PortfoliosLab logo
DEO vs. KO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DEO and KO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

DEO vs. KO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,073.21%
601.78%
DEO
KO

Key characteristics

Sharpe Ratio

DEO:

-0.75

KO:

1.35

Sortino Ratio

DEO:

-1.00

KO:

1.96

Omega Ratio

DEO:

0.89

KO:

1.25

Calmar Ratio

DEO:

-0.37

KO:

1.43

Martin Ratio

DEO:

-1.35

KO:

3.16

Ulcer Index

DEO:

13.76%

KO:

7.00%

Daily Std Dev

DEO:

24.88%

KO:

16.39%

Max Drawdown

DEO:

-53.18%

KO:

-68.22%

Current Drawdown

DEO:

-45.59%

KO:

-2.69%

Fundamentals

Market Cap

DEO:

$62.02B

KO:

$309.47B

EPS

DEO:

$6.45

KO:

$2.46

PE Ratio

DEO:

17.31

KO:

29.23

PEG Ratio

DEO:

1.85

KO:

2.75

PS Ratio

DEO:

3.07

KO:

6.58

PB Ratio

DEO:

6.03

KO:

12.56

Total Revenue (TTM)

DEO:

$16.06B

KO:

$35.76B

Gross Profit (TTM)

DEO:

$9.76B

KO:

$21.67B

EBITDA (TTM)

DEO:

$5.22B

KO:

$11.30B

Returns By Period

In the year-to-date period, DEO achieves a -11.71% return, which is significantly lower than KO's 16.35% return. Over the past 10 years, DEO has underperformed KO with an annualized return of 2.36%, while KO has yielded a comparatively higher 9.27% annualized return.


DEO

YTD

-11.71%

1M

4.35%

6M

-15.78%

1Y

-17.29%

5Y*

-1.16%

10Y*

2.36%

KO

YTD

16.35%

1M

2.70%

6M

9.07%

1Y

19.96%

5Y*

13.07%

10Y*

9.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DEO vs. KO — Risk-Adjusted Performance Rank

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

DEO
The Risk-Adjusted Performance Rank of DEO is 1616
Overall Rank
The Sharpe Ratio Rank of DEO is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DEO is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DEO is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DEO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DEO is 1414
Martin Ratio Rank

KO
The Risk-Adjusted Performance Rank of KO is 8686
Overall Rank
The Sharpe Ratio Rank of KO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of KO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of KO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of KO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of KO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEO vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) 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.


The chart of Sharpe ratio for DEO, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00
DEO: -0.75
KO: 1.35
The chart of Sortino ratio for DEO, currently valued at -1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
DEO: -1.00
KO: 1.96
The chart of Omega ratio for DEO, currently valued at 0.89, compared to the broader market0.501.001.502.00
DEO: 0.89
KO: 1.25
The chart of Calmar ratio for DEO, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
DEO: -0.37
KO: 1.43
The chart of Martin ratio for DEO, currently valued at -1.35, compared to the broader market-5.000.005.0010.0015.0020.00
DEO: -1.35
KO: 3.16

The current DEO Sharpe Ratio is -0.75, which is lower than the KO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DEO 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.75
1.35
DEO
KO

Dividends

DEO vs. KO - Dividend Comparison

DEO's dividend yield for the trailing twelve months is around 3.74%, more than KO's 2.73% yield.


TTM20242023202220212020201920182017201620152014
DEO
Diageo plc
3.74%3.26%2.77%2.16%1.82%2.29%2.07%2.51%2.21%3.10%3.19%4.92%
KO
The Coca-Cola Company
2.73%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%

Drawdowns

DEO vs. KO - Drawdown Comparison

The maximum DEO drawdown since its inception was -53.18%, smaller than the maximum KO drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for DEO and KO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.59%
-2.69%
DEO
KO

Volatility

DEO vs. KO - Volatility Comparison

Diageo plc (DEO) has a higher volatility of 9.20% compared to The Coca-Cola Company (KO) at 7.62%. This indicates that DEO'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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.20%
7.62%
DEO
KO

Financials

DEO vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Diageo plc 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


Values in USD except per share items