COFF.L vs. COCO

Last updated Jun 4, 2026

COFF.L (WisdomTree Coffee) is Agricultural Commodities fund tracking the Bloomberg Coffee, while COCO (The Vita Coco Company, Inc.) is a stock. Over the past 3 years, COFF.L returned 26.18%/yr vs 41.47%/yr for COCO. At a 0.01 correlation, their price movements are largely independent.

Performance

COFF.L vs. COCO - Performance Comparison

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

Returns By Period

In the year-to-date period, COFF.L achieves a -24.02% return, which is significantly lower than COCO's 41.82% return.

COFF.L

• 1D: -1.31%
• 1M: -9.77%
• YTD: -24.02%
• 6M: -28.50%
• 1Y: -13.30%
• 3Y*: 26.18%
• 5Y*: 18.19%
• 10Y*: 5.38%

COCO

• 1D: 0.98%
• 1M: 11.79%
• YTD: 41.82%
• 6M: 37.64%
• 1Y: 114.80%
• 3Y*: 41.47%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COFF.L vs. COCO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COFF.L WisdomTree Coffee	-24.02%	29.87%	74.91%	24.52%	-20.98%	10.30%
COCO The Vita Coco Company, Inc.	41.82%	43.62%	43.90%	85.60%	23.72%	-17.38%

Correlation

The correlation between COFF.L and COCO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021	0.01

Return for Risk

COFF.L vs. COCO — Risk / Return Rank

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

COFF.L

COFF.L Risk / Return Rank: 5
COFF.L Sharpe Ratio Rank: 5
COFF.L Sortino Ratio Rank: 5
COFF.L Omega Ratio Rank: 6
COFF.L Calmar Ratio Rank: 5
COFF.L Martin Ratio Rank: 5

COCO

COCO Risk / Return Rank: 89
COCO Sharpe Ratio Rank: 89
COCO Sortino Ratio Rank: 88
COCO Omega Ratio Rank: 87
COCO Calmar Ratio Rank: 91
COCO Martin Ratio Rank: 91

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.

COFF.L vs. COCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and The Vita Coco Company, Inc. (COCO). 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.

	COFF.L	COCO	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	2.22	-2.60
Sortino ratio: Return per unit of downside risk	-0.33	3.01	-3.34
Omega ratio: Gain probability vs. loss probability	0.96	1.39	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.40	4.97	-5.37
Martin ratio: Return relative to average drawdown	-0.77	13.95	-14.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COFF.L vs. COCO - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is -0.38, which is lower than the COCO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of COFF.L and COCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COFF.L	COCO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	2.22	-2.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.80	-0.84

Drawdowns

COFF.L vs. COCO - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -88.11%, which is greater than COCO's maximum drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for COFF.L and COCO.

Drawdown Indicators

	COFF.L	COCO	Difference
Max Drawdown Largest peak-to-trough decline	-88.11%	-56.97%	-31.14%
Max Drawdown (1Y) Largest decline over 1 year	-33.06%	-23.23%	-9.83%
Max Drawdown (3Y) Largest decline over 3 years	-33.06%	-38.55%	+5.49%
Max Drawdown (5Y) Largest decline over 5 years	-41.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-64.13%	—	—
Current Drawdown Current decline from peak	-58.09%	-5.11%	-52.98%
Average Drawdown Average peak-to-trough decline	-58.91%	-16.79%	-42.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.22%	8.27%	+8.95%

Volatility

COFF.L vs. COCO - Volatility Comparison

WisdomTree Coffee (COFF.L) and The Vita Coco Company, Inc. (COCO) have volatilities of 9.66% and 9.95%, 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.

Volatility by Period

	COFF.L	COCO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.66%	9.95%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	22.08%	41.33%	-19.25%
Volatility (1Y) Calculated over the trailing 1-year period	34.44%	52.08%	-17.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.93%	56.61%	-21.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.51%	56.61%	-25.10%

Dividends

COFF.L vs. COCO - Dividend Comparison

Neither COFF.L nor COCO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COFF.L and COCO in my portfolio?

COFF.L and COCO 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.