KO vs. HBAR-USD
KO (The Coca-Cola Company) is a stock, while HBAR-USD (HederaHashgraph) is a cryptocurrency. Over the past 5 years, KO returned 11.29%/yr vs -16.92%/yr for HBAR-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
KO vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly higher than HBAR-USD's -26.14% return.
KO
- 1D
- 0.11%
- 1M
- 2.70%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
KO vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 3.34% |
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between KO and HBAR-USD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.05 |
The correlation between KO and HBAR-USD shifts across timeframes, from -0.06 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KO vs. HBAR-USD — Risk / Return Rank
KO
HBAR-USD
KO vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and HederaHashgraph (HBAR-USD). 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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.93 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.69 | +2.95 |
| Martin ratioReturn relative to average drawdown | 4.51 | -0.98 | +5.49 |
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Drawdowns
KO vs. HBAR-USD - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for KO and HBAR-USD.
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Drawdown Indicators
| KO | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -97.58% | +29.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -73.39% | +65.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -79.29% | +63.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -92.79% | +75.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -84.50% | +83.34% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -74.51% | +58.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 51.80% | -47.82% |
Volatility
KO vs. HBAR-USD - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 6.70%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 16.33% | -9.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 43.30% | -30.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 65.06% | -48.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 85.17% | -68.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 108.57% | -90.33% |
Frequently Asked Questions
KO and HBAR-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (16.33%) compared to KO (6.70%). In terms of maximum drawdown, KO dropped -68.23% vs HBAR-USD's -97.58%.
KO currently has the higher Sharpe Ratio (1.06 vs -0.65), 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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