KOF vs. QQQ
KOF (Coca-Cola FEMSA, S.A.B. de C.V.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, KOF returned 7.97%/yr vs 20.75%/yr for QQQ. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
KOF vs. QQQ - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with KOF having a 16.80% return and QQQ slightly higher at 17.04%. Over the past 10 years, KOF has underperformed QQQ with an annualized return of 7.97%, while QQQ has yielded a comparatively higher 20.75% annualized return.
KOF
- 1D
- -0.18%
- 1M
- 1.28%
- 6M
- 4.78%
- YTD
- 16.80%
- 1Y
- 36.59%
- 3Y*
- 14.74%
- 5Y*
- 18.54%
- 10Y*
- 7.97%
- ALL TIME*
- 10.67%
QQQ
- 1D
- -0.90%
- 1M
- -0.76%
- 6M
- 18.69%
- YTD
- 17.04%
- 1Y
- 28.64%
- 3Y*
- 25.18%
- 5Y*
- 14.96%
- 10Y*
- 20.75%
- ALL TIME*
- 10.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.49M | $15.98M | $14.53M | |
| $34.07B | $28.96B | $31.85B |
KOF vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 16.80% | 27.03% | -14.60% | 45.09% | 29.83% | 24.85% | -19.17% | 2.46% | -9.99% | 12.36% |
QQQ Invesco QQQ ETF | 17.04% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between KOF and QQQ is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.33 |
The correlation between KOF and QQQ shifts across timeframes, from 0.20 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KOF vs. QQQ — Risk / Return Rank
KOF
QQQ
KOF vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.40 | -0.38 |
| Martin ratioReturn relative to average drawdown | 5.81 | 7.62 | -1.81 |
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Drawdowns
KOF vs. QQQ - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.81%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for KOF and QQQ.
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Drawdown Indicators
| KOF | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.81% | -82.97% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -11.96% | -6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -22.77% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -35.12% | +10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -55.04% | -35.12% | -19.92% |
Current DrawdownCurrent decline from peak | -3.43% | -3.76% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -28.91% | -32.61% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.31% | 3.77% | +2.54% |
Volatility
KOF vs. QQQ - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 7.94% compared to Invesco QQQ ETF (QQQ) at 7.44%. This indicates that KOF's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOF | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 7.44% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 18.96% | 16.38% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.35% | 19.56% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 22.97% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.86% | 22.53% | +3.33% |
Dividends
KOF vs. QQQ - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.89%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.89% | 4.09% | 4.20% | 3.37% | 3.99% | 4.59% | 5.22% | 2.75% | 2.95% | 2.52% | 2.84% | 2.74% |
QQQ Invesco QQQ ETF | 0.42% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
KOF and QQQ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KOF has higher volatility (7.94%) compared to QQQ (7.44%). In terms of maximum drawdown, KOF dropped -74.81% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.47 vs 1.45), 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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