FSK vs. KO
FSK (FS KKR Capital Corp.) and KO (The Coca-Cola Company) are both stocks. FSK operates in Asset Management (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, FSK returned 2.76%/yr vs 9.55%/yr for KO. At a 0.22 correlation, their price movements are largely independent.
Performance
FSK vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -21.66% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, FSK has underperformed KO with an annualized return of 2.76%, while KO has yielded a comparatively higher 9.55% annualized return.
FSK
- 1D
- 2.22%
- 1M
- 0.73%
- YTD
- -21.66%
- 6M
- -24.66%
- 1Y
- -38.11%
- 3Y*
- -3.98%
- 5Y*
- -0.35%
- 10Y*
- 2.76%
KO
- 1D
- 0.11%
- 1M
- 2.23%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
FSK vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -21.66% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
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 FSK and KO is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.22 |
The correlation between FSK and KO shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FSK:
$3.10B
KO:
$356.42B
FSK:
-$0.39
KO:
$3.18
FSK:
3.88
KO:
7.23
FSK:
0.59
KO:
10.60
FSK:
$798.00M
KO:
$49.28B
FSK:
$172.00M
KO:
$30.43B
FSK:
$110.43M
KO:
$18.35B
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Return for Risk
FSK vs. KO — Risk / Return Rank
FSK
KO
FSK vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
| FSK | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.19 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.26 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.18 | 4.51 | -5.69 |
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Drawdowns
FSK vs. KO - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for FSK and KO.
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Drawdown Indicators
| FSK | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -68.23% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -7.87% | -43.14% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -16.26% | -34.77% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -17.27% | -33.76% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -36.99% | -30.21% |
Current DrawdownCurrent decline from peak | -43.69% | -1.16% | -42.53% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -16.09% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.88% | 3.98% | +28.90% |
Volatility
FSK vs. KO - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 7.10% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that FSK'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
| FSK | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 6.70% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.75% | 12.87% | +13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.85% | 16.73% | +14.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 16.18% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.93% | 18.24% | +9.69% |
Dividends
FSK vs. KO - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 23.33%, more than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 23.33% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
FSK vs. KO - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. 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
FSK vs. KO - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
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%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
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%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
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
FSK and KO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (7.10%) compared to KO (6.70%). In terms of maximum drawdown, FSK dropped -67.20% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.06 vs -1.26), 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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