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MKC vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MKC vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McCormick & Company, Incorporated (MKC) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKC achieves a -21.75% return, which is significantly lower than KO's 18.82% return. Over the past 10 years, MKC has underperformed KO with an annualized return of 2.06%, while KO has yielded a comparatively higher 9.35% annualized return.


MKC

1D
0.21%
1M
13.26%
6M
-21.43%
YTD
-21.75%
1Y
-23.61%
3Y*
-13.71%
5Y*
-7.10%
10Y*
2.06%
ALL TIME*
10.93%

KO

1D
-0.18%
1M
3.25%
6M
15.77%
YTD
18.82%
1Y
20.30%
3Y*
12.77%
5Y*
10.97%
10Y*
9.35%
ALL TIME*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKC vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKC
McCormick & Company, Incorporated
-21.75%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%
KO
The Coca-Cola Company
18.82%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between MKC and KO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.34

The correlation between MKC and KO shifts across timeframes, from 0.34 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MKC:

$14.07B

KO:

$352.67B

EPS

MKC:

$6.05

KO:

$3.18

PE Ratio

MKC:

8.66

KO:

25.81

PEG Ratio

MKC:

6.30

KO:

3.11

PS Ratio

MKC:

1.91

KO:

7.17

PB Ratio

MKC:

2.01

KO:

10.51

Total Revenue (TTM)

MKC:

$7.39B

KO:

$49.28B

Gross Profit (TTM)

MKC:

$2.85B

KO:

$30.43B

EBITDA (TTM)

MKC:

$1.37B

KO:

$18.35B

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Return for Risk

MKC vs. KO — Risk / Return Rank

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

MKC
MKC Risk / Return Rank: 1515
Overall Rank
MKC Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 1313
Sortino Ratio Rank
MKC Omega Ratio Rank: 1515
Omega Ratio Rank
MKC Calmar Ratio Rank: 2020
Calmar Ratio Rank
MKC Martin Ratio Rank: 1414
Martin Ratio Rank

KO
KO Risk / Return Rank: 7979
Overall Rank
KO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7777
Sortino Ratio Rank
KO Omega Ratio Rank: 7373
Omega Ratio Rank
KO Calmar Ratio Rank: 8484
Calmar Ratio Rank
KO Martin Ratio Rank: 8282
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.

MKC vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) 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.


MKCKODifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

0.88

1.21

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.66

2.59

-3.25

Martin ratioReturn relative to average drawdown

-1.26

5.67

-6.93

MKC vs. KO - Sharpe Ratio Comparison

The current MKC Sharpe Ratio is -0.80, which is lower than the KO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of MKC and KO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MKC vs. KO - Drawdown Comparison

The maximum MKC drawdown since its inception was -52.02%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for MKC and KO.


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Drawdown Indicators


MKCKODifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-68.23%

+16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-35.93%

-7.87%

-28.06%

Max Drawdown (3Y)

Largest decline over 3 years

-45.65%

-16.26%

-29.39%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-17.27%

-34.75%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

-36.99%

-15.03%

Current Drawdown

Current decline from peak

-44.42%

-3.47%

-40.95%

Average Drawdown

Average peak-to-trough decline

-11.12%

-16.06%

+4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.76%

3.60%

+15.16%

Volatility

MKC vs. KO - Volatility Comparison

McCormick & Company, Incorporated (MKC) has a higher volatility of 11.85% compared to The Coca-Cola Company (KO) at 7.79%. This indicates that MKC'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


MKCKODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

7.79%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

25.45%

14.19%

+11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

29.68%

17.94%

+11.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

16.45%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

18.37%

+6.07%

Dividends

MKC vs. KO - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 3.61%, more than KO's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
KO
The Coca-Cola Company
2.54%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
MKC
McCormick & Company, Incorporated
3.61%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Financials

MKC vs. KO - Financials Comparison

This section allows you to compare key financial metrics between McCormick & Company, Incorporated 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
1.94B
12.47B
(MKC) Total Revenue
(KO) Total Revenue
Values in USD except per share items

MKC vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between McCormick & Company, Incorporated and The Coca-Cola Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20222023202420252026
40.2%
63.0%
Portfolio components
MKC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a gross profit of 778.20M and revenue of 1.94B. Therefore, the gross margin over that period was 40.2%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

MKC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported an operating income of 276.40M and revenue of 1.94B, resulting in an operating margin of 14.3%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

MKC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a net income of 160.20M and revenue of 1.94B, resulting in a net margin of 8.3%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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


MKC and KO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKC has higher volatility (11.85%) compared to KO (7.79%). In terms of maximum drawdown, MKC dropped -52.02% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.14 vs -0.80), 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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