KHC vs. COP
KHC (The Kraft Heinz Company) and COP (ConocoPhillips Company) are both stocks. KHC operates in Packaged Foods (Consumer Defensive), while COP operates in Oil & Gas E&P (Energy). Over the past 10 years, KHC returned -7.58%/yr vs 13.66%/yr for COP. At a 0.21 correlation, their price movements are largely independent.
Performance
KHC vs. COP - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a 4.12% return, which is significantly lower than COP's 26.87% return. Over the past 10 years, KHC has underperformed COP with an annualized return of -7.58%, while COP has yielded a comparatively higher 13.66% annualized return.
KHC
- 1D
- 0.70%
- 1M
- 7.13%
- YTD
- 4.12%
- 6M
- 3.27%
- 1Y
- -1.64%
- 3Y*
- -7.94%
- 5Y*
- -6.37%
- 10Y*
- -7.58%
COP
- 1D
- 1.40%
- 1M
- -0.36%
- YTD
- 26.87%
- 6M
- 24.31%
- 1Y
- 27.63%
- 3Y*
- 7.68%
- 5Y*
- 18.49%
- 10Y*
- 13.66%
KHC vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 4.12% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
COP ConocoPhillips Company | 26.87% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Correlation
The correlation between KHC and COP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2015 | 0.21 |
Fundamentals
KHC:
$28.98B
COP:
$143.30B
KHC:
-$4.85
COP:
$5.90
KHC:
1.16
COP:
2.49
KHC:
0.69
COP:
2.22
KHC:
$24.99B
COP:
$58.31B
KHC:
$8.46B
COP:
$17.02B
KHC:
-$3.86B
COP:
$22.44B
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Return for Risk
KHC vs. COP — Risk / Return Rank
KHC
COP
KHC vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) and ConocoPhillips Company (COP). 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.
| KHC | COP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.86 | -1.93 |
| Martin ratioReturn relative to average drawdown | -0.13 | 4.08 | -4.20 |
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Drawdowns
KHC vs. COP - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for KHC and COP.
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Drawdown Indicators
| KHC | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -84.55% | +8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -14.90% | -8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -36.19% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -36.19% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -70.66% | -5.41% |
Current DrawdownCurrent decline from peak | -60.61% | -11.92% | -48.69% |
Average DrawdownAverage peak-to-trough decline | -42.44% | -25.49% | -16.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.88% | 6.80% | +6.08% |
Volatility
KHC vs. COP - Volatility Comparison
The current volatility for The Kraft Heinz Company (KHC) is 7.37%, while ConocoPhillips Company (COP) has a volatility of 8.72%. This indicates that KHC experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KHC | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 8.72% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 23.05% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.54% | 29.33% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 32.80% | -10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 37.64% | -10.55% |
Dividends
KHC vs. COP - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.56%, more than COP's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.82% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
KHC The Kraft Heinz Company | 6.56% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Financials
KHC vs. COP - Financials Comparison
This section allows you to compare key financial metrics between The Kraft Heinz Company and ConocoPhillips 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
KHC vs. COP - Profitability Comparison
KHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a gross profit of 2.22B and revenue of 6.05B. Therefore, the gross margin over that period was 36.7%.
COP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a gross profit of 7.50B and revenue of 16.05B. Therefore, the gross margin over that period was 46.7%.
KHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported an operating income of 1.15B and revenue of 6.05B, resulting in an operating margin of 18.9%.
COP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported an operating income of 3.36B and revenue of 16.05B, resulting in an operating margin of 21.0%.
KHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a net income of 798.00M and revenue of 6.05B, resulting in a net margin of 13.2%.
COP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a net income of 2.18B and revenue of 16.05B, resulting in a net margin of 13.6%.
Frequently Asked Questions
KHC and COP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (8.72%) compared to KHC (7.37%). In terms of maximum drawdown, KHC dropped -76.07% vs COP's -84.55%.
COP currently has the higher Sharpe Ratio (0.95 vs -0.06), 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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