MCO vs. KO
MCO (Moody's Corporation) and KO (The Coca-Cola Company) are both stocks. MCO operates in Financial Data & Stock Exchanges (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, MCO returned 18.07%/yr vs 9.48%/yr for KO. At a 0.33 correlation, their price movements are largely independent.
Performance
MCO vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -12.04% return, which is significantly lower than KO's 15.28% return. Over the past 10 years, MCO has outperformed KO with an annualized return of 18.07%, while KO has yielded a comparatively lower 9.48% annualized return.
MCO
- 1D
- -0.74%
- 1M
- -0.40%
- YTD
- -12.04%
- 6M
- -11.83%
- 1Y
- -4.03%
- 3Y*
- 10.77%
- 5Y*
- 5.52%
- 10Y*
- 18.07%
KO
- 1D
- 0.18%
- 1M
- -1.76%
- YTD
- 15.28%
- 6M
- 14.79%
- 1Y
- 18.80%
- 3Y*
- 12.38%
- 5Y*
- 11.25%
- 10Y*
- 9.48%
MCO vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -12.04% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
KO The Coca-Cola Company | 15.28% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between MCO and KO is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.33 |
Over the past year, the correlation between MCO and KO has dropped to 0.01 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
MCO:
$79.31B
KO:
$343.09B
MCO:
$13.92
KO:
$3.18
MCO:
32.12
KO:
25.04
MCO:
4.19
KO:
3.02
MCO:
10.18
KO:
6.96
MCO:
26.49
KO:
10.20
MCO:
$7.87B
KO:
$49.28B
MCO:
$5.49B
KO:
$30.43B
MCO:
$3.95B
KO:
$18.35B
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Return for Risk
MCO vs. KO — Risk / Return Rank
MCO
KO
MCO vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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.
| MCO | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.40 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.36 | 4.77 | -5.13 |
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Drawdowns
MCO vs. KO - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for MCO and KO.
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Drawdown Indicators
| MCO | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -68.23% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -7.87% | -15.74% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -16.26% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -17.27% | -24.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -36.99% | -5.03% |
Current DrawdownCurrent decline from peak | -16.72% | -4.24% | -12.48% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -16.08% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.20% | 3.95% | +7.25% |
Volatility
MCO vs. KO - Volatility Comparison
Moody's Corporation (MCO) and The Coca-Cola Company (KO) have volatilities of 6.89% and 6.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 6.87% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.33% | 12.72% | +9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.73% | 16.75% | +9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 16.16% | +10.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 18.25% | +9.61% |
Dividends
MCO vs. KO - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.88%, less than KO's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.62% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation 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
MCO vs. KO - Profitability Comparison
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
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%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
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%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
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
MCO and KO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (6.89%) compared to KO (6.87%). In terms of maximum drawdown, MCO dropped -78.72% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.13 vs -0.15), 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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