KO vs. NLY
KO (The Coca-Cola Company) and NLY (Annaly Capital Management, Inc.) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while NLY operates in REIT - Mortgage (Real Estate). Over the past 10 years, KO returned 8.99%/yr vs 5.29%/yr for NLY. At a 0.22 correlation, their price movements are largely independent.
Performance
KO vs. NLY - 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 NLY's -3.07% return. Over the past 10 years, KO has outperformed NLY with an annualized return of 8.99%, while NLY has yielded a comparatively lower 5.29% 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%
NLY
- 1D
- -1.23%
- 1M
- -7.30%
- YTD
- -3.07%
- 6M
- -1.18%
- 1Y
- 25.88%
- 3Y*
- 16.16%
- 5Y*
- 1.37%
- 10Y*
- 5.29%
KO vs. NLY - 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% |
NLY Annaly Capital Management, Inc. | -3.07% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between KO and NLY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 1997 | 0.22 |
The correlation between KO and NLY shifts across timeframes, from 0.13 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$343.14B
NLY:
$15.18B
KO:
$3.18
NLY:
$3.28
KO:
25.04
NLY:
6.38
KO:
6.96
NLY:
2.68
KO:
10.20
NLY:
1.05
KO:
$49.28B
NLY:
$5.21B
KO:
$30.43B
NLY:
$5.17B
KO:
$18.35B
NLY:
$5.65B
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Return for Risk
KO vs. NLY — Risk / Return Rank
KO
NLY
KO vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Annaly Capital Management, Inc. (NLY). 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 | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.75 | +0.13 |
| Martin ratioReturn relative to average drawdown | 3.66 | 5.22 | -1.56 |
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 | NLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.40 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.05 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.19 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.30 | +0.23 |
Drawdowns
KO vs. NLY - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for KO and NLY.
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Drawdown Indicators
| KO | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -60.09% | -8.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -14.88% | +6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -26.70% | +10.44% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -51.97% | +34.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -60.09% | +23.10% |
Current DrawdownCurrent decline from peak | -2.91% | -11.17% | +8.26% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -13.75% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 4.97% | -0.94% |
Volatility
KO vs. NLY - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 5.81% compared to Annaly Capital Management, Inc. (NLY) at 3.97%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 3.97% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 14.66% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 18.56% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 25.54% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 28.12% | -9.91% |
Dividends
KO vs. NLY - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, less than NLY's 13.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NLY Annaly Capital Management, Inc. | 13.36% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Financials
KO vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Annaly Capital Management, Inc.. 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
Frequently Asked Questions
KO and NLY have a correlation of 0.13, 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 NLY (3.97%). In terms of maximum drawdown, KO dropped -68.23% vs NLY's -60.09%.
NLY currently has the higher Sharpe Ratio (1.40 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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