FSUTX vs. KO

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Select Utilities Portfolio (FSUTX) and The Coca-Cola Company (KO).

FSUTX is managed by Fidelity. It was launched on Dec 9, 1981.

Performance

FSUTX vs. KO - Performance Comparison

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

FSUTX vs. KO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSUTX Fidelity Select Utilities Portfolio	6.77%	16.19%	28.76%	-1.12%	5.20%	17.64%	0.75%	22.68%	8.41%	17.94%
KO The Coca-Cola Company	9.53%	15.60%	8.88%	-4.43%	10.61%	11.37%	2.47%	20.60%	6.77%	14.38%

Returns By Period

In the year-to-date period, FSUTX achieves a 6.77% return, which is significantly lower than KO's 9.53% return. Over the past 10 years, FSUTX has outperformed KO with an annualized return of 12.04%, while KO has yielded a comparatively lower 8.31% annualized return.

FSUTX

• 1D: -0.14%
• 1M: -4.57%
• YTD: 6.77%
• 6M: 6.04%
• 1Y: 21.04%
• 3Y*: 17.73%
• 5Y*: 13.73%
• 10Y*: 12.04%

KO

• 1D: -0.29%
• 1M: -6.11%
• YTD: 9.53%
• 6M: 16.27%
• 1Y: 9.26%
• 3Y*: 10.27%
• 5Y*: 10.95%
• 10Y*: 8.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSUTX vs. KO — Risk / Return Rank

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

FSUTX

FSUTX Risk / Return Rank: 75
FSUTX Sharpe Ratio Rank: 77
FSUTX Sortino Ratio Rank: 77
FSUTX Omega Ratio Rank: 66
FSUTX Calmar Ratio Rank: 90
FSUTX Martin Ratio Rank: 66

KO

KO Risk / Return Rank: 60
KO Sharpe Ratio Rank: 62
KO Sortino Ratio Rank: 55
KO Omega Ratio Rank: 51
KO Calmar Ratio Rank: 67
KO Martin Ratio Rank: 64

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.

FSUTX vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) 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.

	FSUTX	KO	Difference
Sharpe ratio Return per unit of total volatility	1.38	0.56	+0.82
Sortino ratio Return per unit of downside risk	1.88	0.94	+0.94
Omega ratio Gain probability vs. loss probability	1.24	1.11	+0.14
Calmar ratio Return relative to maximum drawdown	2.48	1.14	+1.34
Martin ratio Return relative to average drawdown	6.24	2.32	+3.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSUTX vs. KO - Sharpe Ratio Comparison

The current FSUTX Sharpe Ratio is 1.38, which is higher than the KO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FSUTX 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.

Sharpe Ratios by Period

	FSUTX	KO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	0.56	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.70	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.46	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.53	+0.15

Correlation

The correlation between FSUTX and KO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FSUTX vs. KO - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 6.19%, more than KO's 2.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSUTX Fidelity Select Utilities Portfolio	6.19%	6.61%	6.50%	3.52%	4.67%	2.68%	4.86%	2.29%	8.37%	5.61%	2.51%	4.47%
KO The Coca-Cola Company	2.71%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

Drawdowns

FSUTX vs. KO - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -66.73%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for FSUTX and KO.

Drawdown Indicators

	FSUTX	KO	Difference
Max Drawdown Largest peak-to-trough decline	-66.73%	-68.23%	+1.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-9.82%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-20.15%	-17.27%	-2.88%
Max Drawdown (10Y) Largest decline over 10 years	-37.61%	-36.99%	-0.62%
Current Drawdown Current decline from peak	-4.57%	-6.11%	+1.54%
Average Drawdown Average peak-to-trough decline	-11.29%	-16.13%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	4.82%	-1.16%

Volatility

FSUTX vs. KO - Volatility Comparison

Fidelity Select Utilities Portfolio (FSUTX) has a higher volatility of 6.05% compared to The Coca-Cola Company (KO) at 4.13%. This indicates that FSUTX'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.

Volatility by Period

	FSUTX	KO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	4.13%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	11.82%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	16.24%	16.71%	-0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	15.76%	+1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	18.14%	+1.16%