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KO vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KO vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and iShares U.S. Aerospace & Defense ETF (ITA). 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 18.99% return, which is significantly higher than ITA's 8.97% return. Over the past 10 years, KO has underperformed ITA with an annualized return of 9.55%, while ITA has yielded a comparatively higher 15.34% 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%

ITA

1D
-0.95%
1M
3.58%
YTD
8.97%
6M
11.71%
1Y
30.96%
3Y*
27.30%
5Y*
16.86%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KO vs. ITA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ITA
iShares U.S. Aerospace & Defense ETF
8.97%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%

Correlation

The correlation between KO and ITA is -0.05, 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

-0.05

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

0.07

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

0.22

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.40

The correlation between KO and ITA shifts across timeframes, from -0.05 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KO vs. ITA — Risk / Return Rank

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

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
Martin Ratio Rank

ITA
ITA Risk / Return Rank: 4444
Overall Rank
ITA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4848
Sortino Ratio Rank
ITA Omega Ratio Rank: 4343
Omega Ratio Rank
ITA Calmar Ratio Rank: 4545
Calmar Ratio Rank
ITA Martin Ratio Rank: 3838
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. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and iShares U.S. Aerospace & Defense ETF (ITA). 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.


KOITADifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

2.26

1.97

+0.29

Martin ratioReturn relative to average drawdown

4.51

5.20

-0.69

KO vs. ITA - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 1.06, which is comparable to the ITA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of KO and ITA, 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. ITA - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, which is greater than ITA's maximum drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for KO and ITA.


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Drawdown Indicators


KOITADifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

-59.72%

-8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-15.82%

+7.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-15.82%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-18.72%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-51.00%

+14.01%

Current Drawdown

Current decline from peak

-1.16%

-6.64%

+5.48%

Average Drawdown

Average peak-to-trough decline

-16.09%

-9.45%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

5.97%

-1.99%

Volatility

KO vs. ITA - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 6.70%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 9.07%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOITADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

9.07%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

18.47%

-5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

21.74%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

20.21%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

23.22%

-4.98%

Dividends

KO vs. ITA - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.49%, more than ITA's 0.46% yield.


PositionTTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.46%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
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%

Frequently Asked Questions


KO and ITA have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITA has higher volatility (9.07%) compared to KO (6.70%). In terms of maximum drawdown, KO dropped -68.23% vs ITA's -59.72%.

ITA currently has the higher Sharpe Ratio (1.43 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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