CW vs. KO
CW (Curtiss-Wright Corporation) and KO (The Coca-Cola Company) are both stocks. CW operates in Specialty Industrial Machinery (Industrials), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, CW returned 25.25%/yr vs 9.46%/yr for KO. At a 0.23 correlation, their price movements are largely independent.
Performance
CW vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, CW achieves a 38.43% return, which is significantly higher than KO's 17.28% return. Over the past 10 years, CW has outperformed KO with an annualized return of 25.25%, while KO has yielded a comparatively lower 9.46% annualized return.
CW
- 1D
- 0.64%
- 1M
- 7.03%
- YTD
- 38.43%
- 6M
- 39.42%
- 1Y
- 61.45%
- 3Y*
- 63.27%
- 5Y*
- 43.89%
- 10Y*
- 25.25%
KO
- 1D
- -1.44%
- 1M
- 0.76%
- YTD
- 17.28%
- 6M
- 15.53%
- 1Y
- 17.15%
- 3Y*
- 12.74%
- 5Y*
- 11.40%
- 10Y*
- 9.46%
CW vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 38.43% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
KO The Coca-Cola Company | 17.28% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between CW and KO is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.23 |
The correlation between CW and KO shifts across timeframes, from -0.15 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CW:
$28.26B
KO:
$349.05B
CW:
$13.64
KO:
$3.18
CW:
55.91
KO:
25.47
CW:
3.05
KO:
3.07
CW:
7.92
KO:
7.08
CW:
10.74
KO:
10.38
CW:
$3.61B
KO:
$49.28B
CW:
$1.34B
KO:
$30.43B
CW:
$745.31M
KO:
$18.35B
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Return for Risk
CW vs. KO — Risk / Return Rank
CW
KO
CW vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) 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.
| CW | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | 2.19 | +2.57 |
| Martin ratioReturn relative to average drawdown | 13.83 | 4.38 | +9.45 |
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Drawdowns
CW vs. KO - Drawdown Comparison
The maximum CW drawdown since its inception was -59.19%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for CW and KO.
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Drawdown Indicators
| CW | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.19% | -68.23% | +9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -7.87% | -5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.21% | -16.26% | -10.95% |
Max Drawdown (5Y)Largest decline over 5 years | -27.21% | -17.27% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -36.99% | -11.74% |
Current DrawdownCurrent decline from peak | 0.00% | -2.58% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -16.09% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.93% | +0.53% |
Volatility
CW vs. KO - Volatility Comparison
Curtiss-Wright Corporation (CW) has a higher volatility of 10.42% compared to The Coca-Cola Company (KO) at 6.89%. This indicates that CW'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
| CW | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.42% | 6.89% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 25.90% | 12.85% | +13.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.02% | 16.80% | +16.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.89% | 16.20% | +11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.32% | 18.25% | +12.07% |
Dividends
CW vs. KO - Dividend Comparison
CW's dividend yield for the trailing twelve months is around 0.16%, less than KO's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.16% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
KO The Coca-Cola Company | 2.57% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
CW vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Curtiss-Wright Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
CW vs. KO - Profitability Comparison
CW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.
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%.
CW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.
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%.
CW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.
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
CW and KO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (10.42%) compared to KO (6.89%). In terms of maximum drawdown, CW dropped -59.19% vs KO's -68.23%.
CW currently has the higher Sharpe Ratio (1.87 vs 1.03), 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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