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KO vs. ADS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KO vs. ADS.DE - Performance Comparison

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

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Different Trading Currencies

KO is traded in USD, while ADS.DE is traded in EUR. To make them comparable, the ADS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KO achieves a 14.56% return, which is significantly higher than ADS.DE's -4.37% return. Over the past 10 years, KO has outperformed ADS.DE with an annualized return of 8.99%, while ADS.DE has yielded a comparatively lower 4.46% annualized return.


KO

1D
0.08%
1M
1.43%
YTD
14.56%
6M
14.00%
1Y
14.71%
3Y*
12.88%
5Y*
10.72%
10Y*
8.99%

ADS.DE

1D
-0.54%
1M
7.71%
YTD
-4.37%
6M
-0.73%
1Y
-21.15%
3Y*
4.27%
5Y*
-11.43%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KO vs. ADS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KO
The Coca-Cola Company
14.56%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%
ADS.DE
Adidas AG
-4.37%-18.66%21.60%49.68%-51.55%-20.88%12.84%57.64%5.43%28.50%

Correlation

The correlation between KO and ADS.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.11

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.23

The correlation between KO and ADS.DE shifts across timeframes, from 0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KO vs. ADS.DE — Risk / Return Rank

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

KO
KO Risk / Return Rank: 6969
Overall Rank
KO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KO Sortino Ratio Rank: 6666
Sortino Ratio Rank
KO Omega Ratio Rank: 6161
Omega Ratio Rank
KO Calmar Ratio Rank: 7474
Calmar Ratio Rank
KO Martin Ratio Rank: 7171
Martin Ratio Rank

ADS.DE
ADS.DE Risk / Return Rank: 1616
Overall Rank
ADS.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ADS.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ADS.DE Omega Ratio Rank: 1414
Omega Ratio Rank
ADS.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ADS.DE Martin Ratio Rank: 2222
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.

KO vs. ADS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Adidas AG (ADS.DE). 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.


KOADS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.16

0.91

+0.26

Calmar ratioReturn relative to maximum drawdown

1.87

-0.57

+2.44

Martin ratioReturn relative to average drawdown

3.66

-0.93

+4.59

KO vs. ADS.DE - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.90, which is higher than the ADS.DE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of KO and ADS.DE, 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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Sharpe Ratios by Period


KOADS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.64

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.31

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.13

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.22

+0.32

Drawdowns

KO vs. ADS.DE - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, smaller than the maximum ADS.DE drawdown of -76.57%. Use the drawdown chart below to compare losses from any high point for KO and ADS.DE.


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Drawdown Indicators


KOADS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

-76.57%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-39.02%

+31.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-44.37%

+28.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-76.57%

+59.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-76.57%

+39.58%

Current Drawdown

Current decline from peak

-2.91%

-50.59%

+47.68%

Average Drawdown

Average peak-to-trough decline

-16.09%

-23.37%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

23.90%

-19.87%

Volatility

KO vs. ADS.DE - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 5.81%, while Adidas AG (ADS.DE) has a volatility of 9.37%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than ADS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOADS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

9.37%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

23.86%

-11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

34.51%

-18.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

37.11%

-21.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

34.09%

-15.88%

Dividends

KO vs. ADS.DE - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.59%, more than ADS.DE's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
ADS.DE
Adidas AG
1.74%1.18%0.30%0.38%2.59%1.18%0.00%1.16%1.43%1.20%1.07%1.67%
KO
The Coca-Cola Company
2.59%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

Financials

KO vs. ADS.DE - Financials Comparison

This section allows you to compare key financial metrics between The Coca-Cola Company and Adidas AG. 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


Please note, different currencies. KO values in USD, ADS.DE values in EUR

Frequently Asked Questions


KO and ADS.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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