KOF vs. KORU

Last updated Jul 14, 2026

KOF (Coca-Cola FEMSA, S.A.B. de C.V.) is a stock, while KORU (Direxion Daily MSCI South Korea Bull 3X Shares) is South Korea Equities fund tracking the MSCI Korea 25/50 Index. Over the past 10 years, KOF returned 6.66%/yr vs 6.31%/yr for KORU. At a 0.35 correlation, their price movements are largely independent.

Performance

KOF vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and Direxion Daily MSCI South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOF achieves a 11.61% return, which is significantly lower than KORU's 130.89% return. Over the past 10 years, KOF has outperformed KORU with an annualized return of 6.66%, while KORU has yielded a comparatively lower 6.31% annualized return.

KOF

• 1D: 0.37%
• 1M: -4.01%
• 6M: 6.49%
• YTD: 11.61%
• 1Y: 22.17%
• 3Y*: 11.49%
• 5Y*: 19.52%
• 10Y*: 6.66%

KORU

• 1D: -24.74%
• 1M: -49.18%
• 6M: 66.57%
• YTD: 130.89%
• 1Y: 413.07%
• 3Y*: 60.31%
• 5Y*: 1.85%
• 10Y*: 6.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOF vs. KORU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KOF Coca-Cola FEMSA, S.A.B. de C.V.	11.61%	27.03%	-14.60%	45.09%	29.83%	24.85%	-19.17%	2.46%	-9.99%	12.36%
KORU Direxion Daily MSCI South Korea Bull 3X Shares	130.89%	432.73%	-62.18%	28.61%	-70.16%	-33.86%	48.78%	5.47%	-59.89%	167.08%

Correlation

The correlation between KOF and KORU is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013	0.35

The correlation between KOF and KORU shifts across timeframes, from 0.18 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KOF vs. KORU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KOF

KOF Risk / Return Rank: 70
KOF Sharpe Ratio Rank: 73
KOF Sortino Ratio Rank: 69
KOF Omega Ratio Rank: 65
KOF Calmar Ratio Rank: 70
KOF Martin Ratio Rank: 72

KORU

KORU Risk / Return Rank: 89
KORU Sharpe Ratio Rank: 94
KORU Sortino Ratio Rank: 79
KORU Omega Ratio Rank: 85
KORU Calmar Ratio Rank: 95
KORU Martin Ratio Rank: 92

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.

KOF vs. KORU - 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 Direxion Daily MSCI South Korea Bull 3X Shares (KORU). 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	KORU	Difference
Sharpe ratio: Return per unit of total volatility	0.89	2.78	-1.88
Sortino ratio: Return per unit of downside risk	1.43	2.78	-1.35
Omega ratio: Gain probability vs. loss probability	1.17	1.40	-0.24
Calmar ratio: Return relative to maximum drawdown	1.23	6.23	-5.00
Martin ratio: Return relative to average drawdown	3.14	17.42	-14.28

KOF vs. KORU - Sharpe Ratio Comparison

The current KOF Sharpe Ratio is 0.89, which is lower than the KORU Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of KOF and KORU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KOF vs. KORU - Drawdown Comparison

The maximum KOF drawdown since its inception was -74.81%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for KOF and KORU.

Drawdown Indicators

	KOF	KORU	Difference
Max Drawdown Largest peak-to-trough decline	-74.81%	-95.79%	+20.98%
Max Drawdown (1Y) Largest decline over 1 year	-18.13%	-66.86%	+48.73%
Max Drawdown (3Y) Largest decline over 3 years	-24.50%	-73.34%	+48.84%
Max Drawdown (5Y) Largest decline over 5 years	-24.50%	-92.82%	+68.32%
Max Drawdown (10Y) Largest decline over 10 years	-55.04%	-95.79%	+40.75%
Current Drawdown Current decline from peak	-7.72%	-66.86%	+59.14%
Average Drawdown Average peak-to-trough decline	-28.96%	-57.39%	+28.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.07%	23.85%	-16.78%

Volatility

KOF vs. KORU - Volatility Comparison

The current volatility for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) is 6.86%, while Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a volatility of 78.13%. This indicates that KOF experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOF	KORU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.86%	78.13%	-71.27%
Volatility (6M) Calculated over the trailing 6-month period	18.80%	145.83%	-127.03%
Volatility (1Y) Calculated over the trailing 1-year period	24.93%	150.12%	-125.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.36%	93.49%	-69.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.86%	84.08%	-58.22%

Dividends

KOF vs. KORU - Dividend Comparison

KOF's dividend yield for the trailing twelve months is around 5.02%, more than KORU's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KOF Coca-Cola FEMSA, S.A.B. de C.V.	5.02%	4.09%	4.20%	3.37%	3.99%	4.59%	5.22%	2.75%	2.95%	2.52%	2.84%	2.74%
KORU Direxion Daily MSCI South Korea Bull 3X Shares	0.38%	0.89%	4.10%	2.55%	0.48%	0.76%	0.01%	0.93%	1.40%	3.59%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KOF and KORU in my portfolio?

KOF and KORU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOF or KORU?

KORU has higher volatility (78.13%) compared to KOF (6.86%). In terms of maximum drawdown, KOF dropped -74.81% vs KORU's -95.79%.

Which has better risk-adjusted returns?

KORU currently has the higher Sharpe Ratio (2.78 vs 0.89), 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.