KO vs. SIE.DE
KO (The Coca-Cola Company) and SIE.DE (Siemens Aktiengesellschaft) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while SIE.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, KO returned 8.99%/yr vs 15.89%/yr for SIE.DE. At a 0.22 correlation, their price movements are largely independent.
Performance
KO vs. SIE.DE - Performance Comparison
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Different Trading Currencies
KO is traded in USD, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with KO having a 14.56% return and SIE.DE slightly higher at 14.82%. Over the past 10 years, KO has underperformed SIE.DE with an annualized return of 8.99%, while SIE.DE has yielded a comparatively higher 15.89% 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%
SIE.DE
- 1D
- -0.97%
- 1M
- 1.16%
- YTD
- 14.82%
- 6M
- 18.68%
- 1Y
- 29.41%
- 3Y*
- 25.98%
- 5Y*
- 16.78%
- 10Y*
- 15.89%
KO vs. SIE.DE - 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% |
SIE.DE Siemens Aktiengesellschaft | 14.82% | 46.53% | 7.60% | 39.17% | -17.49% | 22.83% | 27.65% | 22.31% | -17.33% | 17.32% |
Correlation
The correlation between KO and SIE.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.22 |
The correlation between KO and SIE.DE shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KO vs. SIE.DE — Risk / Return Rank
KO
SIE.DE
KO vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Siemens Aktiengesellschaft (SIE.DE). 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 | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.34 | +0.53 |
| Martin ratioReturn relative to average drawdown | 3.66 | 4.34 | -0.68 |
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 | SIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.88 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.51 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.28 | +0.26 |
Drawdowns
KO vs. SIE.DE - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, roughly equal to the maximum SIE.DE drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for KO and SIE.DE.
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Drawdown Indicators
| KO | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -71.30% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -21.96% | +14.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -29.45% | +13.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -45.94% | +28.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -52.49% | +15.50% |
Current DrawdownCurrent decline from peak | -2.91% | -2.55% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -17.73% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 6.80% | -2.77% |
Volatility
KO vs. SIE.DE - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 5.81%, while Siemens Aktiengesellschaft (SIE.DE) has a volatility of 9.31%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than SIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 9.31% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 26.41% | -14.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 33.43% | -17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 32.48% | -16.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 29.78% | -11.57% |
Dividends
KO vs. SIE.DE - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, more than SIE.DE's 1.97% 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% |
SIE.DE Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% |
Financials
KO vs. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Siemens Aktiengesellschaft. 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 SIE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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