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KO vs. III.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KO vs. III.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and 3I Group plc (III.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KO is traded in USD, while III.L is traded in GBp. To make them comparable, the III.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KO achieves a 17.28% return, which is significantly higher than III.L's -30.19% return. Over the past 10 years, KO has underperformed III.L with an annualized return of 9.46%, while III.L has yielded a comparatively higher 18.63% annualized return.


KO

1D
-1.44%
1M
0.76%
YTD
17.28%
6M
15.53%
1Y
17.15%
3Y*
12.74%
5Y*
11.40%
10Y*
9.46%

III.L

1D
-0.90%
1M
4.13%
YTD
-30.19%
6M
-27.35%
1Y
-43.98%
3Y*
8.77%
5Y*
14.94%
10Y*
18.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KO vs. III.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KO
The Coca-Cola Company
17.28%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%
III.L
3I Group plc
-30.19%0.62%47.61%95.24%-13.78%27.82%12.71%53.02%-16.76%46.43%

Correlation

The correlation between KO and III.L is 0.01, 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

0.01

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

0.01

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

0.11

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.21

The correlation between KO and III.L shifts across timeframes, from 0.01 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KO:

$349.05B

III.L:

£23.26B

EPS

KO:

$3.18

III.L:

£10.41

PE Ratio

KO:

25.47

III.L:

2.20

PEG Ratio

KO:

3.07

III.L:

0.27

PS Ratio

KO:

7.08

III.L:

10.70

PB Ratio

KO:

10.38

III.L:

0.75

Total Revenue (TTM)

KO:

$49.28B

III.L:

£2.12B

Gross Profit (TTM)

KO:

$30.43B

III.L:

£5.57B

EBITDA (TTM)

KO:

$18.35B

III.L:

£9.82B

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Return for Risk

KO vs. III.L — Risk / Return Rank

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

KO
KO Risk / Return Rank: 7272
Overall Rank
KO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7171
Sortino Ratio Rank
KO Omega Ratio Rank: 6666
Omega Ratio Rank
KO Calmar Ratio Rank: 7878
Calmar Ratio Rank
KO Martin Ratio Rank: 7474
Martin Ratio Rank

III.L
III.L Risk / Return Rank: 77
Overall Rank
III.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
III.L Sortino Ratio Rank: 88
Sortino Ratio Rank
III.L Omega Ratio Rank: 66
Omega Ratio Rank
III.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
III.L Martin Ratio Rank: 44
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. III.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and 3I Group plc (III.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.


KOIII.LDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+3.00

Omega ratioGain probability vs. loss probability

1.19

0.81

+0.38

Calmar ratioReturn relative to maximum drawdown

2.19

-0.83

+3.02

Martin ratioReturn relative to average drawdown

4.38

-1.64

+6.02

KO vs. III.L - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 1.03, which is higher than the III.L Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of KO and III.L, 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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Drawdowns

KO vs. III.L - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, smaller than the maximum III.L drawdown of -88.62%. Use the drawdown chart below to compare losses from any high point for KO and III.L.


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Drawdown Indicators


KOIII.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

-88.62%

+20.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-52.57%

+44.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-52.57%

+36.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-52.57%

+35.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-54.36%

+17.37%

Current Drawdown

Current decline from peak

-2.58%

-48.02%

+45.44%

Average Drawdown

Average peak-to-trough decline

-16.09%

-27.22%

+11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

26.86%

-22.93%

Volatility

KO vs. III.L - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 6.89%, while 3I Group plc (III.L) has a volatility of 11.99%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than III.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOIII.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

11.99%

-5.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

37.87%

-25.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

44.04%

-27.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

33.15%

-16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

33.05%

-14.80%

Dividends

KO vs. III.L - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.57%, less than III.L's 3.46% yield.


PositionTTM20252024202320222021202020192018201720162015
III.L
3I Group plc
3.46%2.42%1.82%2.32%3.76%2.78%3.02%3.42%4.78%2.90%3.41%2.37%
KO
The Coca-Cola Company
2.57%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. III.L - Financials Comparison

This section allows you to compare key financial metrics between The Coca-Cola Company and 3I Group plc. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
12.47B
236.00M
(KO) Total Revenue
(III.L) Total Revenue
Please note, different currencies. KO values in USD, III.L values in GBP

Frequently Asked Questions


KO and III.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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