KO vs. JPM
KO (The Coca-Cola Company) and JPM (JPMorgan Chase & Co.) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, KO returned 8.99%/yr vs 20.32%/yr for JPM. At a 0.30 correlation, their price movements are largely independent.
Performance
KO vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KO achieves a 14.56% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, KO has underperformed JPM with an annualized return of 8.99%, while JPM has yielded a comparatively higher 20.32% 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%
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
KO vs. JPM - 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% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between KO and JPM 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1984 | 0.30 |
The correlation between KO and JPM shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$343.14B
JPM:
$869.15B
KO:
$3.18
JPM:
$21.08
KO:
25.04
JPM:
14.76
KO:
3.02
JPM:
1.63
KO:
6.96
JPM:
3.05
KO:
10.20
JPM:
2.53
KO:
$49.28B
JPM:
$285.09B
KO:
$30.43B
JPM:
$173.52B
KO:
$18.35B
JPM:
$81.46B
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. JPM — Risk / Return Rank
KO
JPM
KO vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.26 | +0.62 |
| Martin ratioReturn relative to average drawdown | 3.66 | 2.98 | +0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| KO | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.90 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.74 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.34 | +0.19 |
Drawdowns
KO vs. JPM - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for KO and JPM.
Loading charts...
Drawdown Indicators
| KO | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -76.16% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -15.47% | +7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -24.42% | +8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -38.77% | +21.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -43.63% | +6.64% |
Current DrawdownCurrent decline from peak | -2.91% | -6.55% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -17.62% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 6.50% | -2.47% |
Volatility
KO vs. JPM - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 5.81%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.40%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KO | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 6.40% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 17.38% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 21.62% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 24.45% | -8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 27.40% | -9.19% |
Dividends
KO vs. JPM - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, more than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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. JPM - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
KO vs. JPM - Profitability Comparison
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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
KO and JPM 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.
JPM has higher volatility (6.40%) compared to KO (5.81%). In terms of maximum drawdown, KO dropped -68.23% vs JPM's -76.16%.
KO currently has the higher Sharpe Ratio (0.90 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.
Find the right allocation for KO and JPM
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