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

Performance

HTO vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H2O America (HTO) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HTO having a 27.22% return and KO slightly lower at 26.97%. Over the past 10 years, HTO has underperformed KO with an annualized return of 6.48%, while KO has yielded a comparatively higher 10.64% annualized return.


HTO

1D
-1.03%
1M
0.97%
6M
19.76%
YTD
27.22%
1Y
31.30%
3Y*
-1.17%
5Y*
0.27%
10Y*
6.48%
ALL TIME*
10.31%

KO

1D
-1.02%
1M
7.75%
6M
18.65%
YTD
26.97%
1Y
32.67%
3Y*
15.70%
5Y*
12.23%
10Y*
10.64%
ALL TIME*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.07M$32.10M$28.71M
$1.49B$1.47B$1.44B

HTO vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTO
H2O America
27.22%2.92%-22.57%-17.78%13.40%7.66%-0.43%30.19%-11.20%16.22%
KO
The Coca-Cola Company
26.97%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between HTO and KO is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.37

Correlation (10Y)
Provides a long-term view across more market conditions.

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 1, 1972

0.17

The correlation between HTO and KO shifts across timeframes, from 0.16 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HTO:

$2.57B

KO:

$376.85B

EPS

HTO:

$2.83

KO:

$3.32

PE Ratio

HTO:

21.66

KO:

26.39

PEG Ratio

HTO:

2.25

KO:

3.18

PS Ratio

HTO:

2.80

KO:

7.54

PB Ratio

HTO:

1.36

KO:

10.45

Total Revenue (TTM)

HTO:

$828.50M

KO:

$50.13B

Gross Profit (TTM)

HTO:

$159.45M

KO:

$31.02B

EBITDA (TTM)

HTO:

$461.63M

KO:

$19.57B

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Return for Risk

HTO vs. KO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HTO
HTO Risk / Return Rank: 8181
Overall Rank
HTO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HTO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTO Omega Ratio Rank: 7777
Omega Ratio Rank
HTO Calmar Ratio Rank: 8484
Calmar Ratio Rank
HTO Martin Ratio Rank: 8585
Martin Ratio Rank

KO
KO Risk / Return Rank: 9090
Overall Rank
KO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KO Sortino Ratio Rank: 9090
Sortino Ratio Rank
KO Omega Ratio Rank: 8686
Omega Ratio Rank
KO Calmar Ratio Rank: 9393
Calmar Ratio Rank
KO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HTO vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for H2O America (HTO) 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.


HTOKODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.56

4.17

-1.61

Martin ratioReturn relative to average drawdown

6.96

9.09

-2.14

HTO vs. KO - Sharpe Ratio Comparison

The current HTO Sharpe Ratio is 1.38, which is comparable to the KO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of HTO 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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Drawdowns

HTO vs. KO - Drawdown Comparison

The maximum HTO drawdown since its inception was -54.53%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for HTO and KO.


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Drawdown Indicators


HTOKODifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-68.23%

+13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-7.87%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-32.90%

-15.50%

-17.40%

Max Drawdown (5Y)

Largest decline over 5 years

-42.85%

-17.27%

-25.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-36.99%

-5.86%

Current Drawdown

Current decline from peak

-19.00%

-1.67%

-17.33%

Average Drawdown

Average peak-to-trough decline

-15.91%

-16.06%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

3.60%

+0.91%

Volatility

HTO vs. KO - Volatility Comparison

The current volatility for H2O America (HTO) is 6.49%, while The Coca-Cola Company (KO) has a volatility of 9.09%. This indicates that HTO experiences smaller price fluctuations and is considered to be less risky 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


HTOKODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

9.09%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

15.06%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.80%

18.66%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

16.64%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

18.42%

+11.10%

Dividends

HTO vs. KO - Dividend Comparison

HTO's dividend yield for the trailing twelve months is around 2.80%, more than KO's 2.37% yield.


PositionTTM20252024202320222021202020192018201720162015
HTO
H2O America
2.80%3.43%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%
KO
The Coca-Cola Company
2.37%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

HTO vs. KO - Financials Comparison

This section allows you to compare key financial metrics between H2O America 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


Values in USD except per share items

HTO vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between H2O America 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

HTO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, H2O America reported a gross profit of -183.29M and revenue of 210.47M. Therefore, the gross margin over that period was -87.1%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a gross profit of 8.42B and revenue of 13.38B. Therefore, the gross margin over that period was 62.9%.

HTO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, H2O America reported an operating income of 42.75M and revenue of 210.47M, resulting in an operating margin of 20.3%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported an operating income of 4.67B and revenue of 13.38B, resulting in an operating margin of 34.9%.

HTO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, H2O America reported a net income of 26.59M and revenue of 210.47M, resulting in a net margin of 12.6%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a net income of 4.43B and revenue of 13.38B, resulting in a net margin of 33.1%.


Frequently Asked Questions


HTO and KO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KO has higher volatility (9.09%) compared to HTO (6.49%). In terms of maximum drawdown, HTO dropped -54.53% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.76 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for HTO and KO

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