KO vs. UST
KO (The Coca-Cola Company) is a stock, while UST (ProShares Ultra 7-10 Year Treasury) is Leveraged Bonds fund tracking the Barclays Capital U.S. 7-10 Year Treasury Index (200%). Over the past 10 years, KO returned 9.37%/yr vs -2.41%/yr for UST. At a correlation of -0.08, they often move in opposite directions.
Performance
KO vs. UST - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 19.04% return, which is significantly higher than UST's -3.49% return. Over the past 10 years, KO has outperformed UST with an annualized return of 9.37%, while UST has yielded a comparatively lower -2.41% annualized return.
KO
- 1D
- 0.69%
- 1M
- 3.44%
- 6M
- 18.14%
- YTD
- 19.04%
- 1Y
- 20.90%
- 3Y*
- 12.83%
- 5Y*
- 10.98%
- 10Y*
- 9.37%
- ALL TIME*
- 12.17%
UST
- 1D
- -0.50%
- 1M
- -1.12%
- 6M
- -2.94%
- YTD
- -3.49%
- 1Y
- 1.88%
- 3Y*
- -0.01%
- 5Y*
- -7.61%
- 10Y*
- -2.41%
- ALL TIME*
- 2.45%
KO vs. UST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 19.04% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
UST ProShares Ultra 7-10 Year Treasury | -3.49% | 10.26% | -6.19% | 0.16% | -30.19% | -7.81% | 18.83% | 13.34% | -1.09% | 3.21% |
Correlation
The correlation between KO and UST is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2010 | -0.08 |
The correlation between KO and UST shifts across timeframes, from -0.08 (all time) to 0.15 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
KO vs. UST — Risk / Return Rank
KO
UST
KO vs. UST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and ProShares Ultra 7-10 Year Treasury (UST). 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 | UST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.04 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.22 | +2.45 |
| Martin ratioReturn relative to average drawdown | 5.83 | 0.51 | +5.33 |
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Drawdowns
KO vs. UST - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than UST's maximum drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for KO and UST.
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Drawdown Indicators
| KO | UST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -47.99% | -20.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -8.75% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -15.17% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -43.97% | +26.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -47.99% | +11.00% |
Current DrawdownCurrent decline from peak | -3.30% | -38.72% | +35.42% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -15.30% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.73% | -0.14% |
Volatility
KO vs. UST - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 7.83% compared to ProShares Ultra 7-10 Year Treasury (UST) at 2.74%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than UST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | UST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 2.74% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 7.11% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 9.33% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 15.46% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 13.15% | +5.22% |
Dividends
KO vs. UST - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.53%, less than UST's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.53% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
UST ProShares Ultra 7-10 Year Treasury | 3.58% | 3.65% | 4.09% | 3.49% | 0.47% | 0.27% | 0.53% | 1.42% | 1.71% | 0.84% | 0.64% | 0.75% |
Frequently Asked Questions
KO and UST 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.
KO has higher volatility (7.83%) compared to UST (2.74%). In terms of maximum drawdown, KO dropped -68.23% vs UST's -47.99%.
KO currently has the higher Sharpe Ratio (1.17 vs 0.20), 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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