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COKE vs. TGOPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COKE vs. TGOPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola Consolidated, Inc. (COKE) and 3i Group PLC ADR (TGOPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COKE achieves a 16.99% return, which is significantly higher than TGOPY's -33.15% return.


COKE

1D
-0.61%
1M
2.58%
YTD
16.99%
6M
9.02%
1Y
65.74%
3Y*
40.58%
5Y*
33.34%
10Y*
31.72%

TGOPY

1D
-0.55%
1M
-18.66%
YTD
-33.15%
6M
-31.19%
1Y
-49.11%
3Y*
6.84%
5Y*
16.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COKE vs. TGOPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COKE
Coca-Cola Consolidated, Inc.
16.99%22.63%38.75%82.92%-17.09%133.24%-5.87%60.74%-17.10%3.22%
TGOPY
3i Group PLC ADR
-33.15%-1.54%48.13%94.86%-2.38%30.67%8.74%49.49%-17.88%-0.91%

Correlation

The correlation between COKE and TGOPY is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.14

Fundamentals

Market Cap

COKE:

$11.91B

TGOPY:

$29.64B

EPS

COKE:

$7.14

TGOPY:

$3.45

PE Ratio

COKE:

25.06

TGOPY:

2.11

PS Ratio

COKE:

1.93

TGOPY:

3.92

Total Revenue (TTM)

COKE:

$7.49B

TGOPY:

$5.58B

Gross Profit (TTM)

COKE:

$2.95B

TGOPY:

$5.57B

EBITDA (TTM)

COKE:

$1.10B

TGOPY:

$9.84B

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Return for Risk

COKE vs. TGOPY — Risk / Return Rank

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

COKE
COKE Risk / Return Rank: 8484
Overall Rank
COKE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COKE Sortino Ratio Rank: 8181
Sortino Ratio Rank
COKE Omega Ratio Rank: 8484
Omega Ratio Rank
COKE Calmar Ratio Rank: 8181
Calmar Ratio Rank
COKE Martin Ratio Rank: 8484
Martin Ratio Rank

TGOPY
TGOPY Risk / Return Rank: 44
Overall Rank
TGOPY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TGOPY Sortino Ratio Rank: 66
Sortino Ratio Rank
TGOPY Omega Ratio Rank: 44
Omega Ratio Rank
TGOPY Calmar Ratio Rank: 55
Calmar Ratio Rank
TGOPY Martin Ratio Rank: 22
Martin Ratio Rank
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.

COKE vs. TGOPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) and 3i Group PLC ADR (TGOPY). 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.


COKETGOPYDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.34

0.78

+0.56

Calmar ratioReturn relative to maximum drawdown

2.69

-0.93

+3.62

Martin ratioReturn relative to average drawdown

8.04

-1.84

+9.87

COKE vs. TGOPY - Sharpe Ratio Comparison

The current COKE Sharpe Ratio is 1.91, which is higher than the TGOPY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of COKE and TGOPY, 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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Sharpe Ratios by Period


COKETGOPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

-1.08

+2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.42

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.15

Drawdowns

COKE vs. TGOPY - Drawdown Comparison

The maximum COKE drawdown since its inception was -54.32%, smaller than the maximum TGOPY drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for COKE and TGOPY.


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Drawdown Indicators


COKETGOPYDifference

Max Drawdown

Largest peak-to-trough decline

-54.32%

-58.64%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-52.74%

+28.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-52.74%

+25.36%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

-52.74%

+17.22%

Max Drawdown (10Y)

Largest decline over 10 years

-51.71%

Current Drawdown

Current decline from peak

-17.46%

-51.47%

+34.01%

Average Drawdown

Average peak-to-trough decline

-18.88%

-10.80%

-8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.20%

26.78%

-18.58%

Volatility

COKE vs. TGOPY - Volatility Comparison

The current volatility for Coca-Cola Consolidated, Inc. (COKE) is 10.58%, while 3i Group PLC ADR (TGOPY) has a volatility of 19.55%. This indicates that COKE experiences smaller price fluctuations and is considered to be less risky than TGOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COKETGOPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

19.55%

-8.97%

Volatility (6M)

Calculated over the trailing 6-month period

29.55%

38.98%

-9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

45.69%

-11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.49%

38.51%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.17%

48.34%

-11.17%

Dividends

COKE vs. TGOPY - Dividend Comparison

COKE's dividend yield for the trailing twelve months is around 0.56%, less than TGOPY's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
COKE
Coca-Cola Consolidated, Inc.
0.56%0.65%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%
TGOPY
3i Group PLC ADR
3.62%2.42%1.83%2.23%14.27%2.62%2.70%3.04%1.66%0.75%0.00%0.00%

Financials

COKE vs. TGOPY - Financials Comparison

This section allows you to compare key financial metrics between Coca-Cola Consolidated, Inc. and 3i Group PLC ADR. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
1.85B
239.55M
(COKE) Total Revenue
(TGOPY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


COKE and TGOPY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGOPY has higher volatility (19.55%) compared to COKE (10.58%). In terms of maximum drawdown, COKE dropped -54.32% vs TGOPY's -58.64%.

COKE currently has the higher Sharpe Ratio (1.91 vs -1.08), 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.

Portfolio Optimizer

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