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KO vs. HPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KO vs. HPQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, KO achieves a 14.47% return, which is significantly lower than HPQ's 16.67% return. Over the past 10 years, KO has underperformed HPQ with an annualized return of 9.15%, while HPQ has yielded a comparatively higher 10.09% annualized return.


KO

1D
3.46%
1M
0.32%
YTD
14.47%
6M
14.32%
1Y
15.33%
3Y*
12.95%
5Y*
10.40%
10Y*
9.15%

HPQ

1D
-2.74%
1M
19.48%
YTD
16.67%
6M
1.52%
1Y
8.80%
3Y*
-0.94%
5Y*
-0.01%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KO vs. HPQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KO
The Coca-Cola Company
14.47%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%
HPQ
HP Inc.
16.67%-28.69%12.10%16.08%-26.40%57.25%24.11%3.88%-0.20%45.69%

Correlation

The correlation between KO and HPQ is -0.04, 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

-0.04

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

0.03

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

0.14

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1962

0.27

The correlation between KO and HPQ shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KO:

$342.88B

HPQ:

$23.66B

EPS

KO:

$3.18

HPQ:

$2.72

PE Ratio

KO:

25.02

HPQ:

9.42

PS Ratio

KO:

6.96

HPQ:

0.42

PB Ratio

KO:

10.19

HPQ:

6.11

Total Revenue (TTM)

KO:

$49.28B

HPQ:

$57.42B

Gross Profit (TTM)

KO:

$30.43B

HPQ:

$11.61B

EBITDA (TTM)

KO:

$18.35B

HPQ:

$3.83B

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Return for Risk

KO vs. HPQ — Risk / Return Rank

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

KO
KO Risk / Return Rank: 6868
Overall Rank
KO Sharpe Ratio Rank: 7070
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

HPQ
HPQ Risk / Return Rank: 4747
Overall Rank
HPQ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HPQ Sortino Ratio Rank: 4646
Sortino Ratio Rank
HPQ Omega Ratio Rank: 4545
Omega Ratio Rank
HPQ Calmar Ratio Rank: 4747
Calmar Ratio Rank
HPQ Martin Ratio Rank: 4646
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. HPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and HP Inc. (HPQ). 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.


KOHPQDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratioReturn relative to maximum drawdown

1.95

0.24

+1.71

Martin ratioReturn relative to average drawdown

3.82

0.43

+3.39

KO vs. HPQ - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.94, which is higher than the HPQ Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of KO and HPQ, 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


KOHPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.22

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.00

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.29

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.23

+0.30

Drawdowns

KO vs. HPQ - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, smaller than the maximum HPQ drawdown of -85.19%. Use the drawdown chart below to compare losses from any high point for KO and HPQ.


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Drawdown Indicators


KOHPQDifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

-85.19%

+16.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-36.62%

+28.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-51.23%

+34.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-51.23%

+33.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-51.23%

+14.24%

Current Drawdown

Current decline from peak

-2.98%

-30.34%

+27.36%

Average Drawdown

Average peak-to-trough decline

-16.09%

-30.87%

+14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

20.52%

-16.49%

Volatility

KO vs. HPQ - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 5.91%, while HP Inc. (HPQ) has a volatility of 23.89%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOHPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

23.89%

-17.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

32.20%

-19.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

40.17%

-23.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

35.78%

-19.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

35.27%

-17.07%

Dividends

KO vs. HPQ - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.59%, less than HPQ's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HPQ
HP Inc.
4.61%5.24%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%129.70%
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. HPQ - Financials Comparison

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


10.00B12.00B14.00B16.00B18.00B20222023202420252026
12.47B
14.41B
(KO) Total Revenue
(HPQ) Total Revenue
Values in USD except per share items

KO vs. HPQ - Profitability Comparison

The chart below illustrates the profitability comparison between The Coca-Cola Company and HP Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
63.0%
20.9%
Portfolio components
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%.

HPQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a gross profit of 3.02B and revenue of 14.41B. Therefore, the gross margin over that period was 20.9%.

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%.

HPQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported an operating income of 612.00M and revenue of 14.41B, resulting in an operating margin of 4.3%.

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%.

HPQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a net income of 450.00M and revenue of 14.41B, resulting in a net margin of 3.1%.


Frequently Asked Questions


KO and HPQ have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HPQ has higher volatility (23.89%) compared to KO (5.91%). In terms of maximum drawdown, KO dropped -68.23% vs HPQ's -85.19%.

KO currently has the higher Sharpe Ratio (0.94 vs 0.22), 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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