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

Performance

DOW vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Inc. (DOW) 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, DOW achieves a 49.52% return, which is significantly higher than KO's 14.56% return.


DOW

1D
0.68%
1M
-6.30%
YTD
49.52%
6M
52.92%
1Y
26.06%
3Y*
-7.69%
5Y*
-8.18%
10Y*

KO

1D
0.08%
1M
1.43%
YTD
14.56%
6M
14.00%
1Y
14.71%
3Y*
12.88%
5Y*
10.72%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOW vs. KO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOW
Dow Inc.
49.52%-37.38%-22.79%14.71%-6.65%6.81%7.88%14.82%
KO
The Coca-Cola Company
14.56%15.60%8.88%-4.43%10.61%11.37%2.47%24.33%

Correlation

The correlation between DOW and KO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.07

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

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

0.26

The correlation between DOW and KO shifts across timeframes, from -0.03 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOW:

$24.67B

KO:

$343.14B

EPS

DOW:

-$3.86

KO:

$3.18

PS Ratio

DOW:

0.62

KO:

6.96

PB Ratio

DOW:

1.62

KO:

10.20

Total Revenue (TTM)

DOW:

$39.33B

KO:

$49.28B

Gross Profit (TTM)

DOW:

$2.42B

KO:

$30.43B

EBITDA (TTM)

DOW:

$840.00M

KO:

$18.35B

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Return for Risk

DOW vs. KO — Risk / Return Rank

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

DOW
DOW Risk / Return Rank: 5858
Overall Rank
DOW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 5656
Sortino Ratio Rank
DOW Omega Ratio Rank: 5656
Omega Ratio Rank
DOW Calmar Ratio Rank: 6060
Calmar Ratio Rank
DOW Martin Ratio Rank: 5959
Martin Ratio Rank

KO
KO Risk / Return Rank: 6969
Overall Rank
KO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KO Sortino Ratio Rank: 6666
Sortino Ratio Rank
KO Omega Ratio Rank: 6161
Omega Ratio Rank
KO Calmar Ratio Rank: 7474
Calmar Ratio Rank
KO Martin Ratio Rank: 7171
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.

DOW vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Inc. (DOW) 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.


DOWKODifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratioReturn relative to maximum drawdown

0.82

1.87

-1.06

Martin ratioReturn relative to average drawdown

1.54

3.66

-2.11

DOW vs. KO - Sharpe Ratio Comparison

The current DOW Sharpe Ratio is 0.53, which is lower than the KO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DOW 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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Sharpe Ratios by Period


DOWKODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.90

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.67

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.53

-0.52

Drawdowns

DOW vs. KO - Drawdown Comparison

The maximum DOW drawdown since its inception was -64.37%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for DOW and KO.


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Drawdown Indicators


DOWKODifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-68.23%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-32.02%

-7.89%

-24.13%

Max Drawdown (3Y)

Largest decline over 3 years

-62.16%

-16.26%

-45.90%

Max Drawdown (5Y)

Largest decline over 5 years

-64.37%

-17.27%

-47.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

Current Drawdown

Current decline from peak

-38.56%

-2.91%

-35.65%

Average Drawdown

Average peak-to-trough decline

-22.75%

-16.09%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

4.03%

+12.90%

Volatility

DOW vs. KO - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 9.44% compared to The Coca-Cola Company (KO) at 5.81%. This indicates that DOW'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


DOWKODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

5.81%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

33.01%

12.37%

+20.64%

Volatility (1Y)

Calculated over the trailing 1-year period

49.50%

16.37%

+33.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.52%

16.10%

+17.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

18.21%

+20.44%

Dividends

DOW vs. KO - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 4.09%, more than KO's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
DOW
Dow Inc.
4.09%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.59%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

DOW vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Dow 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


9.00B10.00B11.00B12.00B13.00B14.00B15.00B16.00B20222023202420252026
9.79B
12.47B
(DOW) Total Revenue
(KO) Total Revenue
Values in USD except per share items

DOW vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Dow 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

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
6.5%
63.0%
Portfolio components
DOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported a gross profit of 640.00M and revenue of 9.79B. Therefore, the gross margin over that period was 6.5%.

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%.

DOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported an operating income of -31.00M and revenue of 9.79B, resulting in an operating margin of -0.3%.

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%.

DOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dow Inc. reported a net income of -445.00M and revenue of 9.79B, resulting in a net margin of -4.5%.

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


DOW and KO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (9.44%) compared to KO (5.81%). In terms of maximum drawdown, DOW dropped -64.37% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (0.90 vs 0.53), 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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