KO vs. RVT
KO (The Coca-Cola Company) and RVT (Royce Value Trust Inc.) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while RVT operates in Asset Management (Financial Services). Over the past 10 years, KO returned 8.99%/yr vs 12.64%/yr for RVT. At a 0.25 correlation, their price movements are largely independent.
Performance
KO vs. RVT - 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 RVT's 12.34% return. Over the past 10 years, KO has underperformed RVT with an annualized return of 8.99%, while RVT has yielded a comparatively higher 12.64% 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%
RVT
- 1D
- 0.79%
- 1M
- -4.87%
- YTD
- 12.34%
- 6M
- 13.86%
- 1Y
- 28.82%
- 3Y*
- 18.49%
- 5Y*
- 7.10%
- 10Y*
- 12.64%
KO vs. RVT - 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% |
RVT Royce Value Trust Inc. | 12.34% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
Correlation
The correlation between KO and RVT is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
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 31, 1987 | 0.25 |
The correlation between KO and RVT shifts across timeframes, from -0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$343.14B
RVT:
$2.14B
KO:
$3.18
RVT:
$4.02
KO:
25.04
RVT:
4.43
KO:
6.96
RVT:
12.52
KO:
10.20
RVT:
0.99
KO:
$49.28B
RVT:
$170.31M
KO:
$30.43B
RVT:
$304.06M
KO:
$18.35B
RVT:
$439.27M
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Return for Risk
KO vs. RVT — Risk / Return Rank
KO
RVT
KO vs. RVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Royce Value Trust Inc. (RVT). 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 | RVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.37 | -0.50 |
| Martin ratioReturn relative to average drawdown | 3.66 | 8.49 | -4.83 |
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 | RVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.60 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.32 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.41 | +0.12 |
Drawdowns
KO vs. RVT - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum RVT drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for KO and RVT.
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Drawdown Indicators
| KO | RVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -72.34% | +4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -12.19% | +4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -23.48% | +7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -32.79% | +15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -47.18% | +10.19% |
Current DrawdownCurrent decline from peak | -2.91% | -5.28% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -11.29% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.41% | +0.62% |
Volatility
KO vs. RVT - Volatility Comparison
The Coca-Cola Company (KO) and Royce Value Trust Inc. (RVT) have volatilities of 5.81% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | RVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.90% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 13.71% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 18.10% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 22.46% | -6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 22.98% | -4.77% |
Dividends
KO vs. RVT - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, less than RVT's 7.99% 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% |
RVT Royce Value Trust Inc. | 7.99% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
KO vs. RVT - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Royce Value Trust 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 RVT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RVT has higher volatility (5.90%) compared to KO (5.81%). In terms of maximum drawdown, KO dropped -68.23% vs RVT's -72.34%.
RVT currently has the higher Sharpe Ratio (1.60 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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