KOF vs. WMT
KOF (Coca-Cola FEMSA, S.A.B. de C.V.) and WMT (Walmart Inc.) are both stocks. Both are in the Consumer Defensive sector — KOF in Beverages - Non-Alcoholic, WMT in Discount Stores. Over the past 10 years, KOF returned 7.21%/yr vs 19.37%/yr for WMT. At a 0.17 correlation, their price movements are largely independent.
Performance
KOF vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, KOF achieves a 14.84% return, which is significantly higher than WMT's 5.33% return. Over the past 10 years, KOF has underperformed WMT with an annualized return of 7.21%, while WMT has yielded a comparatively higher 19.37% annualized return.
KOF
- 1D
- -1.04%
- 1M
- 6.35%
- YTD
- 14.84%
- 6M
- 22.36%
- 1Y
- 15.53%
- 3Y*
- 12.85%
- 5Y*
- 21.49%
- 10Y*
- 7.21%
WMT
- 1D
- 3.39%
- 1M
- -10.14%
- YTD
- 5.33%
- 6M
- 2.78%
- 1Y
- 17.89%
- 3Y*
- 34.52%
- 5Y*
- 21.38%
- 10Y*
- 19.37%
KOF vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 14.84% | 27.03% | -14.60% | 45.09% | 29.83% | 24.85% | -19.17% | 2.46% | -9.99% | 12.36% |
WMT Walmart Inc. | 5.33% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between KOF and WMT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 1993 | 0.17 |
Fundamentals
KOF:
$180.89B
WMT:
$935.00B
KOF:
$43.46
WMT:
$2.88
KOF:
2.48
WMT:
40.60
KOF:
0.19
WMT:
1.29
KOF:
1.31
WMT:
9.91
KOF:
$293.49B
WMT:
$725.31B
KOF:
$135.01B
WMT:
$181.16B
KOF:
$41.79B
WMT:
$44.32B
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Return for Risk
KOF vs. WMT — Risk / Return Rank
KOF
WMT
KOF vs. WMT - 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 Walmart Inc. (WMT). 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.
| KOF | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.14 | -0.28 |
| Martin ratioReturn relative to average drawdown | 1.59 | 3.84 | -2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KOF | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.76 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.99 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.89 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.64 | -0.31 |
Drawdowns
KOF vs. WMT - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.81%, roughly equal to the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for KOF and WMT.
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Drawdown Indicators
| KOF | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.81% | -77.14% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -15.75% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -21.93% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -25.74% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -55.04% | -25.74% | -29.30% |
Current DrawdownCurrent decline from peak | -5.05% | -12.90% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -29.03% | -14.63% | -14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 4.74% | +5.04% |
Volatility
KOF vs. WMT - Volatility Comparison
The current volatility for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) is 6.91%, while Walmart Inc. (WMT) has a volatility of 10.05%. This indicates that KOF experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOF | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 10.05% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 18.63% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.60% | 23.70% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 21.68% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.97% | 21.72% | +4.25% |
Dividends
KOF vs. WMT - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.78%, more than WMT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.78% | 4.09% | 4.20% | 3.37% | 3.99% | 4.59% | 5.22% | 2.75% | 2.95% | 2.52% | 2.84% | 2.74% |
WMT Walmart Inc. | 0.83% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
KOF vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Coca-Cola FEMSA, S.A.B. de C.V. and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
KOF vs. WMT - Profitability Comparison
KOF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a gross profit of 33.26B and revenue of 70.93B. Therefore, the gross margin over that period was 46.9%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
KOF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported an operating income of 9.03B and revenue of 70.93B, resulting in an operating margin of 12.7%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
KOF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coca-Cola FEMSA, S.A.B. de C.V. reported a net income of 4.34B and revenue of 70.93B, resulting in a net margin of 6.1%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
KOF and WMT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (10.05%) compared to KOF (6.91%). In terms of maximum drawdown, KOF dropped -74.81% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.76 vs 0.61), 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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