KOF vs. EWW
Compare and contrast key facts about Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and iShares MSCI Mexico ETF (EWW).
EWW is a passively managed fund by iShares that tracks the performance of the MSCI Mexico IMI 25/50 Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOF or EWW.
Key characteristics
| KOF | EWW | |
|---|---|---|
| YTD Return | -15.00% | -25.07% |
| 1Y Return | -5.40% | -15.99% |
| 3Y Return (Ann) | 18.01% | 3.84% |
| 5Y Return (Ann) | 10.59% | 4.78% |
| 10Y Return (Ann) | 0.93% | -0.43% |
| Sharpe Ratio | -0.13 | -0.50 |
| Sortino Ratio | -0.01 | -0.54 |
| Omega Ratio | 1.00 | 0.93 |
| Calmar Ratio | -0.10 | -0.44 |
| Martin Ratio | -0.33 | -0.84 |
| Ulcer Index | 10.20% | 14.82% |
| Daily Std Dev | 25.36% | 24.69% |
| Max Drawdown | -74.79% | -64.95% |
| Current Drawdown | -35.62% | -27.96% |
Correlation
The correlation between KOF and EWW is 0.55, 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
KOF vs. EWW - Performance Comparison
In the year-to-date period, KOF achieves a -15.00% return, which is significantly higher than EWW's -25.07% return. Over the past 10 years, KOF has outperformed EWW with an annualized return of 0.93%, while EWW has yielded a comparatively lower -0.43% 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
KOF vs. EWW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and iShares MSCI Mexico ETF (EWW). 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
KOF vs. EWW - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.23%, more than EWW's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.23% | 3.37% | 3.99% | 4.59% | 4.62% | 2.74% | 2.88% | 2.54% | 2.93% | 2.79% | 2.53% | 1.87% |
EWW iShares MSCI Mexico ETF | 2.98% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% | 1.23% | 1.96% |
Drawdowns
KOF vs. EWW - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.79%, which is greater than EWW's maximum drawdown of -64.95%. Use the drawdown chart below to compare losses from any high point for KOF and EWW. For additional features, visit the drawdowns tool.
Volatility
KOF vs. EWW - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and iShares MSCI Mexico ETF (EWW) have volatilities of 5.59% and 5.61%, 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.