KOF vs. KO
KOF (Coca-Cola FEMSA, S.A.B. de C.V.) and KO (The Coca-Cola Company) are both stocks. Both operate in the Beverages - Non-Alcoholic industry within the Consumer Defensive sector. Over the past 10 years, KOF returned 7.84%/yr vs 10.56%/yr for KO. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
KOF vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, KOF achieves a 15.43% return, which is significantly lower than KO's 25.91% return. Over the past 10 years, KOF has underperformed KO with an annualized return of 7.84%, while KO has yielded a comparatively higher 10.56% annualized return.
KOF
- 1D
- -1.16%
- 1M
- 0.74%
- 6M
- 3.90%
- YTD
- 15.43%
- 1Y
- 34.13%
- 3Y*
- 14.29%
- 5Y*
- 18.41%
- 10Y*
- 7.84%
- ALL TIME*
- 10.63%
KO
- 1D
- -0.83%
- 1M
- 3.23%
- 6M
- 16.85%
- YTD
- 25.91%
- 1Y
- 29.71%
- 3Y*
- 16.05%
- 5Y*
- 12.41%
- 10Y*
- 10.56%
- ALL TIME*
- 12.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.57B | $1.49B | $1.47B | |
| $16.14M | $15.93M | $14.48M |
KOF vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 15.43% | 27.03% | -14.60% | 45.09% | 29.83% | 24.85% | -19.17% | 2.46% | -9.99% | 12.36% |
KO The Coca-Cola Company | 25.91% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between KOF and KO is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 1993 | 0.27 |
The correlation between KOF and KO shifts across timeframes, from 0.21 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
KOF:
$22.48B
KO:
$373.71B
KOF:
MX$18.77
KO:
$3.32
KOF:
98.74
KO:
26.17
KOF:
5.57
KO:
3.16
KOF:
7.45
KO:
7.47
KOF:
21.85
KO:
10.36
KOF:
MX$223.38B
KO:
$50.13B
KOF:
MX$103.57B
KO:
$31.02B
KOF:
MX$41.28B
KO:
$19.57B
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Return for Risk
KOF vs. KO — Risk / Return Rank
KOF
KO
KOF vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and The Coca-Cola Company (KO). 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.
| KOF | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.79 | -1.90 |
| Martin ratioReturn relative to average drawdown | 5.43 | 8.26 | -2.83 |
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Drawdowns
KOF vs. KO - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.81%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for KOF and KO.
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Drawdown Indicators
| KOF | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.81% | -68.23% | -6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -7.87% | -10.26% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -15.50% | -9.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -17.27% | -7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -55.04% | -36.99% | -18.05% |
Current DrawdownCurrent decline from peak | -4.56% | -2.49% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -28.92% | -16.06% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 3.61% | +2.69% |
Volatility
KOF vs. KO - Volatility Comparison
The current volatility for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) is 8.12%, while The Coca-Cola Company (KO) has a volatility of 8.55%. This indicates that KOF experiences smaller price fluctuations and is considered to be less risky than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOF | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 8.55% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 19.09% | 14.99% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.37% | 18.62% | +6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 16.65% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.86% | 18.43% | +7.43% |
Dividends
KOF vs. KO - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.93%, more than KO's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.39% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.93% | 4.09% | 4.20% | 3.37% | 3.99% | 4.59% | 5.22% | 2.75% | 2.95% | 2.52% | 2.84% | 2.74% |
Financials
KOF vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Coca-Cola FEMSA, S.A.B. de C.V. and The Coca-Cola 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
KOF vs. KO - Profitability Comparison
KOF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a gross profit of 35.94B and revenue of 76.32B. Therefore, the gross margin over that period was 47.1%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a gross profit of 8.42B and revenue of 13.38B. Therefore, the gross margin over that period was 62.9%.
KOF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported an operating income of 10.53B and revenue of 76.32B, resulting in an operating margin of 13.8%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported an operating income of 4.67B and revenue of 13.38B, resulting in an operating margin of 34.9%.
KOF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a net income of 6.21B and revenue of 76.32B, resulting in a net margin of 8.1%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a net income of 4.43B and revenue of 13.38B, resulting in a net margin of 33.1%.
Frequently Asked Questions
KOF and KO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (8.55%) compared to KOF (8.12%). In terms of maximum drawdown, KOF dropped -74.81% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.61 vs 1.35), 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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