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

Performance

K vs. KO - Performance Comparison

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

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Returns By Period


K

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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

K vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
K
Kellogg Company
0.00%5.99%49.75%-7.44%14.35%7.44%-6.78%26.08%-13.32%-4.93%
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 K and KO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1984

0.40

The correlation between K and KO shifts across timeframes, from 0.24 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

K:

$29.20B

KO:

$356.42B

EPS

K:

$3.65

KO:

$3.18

PE Ratio

K:

22.87

KO:

26.01

PEG Ratio

K:

3.84

KO:

3.14

PS Ratio

K:

2.30

KO:

7.23

PB Ratio

K:

6.95

KO:

10.60

Total Revenue (TTM)

K:

$12.67B

KO:

$49.28B

Gross Profit (TTM)

K:

$4.41B

KO:

$30.43B

EBITDA (TTM)

K:

$2.25B

KO:

$18.35B

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Return for Risk

K vs. KO — Risk / Return Rank

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

K

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
Martin Ratio Rank
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.

K vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) 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.


KKODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

2.26

Martin ratioReturn relative to average drawdown

4.51

K vs. KO - Sharpe Ratio Comparison


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Drawdowns

K vs. KO - Drawdown Comparison


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Drawdown Indicators


KKODifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

Current Drawdown

Current decline from peak

-1.16%

Average Drawdown

Average peak-to-trough decline

-16.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

Volatility

K vs. KO - Volatility Comparison


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Volatility by Period


KKODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

Dividends

K vs. KO - Dividend Comparison

K has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018201720162015
K
Kellogg Company
1.39%2.76%2.79%10.56%3.28%3.59%3.66%3.27%3.86%3.12%2.77%2.74%
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

K vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Kellogg 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.26B
12.47B
(K) Total Revenue
(KO) Total Revenue
Values in USD except per share items

K vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Kellogg Company 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

30.0%40.0%50.0%60.0%20222023202420252026
33.3%
63.0%
Portfolio components
K - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kellogg Company reported a gross profit of 1.08B and revenue of 3.26B. Therefore, the gross margin over that period was 33.3%.

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%.

K - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kellogg Company reported an operating income of 452.00M and revenue of 3.26B, resulting in an operating margin of 13.9%.

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%.

K - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kellogg Company reported a net income of 309.00M and revenue of 3.26B, resulting in a net margin of 9.5%.

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


K and KO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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