LI vs. KO
LI (Li Auto Inc.) and KO (The Coca-Cola Company) are both stocks. LI operates in Auto Manufacturers (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 5 years, LI returned -12.64%/yr vs 11.29%/yr for KO. At a 0.03 correlation, their price movements are largely independent.
Performance
LI vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -15.53% return, which is significantly lower than KO's 18.99% return.
LI
- 1D
- 3.77%
- 1M
- -28.57%
- YTD
- -15.53%
- 6M
- -16.28%
- 1Y
- -50.47%
- 3Y*
- -23.14%
- 5Y*
- -12.64%
- 10Y*
- —
KO
- 1D
- 0.11%
- 1M
- 2.94%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 17.68%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
LI vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -15.53% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 16.03% |
Correlation
The correlation between LI and KO is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.03 |
Fundamentals
LI:
$14.50B
KO:
$356.42B
LI:
-CN¥1.74
KO:
$3.18
LI:
0.92
KO:
7.23
LI:
1.41
KO:
10.60
LI:
CN¥108.98B
KO:
$49.28B
LI:
CN¥17.42B
KO:
$30.43B
LI:
-CN¥2.83B
KO:
$18.35B
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Return for Risk
LI vs. KO — Risk / Return Rank
LI
KO
LI vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and The Coca-Cola Company (KO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LI | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.19 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.26 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.35 | 4.51 | -5.86 |
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Drawdowns
LI vs. KO - Drawdown Comparison
The maximum LI drawdown since its inception was -70.65%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for LI and KO.
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Drawdown Indicators
| LI | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.65% | -68.23% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -56.95% | -7.87% | -49.08% |
Max Drawdown (3Y)Largest decline over 3 years | -70.65% | -16.26% | -54.39% |
Max Drawdown (5Y)Largest decline over 5 years | -70.65% | -17.27% | -53.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.99% | — |
Current DrawdownCurrent decline from peak | -69.35% | -1.16% | -68.19% |
Average DrawdownAverage peak-to-trough decline | -39.93% | -16.09% | -23.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.41% | 3.98% | +33.43% |
Volatility
LI vs. KO - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 15.12% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that LI's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LI | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 6.70% | +8.42% |
Volatility (6M)Calculated over the trailing 6-month period | 28.81% | 12.87% | +15.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.30% | 16.73% | +23.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.52% | 16.18% | +47.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.32% | 18.24% | +50.08% |
Dividends
LI vs. KO - Dividend Comparison
LI has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
LI Li Auto Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LI vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Li Auto Inc. and The Coca-Cola Company. 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
LI vs. KO - Profitability Comparison
LI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a gross profit of 1.80B and revenue of 22.84B. Therefore, the gross margin over that period was 7.9%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
LI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported an operating income of -2.95B and revenue of 22.84B, resulting in an operating margin of -12.9%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
LI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a net income of -2.28B and revenue of 22.84B, resulting in a net margin of -10.0%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
LI and KO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (15.12%) compared to KO (6.70%). In terms of maximum drawdown, LI dropped -70.65% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.06 vs -1.26), 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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