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KO vs. NVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KO and NVS is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KO vs. NVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and Novartis AG (NVS). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%December2025FebruaryMarchAprilMay
436.33%
771.54%
KO
NVS

Key characteristics

Sharpe Ratio

KO:

1.01

NVS:

0.75

Sortino Ratio

KO:

1.57

NVS:

1.24

Omega Ratio

KO:

1.20

NVS:

1.17

Calmar Ratio

KO:

1.13

NVS:

0.84

Martin Ratio

KO:

2.50

NVS:

1.81

Ulcer Index

KO:

7.02%

NVS:

9.23%

Daily Std Dev

KO:

16.61%

NVS:

19.57%

Max Drawdown

KO:

-68.22%

NVS:

-41.72%

Current Drawdown

KO:

-3.69%

NVS:

-5.62%

Fundamentals

Market Cap

KO:

$308.40B

NVS:

$223.34B

EPS

KO:

$2.49

NVS:

$6.38

PE Ratio

KO:

28.78

NVS:

17.72

PEG Ratio

KO:

2.75

NVS:

1.36

PS Ratio

KO:

6.66

NVS:

4.20

PB Ratio

KO:

12.53

NVS:

5.88

Total Revenue (TTM)

KO:

$46.89B

NVS:

$52.86B

Gross Profit (TTM)

KO:

$28.64B

NVS:

$39.86B

EBITDA (TTM)

KO:

$16.01B

NVS:

$21.88B

Returns By Period

In the year-to-date period, KO achieves a 15.15% return, which is significantly lower than NVS's 17.25% return. Over the past 10 years, KO has outperformed NVS with an annualized return of 9.11%, while NVS has yielded a comparatively lower 6.66% annualized return.


KO

YTD

15.15%

1M

4.02%

6M

13.48%

1Y

16.62%

5Y*

12.51%

10Y*

9.11%

NVS

YTD

17.25%

1M

8.01%

6M

6.55%

1Y

14.55%

5Y*

10.95%

10Y*

6.66%

*Annualized

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Risk-Adjusted Performance

KO vs. NVS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KO
The Risk-Adjusted Performance Rank of KO is 8080
Overall Rank
The Sharpe Ratio Rank of KO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of KO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of KO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of KO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KO is 7777
Martin Ratio Rank

NVS
The Risk-Adjusted Performance Rank of NVS is 7575
Overall Rank
The Sharpe Ratio Rank of NVS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of NVS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NVS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of NVS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of NVS is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current KO Sharpe Ratio is 1.01, which is higher than the NVS Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of KO and NVS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
1.01
0.75
KO
NVS

Dividends

KO vs. NVS - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.76%, less than NVS's 3.63% yield.


TTM20242023202220212020201920182017201620152014
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
NVS
Novartis AG
3.63%3.84%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%

Drawdowns

KO vs. NVS - Drawdown Comparison

The maximum KO drawdown since its inception was -68.22%, which is greater than NVS's maximum 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.69%
-5.62%
KO
NVS

Volatility

KO vs. NVS - Volatility Comparison

The current volatility for The Coca-Cola Company (KO) is 5.15%, while Novartis AG (NVS) has a volatility of 6.88%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%December2025FebruaryMarchAprilMay
5.15%
6.88%
KO
NVS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B20212022202320242025
11.13B
13.62B
(KO) Total Revenue
(NVS) Total Revenue
Values in USD except per share items

KO vs. NVS - Profitability Comparison

The chart below illustrates the profitability comparison between The Coca-Cola Company and Novartis AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%20212022202320242025
62.6%
76.3%
(KO) Gross Margin
(NVS) Gross Margin
KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported a gross profit of 6.97B and revenue of 11.13B. Therefore, the gross margin over that period was 62.6%.

NVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Novartis AG reported a gross profit of 10.39B and revenue of 13.62B. Therefore, the gross margin over that period was 76.3%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported an operating income of 3.66B and revenue of 11.13B, resulting in an operating margin of 32.9%.

NVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Novartis AG reported an operating income of 4.66B and revenue of 13.62B, resulting in an operating margin of 34.2%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Coca-Cola Company reported a net income of 3.33B and revenue of 11.13B, resulting in a net margin of 29.9%.

NVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Novartis AG reported a net income of 3.61B and revenue of 13.62B, resulting in a net margin of 26.5%.