE:

22.22

Total Revenue (TTM)

COCO:

$388.72M

DE:

$38.91B

Gross Profit (TTM)

COCO:

$157.13M

DE:

$15.08B

EBITDA (TTM)

COCO:

$69.68M

DE:

$10.75B

Returns By Period

In the year-to-date period, COCO achieves a 7.53% return, which is significantly lower than DE's 20.20% return.


COCO

YTD

7.53%

1M

14.71%

6M

56.57%

1Y

85.73%

5Y*

N/A

10Y*

N/A

DE

YTD

20.20%

1M

11.82%

6M

36.06%

1Y

44.65%

5Y*

25.30%

10Y*

20.84%

*Annualized

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Risk-Adjusted Performance

COCO vs. DE — Risk-Adjusted Performance Rank

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

COCO
The Risk-Adjusted Performance Rank of COCO is 9191
Overall Rank
The Sharpe Ratio Rank of COCO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COCO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of COCO is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COCO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COCO is 9090
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 8686
Overall Rank
The Sharpe Ratio Rank of DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DE is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DE is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COCO vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Vita Coco Company, Inc. (COCO) and Deere & Company (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.


Sharpe ratio
The chart of Sharpe ratio for COCO, currently valued at 2.06, compared to the broader market-2.000.002.002.061.70
The chart of Sortino ratio for COCO, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.006.002.992.51
The chart of Omega ratio for COCO, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.31
The chart of Calmar ratio for COCO, currently valued at 2.33, compared to the broader market0.002.004.006.002.331.93
The chart of Martin ratio for COCO, currently valued at 9.20, compared to the broader market0.0010.0020.0030.009.206.28
COCO
DE

The current COCO Sharpe Ratio is 2.06, which is comparable to the DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of COCO and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.06
1.70
COCO
DE

Dividends

COCO vs. DE - Dividend Comparison

COCO has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
COCO
The Vita Coco Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.18%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

COCO vs. DE - Drawdown Comparison

The maximum COCO drawdown since its inception was -56.97%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for COCO and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.51%
0
COCO
DE

Volatility

COCO vs. DE - Volatility Comparison

The Vita Coco Company, Inc. (COCO) has a higher volatility of 10.75% compared to Deere & Company (DE) at 7.57%. This indicates that COCO's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.75%
7.57%
COCO
DE

Financials

COCO vs. DE - Financials Comparison

This section allows you to compare key financial metrics between The Vita Coco Company, Inc. and Deere & 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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