GM vs. KO
GM (General Motors Company) and KO (The Coca-Cola Company) are both stocks. GM operates in Auto Manufacturers (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, GM returned 13.16%/yr vs 9.55%/yr for KO. At a 0.25 correlation, their price movements are largely independent.
Performance
GM vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, GM achieves a 0.68% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, GM has outperformed KO with an annualized return of 13.16%, while KO has yielded a comparatively lower 9.55% annualized return.
GM
- 1D
- 0.80%
- 1M
- 7.74%
- YTD
- 0.68%
- 6M
- 1.21%
- 1Y
- 66.96%
- 3Y*
- 30.69%
- 5Y*
- 6.65%
- 10Y*
- 13.16%
KO
- 1D
- 0.11%
- 1M
- 2.94%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 17.68%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
GM vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 0.68% | 54.24% | 49.84% | 7.92% | -42.36% | 40.80% | 15.16% | 14.02% | -15.06% | 22.51% |
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 GM and KO is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2010 | 0.25 |
Over the past year, the correlation between GM and KO has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
GM:
$74.93B
KO:
$356.42B
GM:
$2.68
KO:
$3.18
GM:
30.41
KO:
26.01
GM:
0.42
KO:
7.23
GM:
1.20
KO:
10.60
GM:
$184.62B
KO:
$49.28B
GM:
$11.25B
KO:
$30.43B
GM:
$13.56B
KO:
$18.35B
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Return for Risk
GM vs. KO — Risk / Return Rank
GM
KO
GM vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) 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.
| GM | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 2.26 | +1.95 |
| Martin ratioReturn relative to average drawdown | 10.37 | 4.51 | +5.86 |
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Drawdowns
GM vs. KO - Drawdown Comparison
The maximum GM drawdown since its inception was -59.96%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for GM and KO.
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Drawdown Indicators
| GM | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -68.23% | +8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -7.87% | -8.13% |
Max Drawdown (3Y)Largest decline over 3 years | -34.02% | -16.26% | -17.76% |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | -17.27% | -41.69% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -36.99% | -22.97% |
Current DrawdownCurrent decline from peak | -5.22% | -1.16% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -21.51% | -16.09% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 3.98% | +2.50% |
Volatility
GM vs. KO - Volatility Comparison
General Motors Company (GM) has a higher volatility of 11.54% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that GM'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
| GM | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 6.70% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 12.87% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.80% | 16.73% | +18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.65% | 16.18% | +20.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.95% | 18.24% | +18.71% |
Dividends
GM vs. KO - Dividend Comparison
GM's dividend yield for the trailing twelve months is around 0.81%, less than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 0.81% | 0.70% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% |
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
GM vs. KO - Financials Comparison
This section allows you to compare key financial metrics between General Motors Company 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
GM vs. KO - Profitability Comparison
GM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a gross profit of 5.00B and revenue of 43.62B. Therefore, the gross margin over that period was 11.5%.
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%.
GM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported an operating income of 2.93B and revenue of 43.62B, resulting in an operating margin of 6.7%.
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%.
GM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a net income of 2.63B and revenue of 43.62B, resulting in a net margin of 6.0%.
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
GM and KO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GM has higher volatility (11.54%) compared to KO (6.70%). In terms of maximum drawdown, GM dropped -59.96% vs KO's -68.23%.
GM currently has the higher Sharpe Ratio (1.94 vs 1.06), 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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