COKE vs. USD
COKE (Coca-Cola Consolidated, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, COKE returned 29.84%/yr vs 62.72%/yr for USD. At a 0.27 correlation, their price movements are largely independent.
Performance
COKE vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, COKE achieves a 17.26% return, which is significantly lower than USD's 92.18% return. Over the past 10 years, COKE has underperformed USD with an annualized return of 29.84%, while USD has yielded a comparatively higher 62.72% annualized return.
COKE
- 1D
- 0.95%
- 1M
- 1.59%
- YTD
- 17.26%
- 6M
- 10.94%
- 1Y
- 67.69%
- 3Y*
- 42.62%
- 5Y*
- 35.85%
- 10Y*
- 29.84%
USD
- 1D
- 4.73%
- 1M
- -0.57%
- YTD
- 92.18%
- 6M
- 86.88%
- 1Y
- 185.02%
- 3Y*
- 118.50%
- 5Y*
- 64.73%
- 10Y*
- 62.72%
COKE vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COKE Coca-Cola Consolidated, Inc. | 17.26% | 22.63% | 38.75% | 82.92% | -17.09% | 133.24% | -5.87% | 60.74% | -17.10% | 20.94% |
USD ProShares Ultra Semiconductors | 92.18% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between COKE and USD is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.27 |
The correlation between COKE and USD shifts across timeframes, from -0.13 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COKE vs. USD — Risk / Return Rank
COKE
USD
COKE vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) and ProShares Ultra Semiconductors (USD). 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.
| COKE | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 5.86 | -3.08 |
| Martin ratioReturn relative to average drawdown | 7.69 | 16.16 | -8.47 |
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Drawdowns
COKE vs. USD - Drawdown Comparison
The maximum COKE drawdown since its inception was -54.32%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for COKE and USD.
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Drawdown Indicators
| COKE | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -88.63% | +34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -24.56% | -31.80% | +7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -64.46% | +37.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -77.85% | +42.33% |
Max Drawdown (10Y)Largest decline over 10 years | -51.71% | -77.85% | +26.14% |
Current DrawdownCurrent decline from peak | -17.26% | -11.21% | -6.05% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -32.29% | +13.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.83% | 11.50% | -2.67% |
Volatility
COKE vs. USD - Volatility Comparison
The current volatility for Coca-Cola Consolidated, Inc. (COKE) is 10.56%, while ProShares Ultra Semiconductors (USD) has a volatility of 33.79%. This indicates that COKE experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COKE | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 33.79% | -23.23% |
Volatility (6M)Calculated over the trailing 6-month period | 30.03% | 53.90% | -23.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.04% | 67.84% | -32.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.52% | 77.74% | -40.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 69.82% | -32.68% |
Dividends
COKE vs. USD - Dividend Comparison
COKE's dividend yield for the trailing twelve months is around 0.56%, more than USD's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USD ProShares Ultra Semiconductors | 0.30% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
COKE and USD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (33.79%) compared to COKE (10.56%). In terms of maximum drawdown, COKE dropped -54.32% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.75 vs 1.94), 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.
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