COKE vs. ^GSPC
Compare and contrast key facts about Coca-Cola Consolidated, Inc. (COKE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COKE or ^GSPC.
Performance
COKE vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, COKE achieves a 34.74% return, which is significantly higher than ^GSPC's 24.05% return. Over the past 10 years, COKE has outperformed ^GSPC with an annualized return of 30.43%, while ^GSPC has yielded a comparatively lower 11.14% annualized return.
COKE
34.74%
-4.77%
25.01%
74.63%
35.12%
30.43%
^GSPC
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Key characteristics
| COKE | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.35 | 2.54 |
| Sortino Ratio | 3.47 | 3.40 |
| Omega Ratio | 1.44 | 1.47 |
| Calmar Ratio | 4.50 | 3.66 |
| Martin Ratio | 11.20 | 16.28 |
| Ulcer Index | 6.80% | 1.91% |
| Daily Std Dev | 32.47% | 12.25% |
| Max Drawdown | -54.34% | -56.78% |
| Current Drawdown | -9.58% | -1.41% |
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Correlation
The correlation between COKE and ^GSPC is 0.29, 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. ^GSPC - Risk-Adjusted Performance Comparison
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.
Drawdowns
COKE vs. ^GSPC - Drawdown Comparison
The maximum COKE drawdown since its inception was -54.34%, 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.
Volatility
COKE vs. ^GSPC - Volatility Comparison
Coca-Cola Consolidated, Inc. (COKE) has a higher volatility of 8.93% compared to S&P 500 (^GSPC) at 4.07%. 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.