KO vs. IGLN.L
KO (The Coca-Cola Company) is a stock, while IGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, KO returned 9.55%/yr vs 12.45%/yr for IGLN.L. At a 0.03 correlation, their price movements are largely independent.
Performance
KO vs. IGLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly higher than IGLN.L's -2.16% return. Over the past 10 years, KO has underperformed IGLN.L with an annualized return of 9.55%, while IGLN.L has yielded a comparatively higher 12.45% annualized 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%
IGLN.L
- 1D
- 3.37%
- 1M
- -10.03%
- YTD
- -2.16%
- 6M
- -1.54%
- 1Y
- 23.07%
- 3Y*
- 29.33%
- 5Y*
- 17.43%
- 10Y*
- 12.45%
KO vs. IGLN.L - 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% |
IGLN.L iShares Physical Gold ETC | -2.16% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between KO and IGLN.L is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KO vs. IGLN.L — Risk / Return Rank
KO
IGLN.L
KO vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and iShares Physical Gold ETC (IGLN.L). 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 | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.05 | +1.21 |
| Martin ratioReturn relative to average drawdown | 4.51 | 3.27 | +1.24 |
Loading charts...
Drawdowns
KO vs. IGLN.L - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than IGLN.L's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for KO and IGLN.L.
Loading charts...
Drawdown Indicators
| KO | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -45.25% | -22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -23.02% | +15.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -23.02% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -23.02% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -23.02% | -13.97% |
Current DrawdownCurrent decline from peak | -1.16% | -20.43% | +19.27% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -19.72% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 7.41% | -3.43% |
Volatility
KO vs. IGLN.L - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 6.70%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.69%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KO | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 7.69% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 22.45% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 25.45% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 17.55% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 15.63% | +2.61% |
Dividends
KO vs. IGLN.L - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.49%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Frequently Asked Questions
KO and IGLN.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for KO and IGLN.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer