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KO vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KOMCD
YTD Return4.39%-4.35%
1Y Return2.53%4.54%
3Y Return (Ann)8.02%10.22%
5Y Return (Ann)8.78%10.78%
10Y Return (Ann)7.98%14.21%
Sharpe Ratio0.210.38
Daily Std Dev12.72%14.03%
Max Drawdown-68.23%-73.62%
Current Drawdown-2.07%-5.63%

Fundamentals


KOMCD
Market Cap$260.78B$204.07B
EPS$2.47$11.56
PE Ratio24.4924.45
PEG Ratio3.042.37
Revenue (TTM)$45.75B$25.49B
Gross Profit (TTM)$25.00B$13.21B
EBITDA (TTM)$14.44B$13.68B

Correlation

0.38
-1.001.00

The correlation between KO and MCD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

KO vs. MCD - Performance Comparison

In the year-to-date period, KO achieves a 4.39% return, which is significantly higher than MCD's -4.35% return. Over the past 10 years, KO has underperformed MCD with an annualized return of 7.98%, while MCD has yielded a comparatively higher 14.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50,000.00%100,000.00%150,000.00%200,000.00%OctoberNovemberDecember2024FebruaryMarch
32,782.54%
177,271.07%
KO
MCD

Compare stocks, funds, or ETFs


The Coca-Cola Company

McDonald's Corporation

Risk-Adjusted Performance

KO vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and McDonald's Corporation (MCD). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KO
The Coca-Cola Company
0.21
MCD
McDonald's Corporation
0.38

KO vs. MCD - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.21, which is lower than the MCD Sharpe Ratio of 0.38. The chart below compares the 12-month rolling Sharpe Ratio of KO and MCD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.21
0.38
KO
MCD

Dividends

KO vs. MCD - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 3.06%, more than MCD's 2.26% yield.


TTM20232022202120202019201820172016201520142013
KO
The Coca-Cola Company
3.06%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
MCD
McDonald's Corporation
2.26%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

KO vs. MCD - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, smaller than the maximum MCD drawdown of -73.62%. The drawdown chart below compares losses from any high point along the way for KO and MCD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.07%
-5.63%
KO
MCD

Volatility

KO vs. MCD - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 2.73%, while McDonald's Corporation (MCD) has a volatility of 5.11%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
2.73%
5.11%
KO
MCD