KO vs. GHM
KO (The Coca-Cola Company) and GHM (Graham Corporation) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while GHM operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, KO returned 9.55%/yr vs 20.77%/yr for GHM. At a 0.09 correlation, their price movements are largely independent.
Performance
KO vs. GHM - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly lower than GHM's 61.75% return. Over the past 10 years, KO has underperformed GHM with an annualized return of 9.55%, while GHM has yielded a comparatively higher 20.77% annualized return.
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%
GHM
- 1D
- 0.86%
- 1M
- 1.82%
- YTD
- 61.75%
- 6M
- 65.04%
- 1Y
- 121.09%
- 3Y*
- 99.93%
- 5Y*
- 49.12%
- 10Y*
- 20.77%
KO vs. GHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GHM Graham Corporation | 61.75% | 44.43% | 134.42% | 97.19% | -22.67% | -15.50% | -28.39% | -2.28% | 10.81% | -3.80% |
Correlation
The correlation between KO and GHM is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.09 |
The correlation between KO and GHM shifts across timeframes, from -0.11 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$356.42B
GHM:
$1.16B
KO:
$3.18
GHM:
$1.12
KO:
26.01
GHM:
92.39
KO:
3.14
GHM:
0.31
KO:
7.23
GHM:
4.71
KO:
10.60
GHM:
8.25
KO:
$49.28B
GHM:
$245.29M
KO:
$30.43B
GHM:
$57.75M
KO:
$18.35B
GHM:
$14.76M
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Return for Risk
KO vs. GHM — Risk / Return Rank
KO
GHM
KO vs. GHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Graham Corporation (GHM). 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.
| KO | GHM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 6.69 | -4.43 |
| Martin ratioReturn relative to average drawdown | 4.51 | 16.23 | -11.72 |
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Drawdowns
KO vs. GHM - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum GHM drawdown of -86.11%. Use the drawdown chart below to compare losses from any high point for KO and GHM.
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Drawdown Indicators
| KO | GHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -86.11% | +17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -18.21% | +10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -46.46% | +30.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -53.16% | +35.89% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -74.83% | +37.84% |
Current DrawdownCurrent decline from peak | -1.16% | -3.77% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -47.38% | +31.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 7.49% | -3.51% |
Volatility
KO vs. GHM - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 6.70%, while Graham Corporation (GHM) has a volatility of 19.90%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than GHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | GHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 19.90% | -13.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 39.23% | -26.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 52.36% | -35.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 49.38% | -33.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 45.21% | -26.97% |
Dividends
KO vs. GHM - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.49%, while GHM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.54% | 2.90% | 1.92% | 1.66% | 1.72% | 1.63% | 1.90% |
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
KO vs. GHM - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Graham Corporation. 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
KO vs. GHM - Profitability Comparison
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%.
GHM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.
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%.
GHM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.
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%.
GHM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.
Frequently Asked Questions
KO and GHM have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GHM has higher volatility (19.90%) compared to KO (6.70%). In terms of maximum drawdown, KO dropped -68.23% vs GHM's -86.11%.
GHM currently has the higher Sharpe Ratio (2.33 vs 1.06), 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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