KO vs. WM
Compare and contrast key facts about The Coca-Cola Company (KO) and Waste Management, Inc. (WM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KO or WM.
Key characteristics
| KO | WM | |
|---|---|---|
| YTD Return | -0.55% | 15.07% |
| 1Y Return | -4.85% | 26.30% |
| 3Y Return (Ann) | 5.88% | 16.94% |
| 5Y Return (Ann) | 7.54% | 16.35% |
| 10Y Return (Ann) | 6.99% | 19.78% |
| Sharpe Ratio | -0.39 | 1.66 |
| Daily Std Dev | 12.92% | 15.15% |
| Max Drawdown | -68.23% | -77.85% |
| Current Drawdown | -6.71% | -4.02% |
Fundamentals
| KO | WM | |
|---|---|---|
| Market Cap | $263.76B | $85.60B |
| EPS | $2.47 | $5.67 |
| PE Ratio | 24.77 | 37.59 |
| PEG Ratio | 3.08 | 2.95 |
| Revenue (TTM) | $45.75B | $20.43B |
| Gross Profit (TTM) | $25.00B | $7.40B |
| EBITDA (TTM) | $14.44B | $5.89B |
Correlation
The correlation between KO and WM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
KO vs. WM - Performance Comparison
In the year-to-date period, KO achieves a -0.55% return, which is significantly lower than WM's 15.07% return. Over the past 10 years, KO has underperformed WM with an annualized return of 6.99%, while WM has yielded a comparatively higher 19.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KO vs. WM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Waste Management, Inc. (WM). 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.
Dividends
KO vs. WM - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 3.21%, more than WM's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 3.21% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
WM Waste Management, Inc. | 1.39% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
Drawdowns
KO vs. WM - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for KO and WM. For additional features, visit the drawdowns tool.
Volatility
KO vs. WM - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 3.12% compared to Waste Management, Inc. (WM) at 2.68%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.