KO vs. SOL-USD
KO (The Coca-Cola Company) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, KO returned 11.29%/yr vs 12.17%/yr for SOL-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
KO vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly higher than SOL-USD's -44.76% return.
KO
- 1D
- 0.11%
- 1M
- 2.70%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
KO vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 14.74% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between KO and SOL-USD is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.05 |
The correlation between KO and SOL-USD shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KO vs. SOL-USD — Risk / Return Rank
KO
SOL-USD
KO vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Solana (SOL-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KO | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.72 | +2.98 |
| Martin ratioReturn relative to average drawdown | 4.51 | -1.16 | +5.67 |
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Drawdowns
KO vs. SOL-USD - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for KO and SOL-USD.
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Drawdown Indicators
| KO | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -96.27% | +28.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -74.89% | +67.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -76.28% | +60.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -96.27% | +79.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -73.76% | +72.60% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -51.42% | +35.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 53.06% | -49.08% |
Volatility
KO vs. SOL-USD - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 6.70%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 17.62% | -10.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 46.90% | -34.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 60.08% | -43.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 82.35% | -66.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 99.82% | -81.58% |
Frequently Asked Questions
KO and SOL-USD have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to KO (6.70%). In terms of maximum drawdown, KO dropped -68.23% vs SOL-USD's -96.27%.
KO currently has the higher Sharpe Ratio (1.06 vs -0.74), 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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