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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 19.04% return, which is significantly higher than XAUUSD=X's -6.98% return. Over the past 10 years, KO has underperformed XAUUSD=X with an annualized return of 9.37%, while XAUUSD=X has yielded a comparatively higher 11.77% annualized return.


KO

1D
0.69%
1M
3.44%
6M
18.14%
YTD
19.04%
1Y
20.90%
3Y*
12.83%
5Y*
10.98%
10Y*
9.37%
ALL TIME*
12.17%

XAUUSD=X

1D
-0.13%
1M
-3.24%
6M
-13.90%
YTD
-6.98%
1Y
19.97%
3Y*
27.03%
5Y*
17.41%
10Y*
11.77%
ALL TIME*
10.07%
*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
19.04%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
-6.98%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 -0.01, 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

-0.01

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

0.04

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

0.06

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 20, 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: 8080
Overall Rank
KO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7777
Sortino Ratio Rank
KO Omega Ratio Rank: 7474
Omega Ratio Rank
KO Calmar Ratio Rank: 8585
Calmar Ratio Rank
KO Martin Ratio Rank: 8282
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 7979
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 7777
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8383
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7878
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7676
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.

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.


KOXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

2.67

0.60

+2.07

Martin ratioReturn relative to average drawdown

5.83

1.38

+4.45

KO vs. XAUUSD=X - Sharpe Ratio Comparison

The current KO Sharpe Ratio is 1.17, which is higher than the XAUUSD=X Sharpe Ratio of 0.66. 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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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

-7.87%

-26.61%

+18.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-26.61%

+10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-26.61%

+9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-26.61%

-10.38%

Current Drawdown

Current decline from peak

-3.30%

-25.79%

+22.49%

Average Drawdown

Average peak-to-trough decline

-16.07%

-16.58%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

12.75%

-9.16%

Volatility

KO vs. XAUUSD=X - Volatility Comparison

The Coca-Cola Company (KO) has a higher volatility of 7.83% compared to Gold Spot Price US Dollar (XAUUSD=X) at 5.29%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier than XAUUSD=X based on this measure. 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

7.83%

5.29%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

17.01%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

24.04%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

16.90%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

15.22%

+3.15%

Frequently Asked Questions


KO and XAUUSD=X have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KO has higher volatility (7.83%) compared to XAUUSD=X (5.29%). In terms of maximum drawdown, KO dropped -68.23% vs XAUUSD=X's -44.69%.

KO currently has the higher Sharpe Ratio (1.17 vs 0.66), 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.

Portfolio Optimizer

Find the right allocation for KO and XAUUSD=X

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