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 7.21%/yr vs 9.11%/yr for KO. At a 0.27 correlation, their price movements are largely independent.
Performance
KOF vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, KOF achieves a 14.84% return, which is significantly higher than KO's 13.43% return. Over the past 10 years, KOF has underperformed KO with an annualized return of 7.21%, while KO has yielded a comparatively higher 9.11% annualized return.
KOF
- 1D
- -1.04%
- 1M
- 6.35%
- YTD
- 14.84%
- 6M
- 22.36%
- 1Y
- 15.53%
- 3Y*
- 12.85%
- 5Y*
- 21.49%
- 10Y*
- 7.21%
KO
- 1D
- 0.45%
- 1M
- 0.73%
- YTD
- 13.43%
- 6M
- 11.99%
- 1Y
- 13.89%
- 3Y*
- 12.09%
- 5Y*
- 10.20%
- 10Y*
- 9.11%
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. | 14.84% | 27.03% | -14.60% | 45.09% | 29.83% | 24.85% | -19.17% | 2.46% | -9.99% | 12.36% |
KO The Coca-Cola Company | 13.43% | 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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 1993 | 0.27 |
Fundamentals
KOF:
$180.89B
KO:
$339.77B
KOF:
$43.46
KO:
$3.18
KOF:
2.48
KO:
24.80
KOF:
0.19
KO:
6.89
KOF:
1.31
KO:
10.10
KOF:
$293.49B
KO:
$49.28B
KOF:
$135.01B
KO:
$30.43B
KOF:
$41.79B
KO:
$18.35B
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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.
| KOF | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.77 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.59 | 3.48 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KOF | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.88 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.64 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.50 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.53 | -0.21 |
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% | -7.89% | -10.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -16.26% | -8.24% |
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 | -5.05% | -3.86% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -29.03% | -16.09% | -12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 4.00% | +5.78% |
Volatility
KOF vs. KO - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 6.91% compared to The Coca-Cola Company (KO) at 4.16%. This indicates that KOF's price experiences larger fluctuations and is considered to be riskier 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 | 6.91% | 4.16% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 11.79% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.60% | 15.86% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 16.00% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.97% | 18.16% | +7.81% |
Dividends
KOF vs. KO - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.78%, more than KO's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.62% | 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. | 3.78% | 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 Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a gross profit of 33.26B and revenue of 70.93B. Therefore, the gross margin over that period was 46.9%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
KOF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported an operating income of 9.03B and revenue of 70.93B, resulting in an operating margin of 12.7%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
KOF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a net income of 4.34B and revenue of 70.93B, resulting in a net margin of 6.1%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
KOF and KO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KOF has higher volatility (6.91%) compared to KO (4.16%). In terms of maximum drawdown, KOF dropped -74.81% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (0.88 vs 0.61), 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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