KOF vs. SPY
Compare and contrast key facts about Coca-Cola FEMSA, S.A.B. de C.V. (KOF) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOF or SPY.
Key characteristics
| KOF | SPY | |
|---|---|---|
| YTD Return | -15.00% | 26.83% |
| 1Y Return | -5.40% | 34.88% |
| 3Y Return (Ann) | 18.01% | 10.16% |
| 5Y Return (Ann) | 10.59% | 15.71% |
| 10Y Return (Ann) | 0.93% | 13.33% |
| Sharpe Ratio | -0.13 | 3.08 |
| Sortino Ratio | -0.01 | 4.10 |
| Omega Ratio | 1.00 | 1.58 |
| Calmar Ratio | -0.10 | 4.46 |
| Martin Ratio | -0.33 | 20.22 |
| Ulcer Index | 10.20% | 1.85% |
| Daily Std Dev | 25.36% | 12.18% |
| Max Drawdown | -74.79% | -55.19% |
| Current Drawdown | -35.62% | -0.26% |
Correlation
The correlation between KOF and SPY is 0.39, 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. SPY - Performance Comparison
In the year-to-date period, KOF achieves a -15.00% return, which is significantly lower than SPY's 26.83% return. Over the past 10 years, KOF has underperformed SPY with an annualized return of 0.93%, while SPY has yielded a comparatively higher 13.33% 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. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.23%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.23% | 3.37% | 3.99% | 4.59% | 4.62% | 2.74% | 2.88% | 2.54% | 2.93% | 2.79% | 2.53% | 1.87% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
KOF vs. SPY - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KOF and SPY. For additional features, visit the drawdowns tool.
Volatility
KOF vs. SPY - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 5.59% compared to SPDR S&P 500 ETF (SPY) at 3.77%. This indicates that KOF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.