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CSSX5E.MI vs. KO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSX5E.MI vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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CSSX5E.MI vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
-0.99%23.04%10.93%22.79%-9.22%23.62%-2.24%29.02%-11.96%9.95%
KO
The Coca-Cola Company
11.26%1.88%16.06%-7.30%17.46%19.70%-5.98%23.32%11.79%0.33%
Different Trading Currencies

CSSX5E.MI is traded in EUR, while KO is traded in USD. To make them comparable, the KO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSSX5E.MI achieves a -0.99% return, which is significantly lower than KO's 11.26% return. Over the past 10 years, CSSX5E.MI has outperformed KO with an annualized return of 10.09%, while KO has yielded a comparatively lower 8.15% annualized return.


CSSX5E.MI

1D
3.05%
1M
-4.13%
YTD
-0.99%
6M
3.20%
1Y
10.86%
3Y*
13.20%
5Y*
10.86%
10Y*
10.09%

KO

1D
-0.06%
1M
-3.50%
YTD
11.26%
6M
17.16%
1Y
1.63%
3Y*
7.93%
5Y*
11.35%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSSX5E.MI vs. KO — Risk / Return Rank

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

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 3131
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 3030
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 3030
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3333
Martin Ratio Rank

KO
KO Risk / Return Rank: 5656
Overall Rank
KO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
KO Sortino Ratio Rank: 5252
Sortino Ratio Rank
KO Omega Ratio Rank: 4949
Omega Ratio Rank
KO Calmar Ratio Rank: 6262
Calmar Ratio Rank
KO Martin Ratio Rank: 5959
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.

CSSX5E.MI vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and The Coca-Cola Company (KO). 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.


CSSX5E.MIKODifference

Sharpe ratio

Return per unit of total volatility

0.63

0.10

+0.53

Sortino ratio

Return per unit of downside risk

0.94

0.28

+0.66

Omega ratio

Gain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratio

Return relative to maximum drawdown

0.85

0.15

+0.70

Martin ratio

Return relative to average drawdown

3.14

0.28

+2.87

CSSX5E.MI vs. KO - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.63, which is higher than the KO Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSSX5E.MIKODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.10

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.71

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.44

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.52

-0.13

Correlation

The correlation between CSSX5E.MI and KO is 0.17, 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.


Dividends

CSSX5E.MI vs. KO - Dividend Comparison

CSSX5E.MI has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.71%.


TTM20252024202320222021202020192018201720162015
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.71%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Drawdowns

CSSX5E.MI vs. KO - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than KO's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and KO.


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Drawdown Indicators


CSSX5E.MIKODifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-68.23%

+29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-9.82%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-17.27%

-6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-36.99%

-1.51%

Current Drawdown

Current decline from peak

-6.97%

-6.08%

-0.89%

Average Drawdown

Average peak-to-trough decline

-7.31%

-16.13%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.84%

-1.38%

Volatility

CSSX5E.MI vs. KO - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 6.60% compared to The Coca-Cola Company (KO) at 4.49%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSX5E.MIKODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

4.49%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

12.12%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

16.86%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

16.06%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

18.63%

-0.38%