EMBJ vs. COKE
EMBJ (Embraer S.A) and COKE (Coca-Cola Consolidated, Inc.) are both stocks. EMBJ operates in Aerospace & Defense (Industrials), while COKE operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, EMBJ returned 15.11%/yr vs 30.31%/yr for COKE. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
EMBJ vs. COKE - Performance Comparison
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Returns By Period
In the year-to-date period, EMBJ achieves a 7.20% return, which is significantly lower than COKE's 23.11% return. Over the past 10 years, EMBJ has underperformed COKE with an annualized return of 15.11%, while COKE has yielded a comparatively higher 30.31% annualized return.
EMBJ
- 1D
- 0.32%
- 1M
- 6.58%
- 6M
- -6.07%
- YTD
- 7.20%
- 1Y
- 22.43%
- 3Y*
- 64.46%
- 5Y*
- 37.26%
- 10Y*
- 15.11%
- ALL TIME*
- 6.43%
COKE
- 1D
- -1.02%
- 1M
- -3.82%
- 6M
- 23.90%
- YTD
- 23.11%
- 1Y
- 68.22%
- 3Y*
- 45.40%
- 5Y*
- 37.59%
- 10Y*
- 30.31%
- ALL TIME*
- 14.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.24M | $97.25M | $107.78M | |
EMBJ Embraer S.A | $77.96M | $64.53M | $86.24M |
EMBJ vs. COKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMBJ Embraer S.A | 7.20% | 77.16% | 98.81% | 68.80% | -38.42% | 160.65% | -65.06% | -11.93% | -7.30% | 26.56% |
COKE Coca-Cola Consolidated, Inc. | 23.11% | 22.63% | 38.75% | 82.92% | -17.09% | 133.24% | -5.87% | 60.74% | -17.10% | 20.94% |
Correlation
The correlation between EMBJ and COKE is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2000 | 0.20 |
The correlation between EMBJ and COKE shifts across timeframes, from 0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EMBJ:
$12.54B
COKE:
$14.76B
EMBJ:
$1.71
COKE:
$7.32
EMBJ:
39.92
COKE:
25.68
EMBJ:
1.80
COKE:
0.53
EMBJ:
1.57
COKE:
1.98
EMBJ:
$7.95B
COKE:
$7.49B
EMBJ:
$1.40B
COKE:
$2.95B
EMBJ:
$602.35M
COKE:
$1.10B
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Return for Risk
EMBJ vs. COKE — Risk / Return Rank
EMBJ
COKE
EMBJ vs. COKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Embraer S.A (EMBJ) and Coca-Cola Consolidated, Inc. (COKE). 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.
| EMBJ | COKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 2.83 | -2.18 |
| Martin ratioReturn relative to average drawdown | 1.38 | 7.00 | -5.62 |
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Drawdowns
EMBJ vs. COKE - Drawdown Comparison
The maximum EMBJ drawdown since its inception was -90.53%, which is greater than COKE's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for EMBJ and COKE.
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Drawdown Indicators
| EMBJ | COKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.53% | -54.32% | -36.21% |
Max Drawdown (1Y)Largest decline over 1 year | -32.21% | -24.56% | -7.65% |
Max Drawdown (3Y)Largest decline over 3 years | -32.21% | -27.38% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -57.20% | -35.52% | -21.68% |
Max Drawdown (10Y)Largest decline over 10 years | -85.26% | -51.71% | -33.55% |
Current DrawdownCurrent decline from peak | -13.63% | -13.14% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -40.16% | -18.86% | -21.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.15% | 9.92% | +5.23% |
Volatility
EMBJ vs. COKE - Volatility Comparison
The current volatility for Embraer S.A (EMBJ) is 10.26%, while Coca-Cola Consolidated, Inc. (COKE) has a volatility of 11.03%. This indicates that EMBJ experiences smaller price fluctuations and is considered to be less risky than COKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMBJ | COKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 11.03% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 35.05% | 31.62% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.62% | 35.51% | +6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.40% | 37.75% | +8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.51% | 37.27% | +12.24% |
Dividends
EMBJ vs. COKE - Dividend Comparison
EMBJ's dividend yield for the trailing twelve months is around 1.66%, more than COKE's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COKE Coca-Cola Consolidated, Inc. | 0.53% | 0.65% | 1.59% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% |
EMBJ Embraer S.A | 1.66% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 1.65% | 0.45% | 0.56% |
Financials
EMBJ vs. COKE - Financials Comparison
This section allows you to compare key financial metrics between Embraer S.A and Coca-Cola Consolidated, Inc.. 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
EMBJ vs. COKE - Profitability Comparison
EMBJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a gross profit of 259.27M and revenue of 1.44B. Therefore, the gross margin over that period was 18.0%.
COKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Coca-Cola Consolidated, Inc. reported a gross profit of 727.08M and revenue of 1.85B. Therefore, the gross margin over that period was 39.4%.
EMBJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported an operating income of 73.95M and revenue of 1.44B, resulting in an operating margin of 5.1%.
COKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Coca-Cola Consolidated, Inc. reported an operating income of 237.52M and revenue of 1.85B, resulting in an operating margin of 12.9%.
EMBJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a net income of 33.26M and revenue of 1.44B, resulting in a net margin of 2.3%.
COKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Coca-Cola Consolidated, Inc. reported a net income of 111.56M and revenue of 1.85B, resulting in a net margin of 6.0%.
Frequently Asked Questions
EMBJ and COKE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COKE has higher volatility (11.03%) compared to EMBJ (10.26%). In terms of maximum drawdown, EMBJ dropped -90.53% vs COKE's -54.32%.
COKE currently has the higher Sharpe Ratio (1.96 vs 0.51), 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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