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COCO vs. NSSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COCO vs. NSSC - Performance Comparison

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

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Returns By Period

In the year-to-date period, COCO achieves a 24.39% return, which is significantly higher than NSSC's -10.40% 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%

NSSC

1D
1.95%
1M
-2.06%
6M
1.29%
YTD
-10.40%
1Y
23.20%
3Y*
1.14%
5Y*
16.97%
10Y*
26.68%
ALL TIME*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$95.25M$85.05M$87.09M
$9.49M$10.86M$15.91M

COCO vs. NSSC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COCO
The Vita Coco Company, Inc.
24.39%43.62%43.90%85.60%23.72%-27.33%
NSSC
Napco Security Technologies, Inc.
-10.40%19.22%4.97%25.59%9.96%10.45%

Correlation

The correlation between COCO and NSSC is 0.06, 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.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.23

The correlation between COCO and NSSC shifts across timeframes, from 0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

COCO:

$3.77B

NSSC:

$1.32B

EPS

COCO:

$1.82

NSSC:

$1.03

PE Ratio

COCO:

36.31

NSSC:

36.01

PEG Ratio

COCO:

0.30

NSSC:

1.30

PS Ratio

COCO:

5.63

NSSC:

6.73

PB Ratio

COCO:

9.93

NSSC:

7.44

Total Revenue (TTM)

COCO:

$706.02M

NSSC:

$197.23M

Gross Profit (TTM)

COCO:

$289.23M

NSSC:

$112.37M

EBITDA (TTM)

COCO:

$143.38M

NSSC:

$42.52M

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Return for Risk

COCO vs. NSSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COCO
COCO Risk / Return Rank: 8787
Overall Rank
COCO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COCO Sortino Ratio Rank: 8484
Sortino Ratio Rank
COCO Omega Ratio Rank: 8585
Omega Ratio Rank
COCO Calmar Ratio Rank: 9191
Calmar Ratio Rank
COCO Martin Ratio Rank: 9090
Martin Ratio Rank

NSSC
NSSC Risk / Return Rank: 6363
Overall Rank
NSSC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 6060
Sortino Ratio Rank
NSSC Omega Ratio Rank: 6161
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6565
Calmar Ratio Rank
NSSC Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COCO vs. NSSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Vita Coco Company, Inc. (COCO) and Napco Security Technologies, Inc. (NSSC). 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.


COCONSSCDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.31

1.14

+0.17

Calmar ratioReturn relative to maximum drawdown

3.77

0.91

+2.86

Martin ratioReturn relative to average drawdown

9.72

1.90

+7.82

COCO vs. NSSC - Sharpe Ratio Comparison

The current COCO Sharpe Ratio is 1.58, which is higher than the NSSC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of COCO and NSSC, 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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Drawdowns

COCO vs. NSSC - Drawdown Comparison

The maximum COCO drawdown since its inception was -56.97%, smaller than the maximum NSSC drawdown of -93.20%. Use the drawdown chart below to compare losses from any high point for COCO and NSSC.


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Drawdown Indicators


COCONSSCDifference

Max Drawdown

Largest peak-to-trough decline

-56.97%

-93.20%

+36.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-25.72%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-38.55%

-65.43%

+26.88%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

Current Drawdown

Current decline from peak

-21.52%

-34.07%

+12.55%

Average Drawdown

Average peak-to-trough decline

-16.70%

-38.18%

+21.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

12.21%

-3.19%

Volatility

COCO vs. NSSC - Volatility Comparison

The Vita Coco Company, Inc. (COCO) has a higher volatility of 14.30% compared to Napco Security Technologies, Inc. (NSSC) at 9.25%. This indicates that COCO's price experiences larger fluctuations and is considered to be riskier than NSSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COCONSSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.30%

9.25%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

45.30%

32.00%

+13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

55.50%

42.21%

+13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.79%

51.08%

+5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.79%

49.60%

+7.19%

Dividends

COCO vs. NSSC - Dividend Comparison

COCO has not paid dividends to shareholders, while NSSC's dividend yield for the trailing twelve months is around 1.56%.


PositionTTM202520242023
COCO
The Vita Coco Company, Inc.
0.00%0.00%0.00%0.00%
NSSC
Napco Security Technologies, Inc.
1.56%1.31%1.27%0.65%

Financials

COCO vs. NSSC - Financials Comparison

This section allows you to compare key financial metrics between The Vita Coco Company, Inc. and Napco Security Technologies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

COCO vs. NSSC - Profitability Comparison

The chart below illustrates the profitability comparison between The Vita Coco Company, Inc. and Napco Security Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

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%.

NSSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Napco Security Technologies, Inc. reported a gross profit of 29.49M and revenue of 49.17M. Therefore, the gross margin over that period was 60.0%.

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%.

NSSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Napco Security Technologies, Inc. reported an operating income of -1.19M and revenue of 49.17M, resulting in an operating margin of -2.4%.

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%.

NSSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Napco Security Technologies, Inc. reported a net income of -408.00K and revenue of 49.17M, resulting in a net margin of -0.8%.


Frequently Asked Questions


COCO and NSSC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COCO has higher volatility (14.30%) compared to NSSC (9.25%). In terms of maximum drawdown, COCO dropped -56.97% vs NSSC's -93.20%.

COCO currently has the higher Sharpe Ratio (1.58 vs 0.55), 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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