COFF.L vs. KO

Last updated Jun 26, 2026

COFF.L (WisdomTree Coffee) is Agricultural Commodities fund tracking the Bloomberg Coffee, while KO (The Coca-Cola Company) is a stock. Over the past 10 years, COFF.L returned 9.63%/yr vs 9.64%/yr for KO. At a 0.03 correlation, their price movements are largely independent.

Performance

COFF.L vs. KO - Performance Comparison

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

Returns By Period

In the year-to-date period, COFF.L achieves a -16.86% return, which is significantly lower than KO's 16.57% return. Both investments have delivered pretty close results over the past 10 years, with COFF.L having a 9.63% annualized return and KO not far ahead at 9.64%.

COFF.L

• 1D: -0.38%
• 1M: 2.29%
• YTD: -16.86%
• 6M: -15.58%
• 1Y: 5.97%
• 3Y*: 33.23%
• 5Y*: 20.90%
• 10Y*: 9.63%

KO

• 1D: -0.22%
• 1M: 0.60%
• YTD: 16.57%
• 6M: 16.24%
• 1Y: 18.77%
• 3Y*: 12.79%
• 5Y*: 11.41%
• 10Y*: 9.64%

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

COFF.L vs. KO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COFF.L WisdomTree Coffee	-16.86%	29.87%	74.91%	24.51%	-20.98%	63.14%	-12.27%	-5.74%	-0.00%	-0.00%
KO The Coca-Cola Company	16.57%	15.60%	8.88%	-4.43%	10.61%	11.37%	2.47%	20.60%	6.77%	14.38%

Correlation

The correlation between COFF.L and KO is -0.10, 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	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.03

The correlation between COFF.L and KO shifts across timeframes, from -0.10 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

COFF.L vs. KO — 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: 11
COFF.L Sharpe Ratio Rank: 11
COFF.L Sortino Ratio Rank: 11
COFF.L Omega Ratio Rank: 11
COFF.L Calmar Ratio Rank: 11
COFF.L Martin Ratio Rank: 10

KO

KO Risk / Return Rank: 76
KO Sharpe Ratio Rank: 77
KO Sortino Ratio Rank: 75
KO Omega Ratio Rank: 69
KO Calmar Ratio Rank: 80
KO Martin Ratio Rank: 77

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. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and The Coca-Cola Company (KO). 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.

	COFF.L	KO	Difference
Sharpe ratio: Return per unit of total volatility	0.18	1.13	-0.96
Sortino ratio: Return per unit of downside risk	0.48	1.83	-1.35
Omega ratio: Gain probability vs. loss probability	1.06	1.20	-0.15
Calmar ratio: Return relative to maximum drawdown	0.16	2.40	-2.23
Martin ratio: Return relative to average drawdown	0.34	4.75	-4.41

COFF.L vs. KO - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is 0.18, which is lower than the KO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of COFF.L and KO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COFF.L vs. KO - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -87.07%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for COFF.L and KO.

Drawdown Indicators

	COFF.L	KO	Difference
Max Drawdown Largest peak-to-trough decline	-87.07%	-68.23%	-18.84%
Max Drawdown (1Y) Largest decline over 1 year	-36.19%	-7.87%	-28.32%
Max Drawdown (3Y) Largest decline over 3 years	-36.19%	-16.26%	-19.93%
Max Drawdown (5Y) Largest decline over 5 years	-41.93%	-17.27%	-24.66%
Max Drawdown (10Y) Largest decline over 10 years	-67.50%	-36.99%	-30.51%
Current Drawdown Current decline from peak	-50.12%	-3.17%	-46.95%
Average Drawdown Average peak-to-trough decline	-58.13%	-16.08%	-42.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.78%	3.96%	+13.82%

Volatility

COFF.L vs. KO - Volatility Comparison

WisdomTree Coffee (COFF.L) has a higher volatility of 8.59% compared to The Coca-Cola Company (KO) at 6.82%. This indicates that COFF.L's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COFF.L	KO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.59%	6.82%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	22.69%	12.74%	+9.95%
Volatility (1Y) Calculated over the trailing 1-year period	34.19%	16.69%	+17.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.78%	16.16%	+18.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.95%	18.23%	+102.72%

Dividends

COFF.L vs. KO - Dividend Comparison

COFF.L has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COFF.L WisdomTree Coffee	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KO The Coca-Cola Company	2.59%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

Frequently Asked Questions

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

COFF.L and KO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.