COKE vs. ^GSPC

In the year-to-date period, COKE achieves a -6.33% return, which is significantly lower than ^GSPC's 1.30% return. Over the past 10 years, COKE has outperformed ^GSPC with an annualized return of 27.23%, while ^GSPC has yielded a comparatively lower 10.87% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) and S&P 500 (^GSPC). 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.

The current COKE Sharpe Ratio is 0.82, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of COKE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum COKE drawdown since its inception was -54.32%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for COKE and ^GSPC. For additional features, visit the drawdowns tool.

Coca-Cola Consolidated, Inc. (COKE) has a higher volatility of 15.24% compared to S&P 500 (^GSPC) at 5.42%. This indicates that COKE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.