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KO vs. XAUUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

KO vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Coca-Cola Company (KO) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KO achieves a 14.56% return, which is significantly higher than XAUUSD=X's -0.01% return. Over the past 10 years, KO has underperformed XAUUSD=X with an annualized return of 8.99%, while XAUUSD=X has yielded a comparatively higher 13.00% 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%

XAUUSD=X

1D
0.23%
1M
-8.35%
YTD
-0.01%
6M
3.14%
1Y
30.53%
3Y*
30.15%
5Y*
18.02%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KO vs. XAUUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XAUUSD=X
Gold Spot Price US Dollar
-0.01%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%13.14%

Correlation

The correlation between KO and XAUUSD=X is 0.03, 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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.05

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Return for Risk

KO vs. XAUUSD=X — Risk / Return Rank

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

KO
KO Risk / Return Rank: 6969
Overall Rank
KO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KO Sortino Ratio Rank: 6666
Sortino Ratio Rank
KO Omega Ratio Rank: 6161
Omega Ratio Rank
KO Calmar Ratio Rank: 7474
Calmar Ratio Rank
KO Martin Ratio Rank: 7171
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 8181
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 8383
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KO vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) and Gold Spot Price US Dollar (XAUUSD=X). 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.


KOXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.87

1.18

+0.70

Martin ratioReturn relative to average drawdown

3.66

2.95

+0.70

KO vs. XAUUSD=X - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 0.90, which is comparable to the XAUUSD=X Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of KO and XAUUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KOXAUUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.05

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.97

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.80

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Drawdowns

KO vs. XAUUSD=X - Drawdown Comparison

The maximum KO drawdown since its inception was -68.23%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for KO and XAUUSD=X.


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Drawdown Indicators


KOXAUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-68.23%

-44.69%

-23.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-20.42%

+12.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-20.42%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-20.81%

+3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-21.35%

-15.64%

Current Drawdown

Current decline from peak

-2.91%

-20.24%

+17.33%

Average Drawdown

Average peak-to-trough decline

-16.09%

-16.43%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

8.95%

-4.92%

Volatility

KO vs. XAUUSD=X - Volatility Comparison

The Coca-Cola Company (KO) and Gold Spot Price US Dollar (XAUUSD=X) have volatilities of 5.81% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOXAUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

5.62%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

21.62%

-9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

22.86%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

16.58%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

15.10%

+3.11%

Frequently Asked Questions


KO and XAUUSD=X have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KO has higher volatility (5.81%) compared to XAUUSD=X (5.62%). In terms of maximum drawdown, KO dropped -68.23% vs XAUUSD=X's -44.69%.

XAUUSD=X currently has the higher Sharpe Ratio (1.05 vs 0.90), 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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