KO vs. NVS
Compare and contrast key facts about The Coca-Cola Company (KO) and Novartis AG (NVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KO or NVS.
Performance
KO vs. NVS - Performance Comparison
Returns By Period
In the year-to-date period, KO achieves a 9.32% return, which is significantly higher than NVS's 6.00% return. Both investments have delivered pretty close results over the past 10 years, with KO having a 6.89% annualized return and NVS not far behind at 6.70%.
KO
9.32%
-9.30%
1.45%
11.90%
6.78%
6.89%
NVS
6.00%
-10.92%
1.11%
11.05%
8.16%
6.70%
Fundamentals
| KO | NVS | |
|---|---|---|
| Market Cap | $271.35B | $206.17B |
| EPS | $2.43 | $5.73 |
| PE Ratio | 25.92 | 17.99 |
| PEG Ratio | 2.64 | 3.07 |
| Total Revenue (TTM) | $46.37B | $49.29B |
| Gross Profit (TTM) | $28.02B | $36.69B |
| EBITDA (TTM) | $15.46B | $19.77B |
Key characteristics
| KO | NVS | |
|---|---|---|
| Sharpe Ratio | 1.04 | 0.75 |
| Sortino Ratio | 1.53 | 1.09 |
| Omega Ratio | 1.19 | 1.15 |
| Calmar Ratio | 0.88 | 0.84 |
| Martin Ratio | 3.55 | 2.31 |
| Ulcer Index | 3.70% | 5.35% |
| Daily Std Dev | 12.58% | 16.53% |
| Max Drawdown | -40.60% | -41.72% |
| Current Drawdown | -13.13% | -14.72% |
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Correlation
The correlation between KO and NVS is 0.35, 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.
Risk-Adjusted Performance
KO vs. NVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Novartis AG (NVS). 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.
Dividends
KO vs. NVS - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 3.04%, less than NVS's 3.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 3.04% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
NVS Novartis AG | 3.66% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
Drawdowns
KO vs. NVS - Drawdown Comparison
The maximum KO drawdown since its inception was -40.60%, roughly equal to the maximum NVS drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for KO and NVS. For additional features, visit the drawdowns tool.
Volatility
KO vs. NVS - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 4.30%, while Novartis AG (NVS) has a volatility of 5.85%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KO vs. NVS - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Novartis AG. 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