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KOF vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOF and SCHD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

KOF vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
65.38%
369.64%
KOF
SCHD

Key characteristics

Sharpe Ratio

KOF:

0.28

SCHD:

0.18

Sortino Ratio

KOF:

0.58

SCHD:

0.35

Omega Ratio

KOF:

1.07

SCHD:

1.05

Calmar Ratio

KOF:

0.19

SCHD:

0.18

Martin Ratio

KOF:

0.50

SCHD:

0.64

Ulcer Index

KOF:

14.29%

SCHD:

4.44%

Daily Std Dev

KOF:

25.73%

SCHD:

15.99%

Max Drawdown

KOF:

-74.79%

SCHD:

-33.37%

Current Drawdown

KOF:

-18.13%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, KOF achieves a 26.57% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, KOF has underperformed SCHD with an annualized return of 5.73%, while SCHD has yielded a comparatively higher 10.43% annualized return.


KOF

YTD

26.57%

1M

6.81%

6M

15.87%

1Y

1.73%

5Y*

24.86%

10Y*

5.73%

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

KOF vs. SCHD — Risk-Adjusted Performance Rank

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

KOF
The Risk-Adjusted Performance Rank of KOF is 5858
Overall Rank
The Sharpe Ratio Rank of KOF is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of KOF is 5454
Sortino Ratio Rank
The Omega Ratio Rank of KOF is 5252
Omega Ratio Rank
The Calmar Ratio Rank of KOF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of KOF is 5959
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KOF vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for KOF, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
KOF: 0.28
SCHD: 0.18
The chart of Sortino ratio for KOF, currently valued at 0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
KOF: 0.58
SCHD: 0.35
The chart of Omega ratio for KOF, currently valued at 1.07, compared to the broader market0.501.001.502.00
KOF: 1.07
SCHD: 1.05
The chart of Calmar ratio for KOF, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
KOF: 0.19
SCHD: 0.18
The chart of Martin ratio for KOF, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.00
KOF: 0.50
SCHD: 0.64

The current KOF Sharpe Ratio is 0.28, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of KOF and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.28
0.18
KOF
SCHD

Dividends

KOF vs. SCHD - Dividend Comparison

KOF's dividend yield for the trailing twelve months is around 3.33%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
KOF
Coca-Cola FEMSA, S.A.B. de C.V.
3.33%4.21%3.37%3.99%4.59%4.62%2.74%2.88%2.54%2.93%2.79%2.53%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

KOF vs. SCHD - Drawdown Comparison

The maximum KOF drawdown since its inception was -74.79%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KOF and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.13%
-11.47%
KOF
SCHD

Volatility

KOF vs. SCHD - Volatility Comparison

The current volatility for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) is 9.67%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that KOF experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.67%
11.20%
KOF
SCHD