KOF vs. KO
Compare and contrast key facts about Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOF or KO.
Key characteristics
| KOF | KO | |
|---|---|---|
| YTD Return | -15.86% | 8.56% |
| 1Y Return | -5.32% | 12.72% |
| 3Y Return (Ann) | 18.13% | 6.56% |
| 5Y Return (Ann) | 10.36% | 6.77% |
| 10Y Return (Ann) | 0.63% | 7.20% |
| Sharpe Ratio | -0.25 | 1.04 |
| Sortino Ratio | -0.19 | 1.53 |
| Omega Ratio | 0.98 | 1.19 |
| Calmar Ratio | -0.18 | 0.94 |
| Martin Ratio | -0.62 | 3.98 |
| Ulcer Index | 10.29% | 3.25% |
| Daily Std Dev | 25.29% | 12.44% |
| Max Drawdown | -74.79% | -40.60% |
| Current Drawdown | -36.27% | -13.74% |
Fundamentals
| KOF | KO | |
|---|---|---|
| Market Cap | $17.79B | $272.94B |
| EPS | $1.09 | $2.40 |
| PE Ratio | 73.81 | 26.33 |
| PEG Ratio | 10.60 | 2.67 |
| Total Revenue (TTM) | $268.94B | $46.37B |
| Gross Profit (TTM) | $122.96B | $28.02B |
| EBITDA (TTM) | $50.90B | $11.65B |
Correlation
The correlation between KOF and KO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
KOF vs. KO - Performance Comparison
In the year-to-date period, KOF achieves a -15.86% return, which is significantly lower than KO's 8.56% return. Over the past 10 years, KOF has underperformed KO with an annualized return of 0.63%, while KO has yielded a comparatively higher 7.20% 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. KO - 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 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.
Dividends
KOF vs. KO - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.27%, more than KO's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.27% | 3.37% | 3.99% | 4.59% | 4.62% | 2.74% | 2.88% | 2.54% | 2.93% | 2.79% | 2.53% | 1.87% |
KO The Coca-Cola Company | 3.06% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
KOF vs. KO - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.79%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for KOF and KO. For additional features, visit the drawdowns tool.
Volatility
KOF vs. KO - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 5.49% compared to The Coca-Cola Company (KO) at 4.00%. 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.
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