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KO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KO and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KO:

1.10

VOO:

0.64

Sortino Ratio

KO:

1.60

VOO:

1.07

Omega Ratio

KO:

1.20

VOO:

1.16

Calmar Ratio

KO:

1.16

VOO:

0.71

Martin Ratio

KO:

2.55

VOO:

2.69

Ulcer Index

KO:

7.07%

VOO:

4.92%

Daily Std Dev

KO:

17.04%

VOO:

19.55%

Max Drawdown

KO:

-68.22%

VOO:

-33.99%

Current Drawdown

KO:

-3.72%

VOO:

-3.82%

Returns By Period

In the year-to-date period, KO achieves a 15.12% return, which is significantly higher than VOO's 0.61% return. Over the past 10 years, KO has underperformed VOO with an annualized return of 9.08%, while VOO has yielded a comparatively higher 12.79% annualized return.


KO

YTD

15.12%

1M

-0.89%

6M

12.09%

1Y

18.53%

3Y*

6.37%

5Y*

12.19%

10Y*

9.08%

VOO

YTD

0.61%

1M

6.68%

6M

-1.22%

1Y

12.39%

3Y*

13.99%

5Y*

15.83%

10Y*

12.79%

*Annualized

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The Coca-Cola Company

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KO vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KO
The Risk-Adjusted Performance Rank of KO is 8080
Overall Rank
The Sharpe Ratio Rank of KO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of KO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of KO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of KO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of KO is 7676
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6565
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Vanguard S&P 500 ETF (VOO). 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.


The current KO Sharpe Ratio is 1.10, which is higher than the VOO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KO vs. VOO - Dividend Comparison

KO's dividend yield for the trailing twelve months is around 2.76%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KO vs. VOO - Drawdown Comparison

The maximum KO drawdown since its inception was -68.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KO and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KO vs. VOO - Volatility Comparison

The Coca-Cola Company (KO) has a higher volatility of 5.28% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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