COKE vs. DGRO
Compare and contrast key facts about Coca-Cola Consolidated, Inc. (COKE) and iShares Core Dividend Growth ETF (DGRO).
DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COKE or DGRO.
Performance
COKE vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, COKE achieves a 36.32% return, which is significantly higher than DGRO's 19.14% return. Over the past 10 years, COKE has outperformed DGRO with an annualized return of 30.57%, while DGRO has yielded a comparatively lower 11.72% annualized return.
COKE
36.32%
-2.65%
24.35%
75.78%
36.66%
30.57%
DGRO
19.14%
-0.44%
9.59%
26.59%
11.75%
11.72%
Key characteristics
| COKE | DGRO | |
|---|---|---|
| Sharpe Ratio | 2.36 | 2.76 |
| Sortino Ratio | 3.49 | 3.90 |
| Omega Ratio | 1.45 | 1.51 |
| Calmar Ratio | 4.53 | 5.19 |
| Martin Ratio | 11.24 | 18.07 |
| Ulcer Index | 6.82% | 1.46% |
| Daily Std Dev | 32.47% | 9.55% |
| Max Drawdown | -54.34% | -35.10% |
| Current Drawdown | -8.52% | -1.79% |
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Correlation
The correlation between COKE and DGRO is 0.37, 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.
Risk-Adjusted Performance
COKE vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
COKE vs. DGRO - Dividend Comparison
COKE's dividend yield for the trailing twelve months is around 1.62%, less than DGRO's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COKE Coca-Cola Consolidated, Inc. | 1.62% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% | 1.37% |
DGRO iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
COKE vs. DGRO - Drawdown Comparison
The maximum COKE drawdown since its inception was -54.34%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for COKE and DGRO. For additional features, visit the drawdowns tool.
Volatility
COKE vs. DGRO - Volatility Comparison
Coca-Cola Consolidated, Inc. (COKE) has a higher volatility of 9.01% compared to iShares Core Dividend Growth ETF (DGRO) at 3.22%. This indicates that COKE's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.