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CTRE vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CTRE vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CareTrust REIT, Inc. (CTRE) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTRE achieves a 3.00% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, CTRE has outperformed KO with an annualized return of 15.93%, while KO has yielded a comparatively lower 9.55% annualized return.


CTRE

1D
0.27%
1M
-13.17%
YTD
3.00%
6M
3.57%
1Y
32.29%
3Y*
28.79%
5Y*
14.70%
10Y*
15.93%

KO

1D
0.11%
1M
2.94%
YTD
18.99%
6M
17.96%
1Y
17.68%
3Y*
14.33%
5Y*
11.29%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTRE vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTRE
CareTrust REIT, Inc.
3.00%39.35%26.31%27.31%-13.67%7.91%13.67%16.31%15.89%14.12%
KO
The Coca-Cola Company
18.99%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between CTRE and KO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.23

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 29, 2014

0.31

The correlation between CTRE and KO shifts across timeframes, from 0.18 (1 year) to 0.32 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CTRE:

$8.25B

KO:

$356.42B

EPS

CTRE:

$1.61

KO:

$3.18

PE Ratio

CTRE:

22.92

KO:

26.01

PEG Ratio

CTRE:

0.58

KO:

3.14

PS Ratio

CTRE:

16.40

KO:

7.23

PB Ratio

CTRE:

2.00

KO:

10.60

Total Revenue (TTM)

CTRE:

$468.13M

KO:

$49.28B

Gross Profit (TTM)

CTRE:

$406.50M

KO:

$30.43B

EBITDA (TTM)

CTRE:

$490.99M

KO:

$18.35B

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Return for Risk

CTRE vs. KO — Risk / Return Rank

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

CTRE
CTRE Risk / Return Rank: 7979
Overall Rank
CTRE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CTRE Sortino Ratio Rank: 7575
Sortino Ratio Rank
CTRE Omega Ratio Rank: 7575
Omega Ratio Rank
CTRE Calmar Ratio Rank: 8080
Calmar Ratio Rank
CTRE Martin Ratio Rank: 8686
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
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.

CTRE vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) 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.

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.


CTREKODifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

2.42

2.26

+0.16

Martin ratioReturn relative to average drawdown

8.51

4.51

+4.00

CTRE vs. KO - Sharpe Ratio Comparison

The current CTRE Sharpe Ratio is 1.35, which is comparable to the KO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CTRE and KO, 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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Drawdowns

CTRE vs. KO - Drawdown Comparison

The maximum CTRE drawdown since its inception was -67.43%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for CTRE and KO.


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Drawdown Indicators


CTREKODifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-68.23%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-7.87%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.19%

-16.26%

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-30.98%

-17.27%

-13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-67.43%

-36.99%

-30.44%

Current Drawdown

Current decline from peak

-13.17%

-1.16%

-12.01%

Average Drawdown

Average peak-to-trough decline

-10.58%

-16.09%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.98%

-0.17%

Volatility

CTRE vs. KO - Volatility Comparison

CareTrust REIT, Inc. (CTRE) has a higher volatility of 7.12% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that CTRE'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


CTREKODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

6.70%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.70%

12.87%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

16.73%

+7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

16.18%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.34%

18.24%

+17.10%

Dividends

CTRE vs. KO - Dividend Comparison

CTRE's dividend yield for the trailing twelve months is around 3.79%, more than KO's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CTRE
CareTrust REIT, Inc.
3.79%3.71%4.29%5.00%5.92%4.64%4.51%4.36%4.44%4.42%4.44%5.84%
KO
The Coca-Cola Company
2.49%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

CTRE vs. KO - Financials Comparison

This section allows you to compare key financial metrics between CareTrust REIT, Inc. and The Coca-Cola Company. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
142.78M
12.47B
(CTRE) Total Revenue
(KO) Total Revenue
Values in USD except per share items

CTRE vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between CareTrust REIT, Inc. and The Coca-Cola Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
99.7%
63.0%
Portfolio components
CTRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CareTrust REIT, Inc. reported a gross profit of 142.28M and revenue of 142.78M. Therefore, the gross margin over that period was 99.7%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.

CTRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CareTrust REIT, Inc. reported an operating income of 127.94M and revenue of 142.78M, resulting in an operating margin of 89.6%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.

CTRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CareTrust REIT, Inc. reported a net income of 80.21M and revenue of 142.78M, resulting in a net margin of 56.2%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.


Frequently Asked Questions


CTRE and KO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTRE has higher volatility (7.12%) compared to KO (6.70%). In terms of maximum drawdown, CTRE dropped -67.43% vs KO's -68.23%.

CTRE currently has the higher Sharpe Ratio (1.35 vs 1.06), 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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