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KOF vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOF vs. XLF - 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 Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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KOF vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOF
Coca-Cola FEMSA, S.A.B. de C.V.
3.00%27.03%-14.60%45.09%29.83%24.85%-19.17%2.46%-9.99%12.36%
XLF
Financial Select Sector SPDR Fund
-9.40%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, KOF achieves a 3.00% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, KOF has underperformed XLF with an annualized return of 5.42%, while XLF has yielded a comparatively higher 12.44% annualized return.


KOF

1D
1.92%
1M
-12.24%
YTD
3.00%
6M
20.16%
1Y
11.63%
3Y*
11.00%
5Y*
21.06%
10Y*
5.42%

XLF

1D
2.09%
1M
-3.51%
YTD
-9.40%
6M
-7.56%
1Y
0.65%
3Y*
17.25%
5Y*
9.34%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KOF vs. XLF — Risk / Return Rank

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

KOF
KOF Risk / Return Rank: 5353
Overall Rank
KOF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
KOF Sortino Ratio Rank: 5151
Sortino Ratio Rank
KOF Omega Ratio Rank: 4949
Omega Ratio Rank
KOF Calmar Ratio Rank: 5656
Calmar Ratio Rank
KOF Martin Ratio Rank: 5454
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KOF vs. XLF - 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 Financial Select Sector SPDR Fund (XLF). 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.


KOFXLFDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.03

+0.41

Sortino ratio

Return per unit of downside risk

0.79

0.18

+0.62

Omega ratio

Gain probability vs. loss probability

1.09

1.02

+0.07

Calmar ratio

Return relative to maximum drawdown

0.57

0.13

+0.45

Martin ratio

Return relative to average drawdown

1.12

0.38

+0.74

KOF vs. XLF - Sharpe Ratio Comparison

The current KOF Sharpe Ratio is 0.44, which is higher than the XLF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of KOF and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOFXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.03

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.50

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.56

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.20

+0.12

Correlation

The correlation between KOF and XLF is 0.34, 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.


Dividends

KOF vs. XLF - Dividend Comparison

KOF's dividend yield for the trailing twelve months is around 3.97%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
KOF
Coca-Cola FEMSA, S.A.B. de C.V.
3.97%4.09%4.20%3.37%3.99%4.59%5.22%2.75%2.95%2.52%2.84%2.74%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

KOF vs. XLF - Drawdown Comparison

The maximum KOF drawdown since its inception was -74.81%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for KOF and XLF.


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Drawdown Indicators


KOFXLFDifference

Max Drawdown

Largest peak-to-trough decline

-74.81%

-82.69%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-14.79%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-25.81%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-55.04%

-42.86%

-12.18%

Current Drawdown

Current decline from peak

-14.84%

-12.01%

-2.83%

Average Drawdown

Average peak-to-trough decline

-29.15%

-20.10%

-9.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

4.90%

+4.36%

Volatility

KOF vs. XLF - Volatility Comparison

Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 8.27% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that KOF's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOFXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

4.75%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

11.45%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

26.45%

19.29%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

18.69%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.94%

22.19%

+3.75%