KO vs. WFC
KO (The Coca-Cola Company) and WFC (Wells Fargo & Company) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while WFC operates in Banks - Diversified (Financial Services). Over the past 10 years, KO returned 8.99%/yr vs 8.26%/yr for WFC. At a 0.28 correlation, their price movements are largely independent.
Performance
KO vs. WFC - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 14.56% return, which is significantly higher than WFC's -12.21% return. Over the past 10 years, KO has outperformed WFC with an annualized return of 8.99%, while WFC has yielded a comparatively lower 8.26% 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%
WFC
- 1D
- -1.20%
- 1M
- 7.03%
- YTD
- -12.21%
- 6M
- -9.15%
- 1Y
- 8.39%
- 3Y*
- 27.47%
- 5Y*
- 14.74%
- 10Y*
- 8.26%
KO vs. WFC - 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% |
WFC Wells Fargo & Company | -12.21% | 35.57% | 46.48% | 22.94% | -11.92% | 61.15% | -41.65% | 21.44% | -21.83% | 13.21% |
Correlation
The correlation between KO and WFC is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1972 | 0.28 |
The correlation between KO and WFC shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$343.14B
WFC:
$260.48B
KO:
$3.18
WFC:
$6.73
KO:
25.04
WFC:
12.03
KO:
3.02
WFC:
1.04
KO:
6.96
WFC:
2.08
KO:
10.20
WFC:
1.60
KO:
$49.28B
WFC:
$125.70B
KO:
$30.43B
WFC:
$81.14B
KO:
$18.35B
WFC:
$31.58B
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Return for Risk
KO vs. WFC — Risk / Return Rank
KO
WFC
KO vs. WFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Wells Fargo & Company (WFC). 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 | WFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.37 | +1.51 |
| Martin ratioReturn relative to average drawdown | 3.66 | 0.84 | +2.82 |
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 | WFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.32 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.49 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.26 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.33 | +0.20 |
Drawdowns
KO vs. WFC - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for KO and WFC.
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Drawdown Indicators
| KO | WFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -79.01% | +10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -23.02% | +15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -24.73% | +8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -37.10% | +19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -64.46% | +27.47% |
Current DrawdownCurrent decline from peak | -2.91% | -15.11% | +12.20% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -15.35% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 10.06% | -6.03% |
Volatility
KO vs. WFC - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 5.81%, while Wells Fargo & Company (WFC) has a volatility of 8.57%. This indicates that KO experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KO | WFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 8.57% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 19.98% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 26.77% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 30.25% | -14.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 32.30% | -14.09% |
Dividends
KO vs. WFC - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, more than WFC's 2.22% 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% |
WFC Wells Fargo & Company | 2.22% | 1.82% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% |
Financials
KO vs. WFC - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company and Wells Fargo & Company. 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
KO vs. WFC - Profitability Comparison
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
WFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
WFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
WFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.
Frequently Asked Questions
KO and WFC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFC has higher volatility (8.57%) compared to KO (5.81%). In terms of maximum drawdown, KO dropped -68.23% vs WFC's -79.01%.
KO currently has the higher Sharpe Ratio (0.90 vs 0.32), 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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