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 9.37%/yr vs 21.27%/yr for JPM. At a 0.30 correlation, their price movements are largely independent.
Performance
KO vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 19.04% return, which is significantly higher than JPM's 6.66% return. Over the past 10 years, KO has underperformed JPM with an annualized return of 9.37%, while JPM has yielded a comparatively higher 21.27% annualized return.
KO
- 1D
- 0.69%
- 1M
- 3.44%
- 6M
- 18.14%
- YTD
- 19.04%
- 1Y
- 20.90%
- 3Y*
- 12.83%
- 5Y*
- 10.98%
- 10Y*
- 9.37%
- ALL TIME*
- 12.17%
JPM
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- 9.49%
- YTD
- 6.66%
- 1Y
- 18.57%
- 3Y*
- 32.69%
- 5Y*
- 20.23%
- 10Y*
- 21.27%
- ALL TIME*
- 12.35%
KO vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 19.04% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
JPM JPMorgan Chase & Co. | 6.66% | 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 -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.30 |
The correlation between KO and JPM shifts across timeframes, from -0.11 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$353.32B
JPM:
$908.01B
KO:
$3.18
JPM:
$23.29
KO:
25.85
JPM:
14.55
KO:
3.12
JPM:
1.61
KO:
7.19
JPM:
3.18
KO:
10.53
JPM:
2.68
KO:
$49.28B
JPM:
$297.63B
KO:
$30.43B
JPM:
$186.33B
KO:
$18.35B
JPM:
$90.84B
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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.
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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.21 | +1.46 |
| Martin ratioReturn relative to average drawdown | 5.83 | 2.85 | +2.98 |
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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.
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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 | -7.87% | -15.47% | +7.60% |
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 | -3.30% | -2.32% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -17.58% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 6.53% | -2.94% |
Volatility
KO vs. JPM - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 7.83% compared to JPMorgan Chase & Co. (JPM) at 6.42%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 6.42% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 16.66% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 22.17% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 24.41% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 27.31% | -8.94% |
Dividends
KO vs. JPM - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.53%, more than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 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 | 2.53% | 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 Jul 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 Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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 Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
KO and JPM have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (7.83%) compared to JPM (6.42%). In terms of maximum drawdown, KO dropped -68.23% vs JPM's -76.16%.
KO currently has the higher Sharpe Ratio (1.17 vs 0.84), 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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