KO vs. VNQI
KO (The Coca-Cola Company) is a stock, while VNQI (Vanguard Global ex-U.S. Real Estate ETF) is REIT fund tracking the S&P Global ex-U.S. Property Index. Over the past 10 years, KO returned 9.55%/yr vs 2.74%/yr for VNQI. At a 0.39 correlation, their price movements are largely independent.
Performance
KO vs. VNQI - 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 VNQI's -0.33% return. Over the past 10 years, KO has outperformed VNQI with an annualized return of 9.55%, while VNQI has yielded a comparatively lower 2.74% annualized return.
KO
- 1D
- 0.11%
- 1M
- 2.94%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 17.68%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
VNQI
- 1D
- 0.68%
- 1M
- -3.12%
- YTD
- -0.33%
- 6M
- 0.85%
- 1Y
- 5.87%
- 3Y*
- 8.59%
- 5Y*
- -1.50%
- 10Y*
- 2.74%
KO vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.33% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between KO and VNQI 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 | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | 0.39 |
Over the past year, the correlation between KO and VNQI has dropped to 0.12 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
KO vs. VNQI — Risk / Return Rank
KO
VNQI
KO vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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 | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 0.40 | +1.86 |
| Martin ratioReturn relative to average drawdown | 4.51 | 1.13 | +3.38 |
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Drawdowns
KO vs. VNQI - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for KO and VNQI.
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Drawdown Indicators
| KO | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -38.35% | -29.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -14.78% | +6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -16.35% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -35.55% | +18.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -38.35% | +1.36% |
Current DrawdownCurrent decline from peak | -1.16% | -9.99% | +8.83% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -10.89% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 5.19% | -1.21% |
Volatility
KO vs. VNQI - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 6.70% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 4.62%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 4.62% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 11.75% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 13.73% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 15.54% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.07% | +2.17% |
Dividends
KO vs. VNQI - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.49%, less than VNQI's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.72% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Frequently Asked Questions
KO and VNQI 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 (6.70%) compared to VNQI (4.62%). In terms of maximum drawdown, KO dropped -68.23% vs VNQI's -38.35%.
KO currently has the higher Sharpe Ratio (1.06 vs 0.43), 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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