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KO vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KOBRK-B
YTD Return4.65%17.91%
1Y Return2.05%37.74%
3Y Return (Ann)7.57%17.59%
5Y Return (Ann)8.82%15.95%
10Y Return (Ann)8.09%12.92%
Sharpe Ratio0.223.21
Daily Std Dev12.73%12.16%
Max Drawdown-68.23%-53.86%
Current Drawdown-1.83%0.00%

Fundamentals


KOBRK-B
Market Cap$260.78B$890.80B
EPS$2.47$44.29
PE Ratio24.499.29
PEG Ratio3.0410.06
Revenue (TTM)$45.75B$364.48B
Gross Profit (TTM)$25.00B-$28.09B
EBITDA (TTM)$14.44B$135.68B

Correlation

0.32
-1.001.00

The correlation between KO and BRK-B is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

KO vs. BRK-B - Performance Comparison

In the year-to-date period, KO achieves a 4.65% return, which is significantly lower than BRK-B's 17.91% return. Over the past 10 years, KO has underperformed BRK-B with an annualized return of 8.09%, while BRK-B has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%OctoberNovemberDecember2024FebruaryMarch
498.17%
1,712.59%
KO
BRK-B

Compare stocks, funds, or ETFs


The Coca-Cola Company

Berkshire Hathaway Inc.

Risk-Adjusted Performance

KO vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Berkshire Hathaway Inc. (BRK-B). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KO
The Coca-Cola Company
0.22
BRK-B
Berkshire Hathaway Inc.
3.21

KO vs. BRK-B - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.22, which is lower than the BRK-B Sharpe Ratio of 3.21. The chart below compares the 12-month rolling Sharpe Ratio of KO and BRK-B.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.22
3.21
KO
BRK-B

Dividends

KO vs. BRK-B - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 3.05%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KO
The Coca-Cola Company
3.05%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KO vs. BRK-B - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, which is greater than BRK-B's maximum drawdown of -53.86%. The drawdown chart below compares losses from any high point along the way for KO and BRK-B


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.83%
0
KO
BRK-B

Volatility

KO vs. BRK-B - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 2.73%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.04%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
2.73%
3.04%
KO
BRK-B