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.
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.
Performance
KOF vs. SPY - Performance Comparison
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Key characteristics
KOF:
0.16
SPY:
0.70
KOF:
0.43
SPY:
1.02
KOF:
1.05
SPY:
1.15
KOF:
0.12
SPY:
0.68
KOF:
0.48
SPY:
2.57
KOF:
9.49%
SPY:
4.93%
KOF:
25.93%
SPY:
20.42%
KOF:
-74.79%
SPY:
-55.19%
KOF:
-20.37%
SPY:
-3.55%
Returns By Period
In the year-to-date period, KOF achieves a 23.10% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, KOF has underperformed SPY with an annualized return of 5.07%, while SPY has yielded a comparatively higher 12.73% annualized return.
KOF
23.10%
2.15%
21.50%
5.22%
21.07%
21.81%
5.07%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
KOF vs. SPY — Risk-Adjusted Performance Rank
KOF
SPY
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.
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Dividends
KOF vs. SPY - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.44%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.44% | 4.21% | 3.37% | 3.99% | 4.59% | 4.62% | 2.74% | 2.88% | 2.54% | 2.93% | 2.79% | 2.53% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
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Volatility
KOF vs. SPY - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 6.14% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.
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