KO vs. IVV
KO (The Coca-Cola Company) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, KO returned 8.99%/yr vs 15.32%/yr for IVV. At a 0.44 correlation, their price movements are largely independent.
Performance
KO vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 14.56% return, which is significantly higher than IVV's 8.72% return. Over the past 10 years, KO has underperformed IVV with an annualized return of 8.99%, while IVV has yielded a comparatively higher 15.32% annualized return.
KO
- 1D
- 0.08%
- 1M
- 1.43%
- YTD
- 14.56%
- 6M
- 14.00%
- 1Y
- 14.71%
- 3Y*
- 12.88%
- 5Y*
- 10.72%
- 10Y*
- 8.99%
IVV
- 1D
- 0.24%
- 1M
- 0.23%
- YTD
- 8.72%
- 6M
- 8.76%
- 1Y
- 24.89%
- 3Y*
- 21.44%
- 5Y*
- 13.50%
- 10Y*
- 15.32%
KO vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 14.56% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
IVV iShares Core S&P 500 ETF | 8.72% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between KO and IVV is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.44 |
The correlation between KO and IVV shifts across timeframes, from -0.08 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KO vs. IVV — Risk / Return Rank
KO
IVV
KO vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and iShares Core S&P 500 ETF (IVV). 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.
| KO | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.81 | -0.94 |
| Martin ratioReturn relative to average drawdown | 3.66 | 12.97 | -9.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KO | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.07 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.80 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.85 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Drawdowns
KO vs. IVV - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for KO and IVV.
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Drawdown Indicators
| KO | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -55.25% | -12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -8.89% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -18.75% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -24.53% | +7.26% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -33.90% | -3.09% |
Current DrawdownCurrent decline from peak | -2.91% | -2.67% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -10.77% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 1.92% | +2.11% |
Volatility
KO vs. IVV - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 5.81% compared to iShares Core S&P 500 ETF (IVV) at 3.77%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 3.77% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 9.31% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 12.08% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.92% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 18.07% | +0.14% |
Dividends
KO vs. IVV - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
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% |
Frequently Asked Questions
KO and IVV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (5.81%) compared to IVV (3.77%). In terms of maximum drawdown, KO dropped -68.23% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.07 vs 0.90), 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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