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MSFT vs. COKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSFT vs. COKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and Coca-Cola Consolidated, Inc. (COKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than COKE's 16.99% return. Over the past 10 years, MSFT has underperformed COKE with an annualized return of 24.64%, while COKE has yielded a comparatively higher 31.72% annualized return.


MSFT

1D
-1.18%
1M
-0.60%
YTD
-14.48%
6M
-15.77%
1Y
-11.77%
3Y*
8.85%
5Y*
11.09%
10Y*
24.64%

COKE

1D
-0.61%
1M
2.58%
YTD
16.99%
6M
9.02%
1Y
65.74%
3Y*
40.58%
5Y*
33.34%
10Y*
31.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. COKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation
-14.48%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
COKE
Coca-Cola Consolidated, Inc.
16.99%22.63%38.75%82.92%-17.09%133.24%-5.87%60.74%-17.10%20.94%

Correlation

The correlation between MSFT and COKE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.06

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.16

The correlation between MSFT and COKE shifts across timeframes, from -0.13 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSFT:

$3.07T

COKE:

$11.91B

EPS

MSFT:

$16.79

COKE:

$7.14

PE Ratio

MSFT:

24.52

COKE:

25.06

PEG Ratio

MSFT:

1.72

COKE:

0.52

PS Ratio

MSFT:

9.65

COKE:

1.93

Total Revenue (TTM)

MSFT:

$318.27B

COKE:

$7.49B

Gross Profit (TTM)

MSFT:

$217.41B

COKE:

$2.95B

EBITDA (TTM)

MSFT:

$200.96B

COKE:

$1.10B

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Return for Risk

MSFT vs. COKE — Risk / Return Rank

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

MSFT
MSFT Risk / Return Rank: 2424
Overall Rank
MSFT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2020
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2828
Martin Ratio Rank

COKE
COKE Risk / Return Rank: 8484
Overall Rank
COKE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COKE Sortino Ratio Rank: 8181
Sortino Ratio Rank
COKE Omega Ratio Rank: 8484
Omega Ratio Rank
COKE Calmar Ratio Rank: 8181
Calmar Ratio Rank
COKE Martin Ratio Rank: 8484
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.

MSFT vs. COKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Coca-Cola Consolidated, Inc. (COKE). 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.


MSFTCOKEDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.94

1.34

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.35

2.69

-3.04

Martin ratioReturn relative to average drawdown

-0.73

8.04

-8.77

MSFT vs. COKE - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.47, which is lower than the COKE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MSFT and COKE, 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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Sharpe Ratios by Period


MSFTCOKEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

1.91

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.89

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.86

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.45

+0.29

Drawdowns

MSFT vs. COKE - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than COKE's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for MSFT and COKE.


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Drawdown Indicators


MSFTCOKEDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-54.32%

-15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-24.56%

-9.35%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-27.38%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-35.52%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-51.71%

+14.56%

Current Drawdown

Current decline from peak

-23.56%

-17.46%

-6.10%

Average Drawdown

Average peak-to-trough decline

-21.78%

-18.88%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.13%

8.20%

+7.93%

Volatility

MSFT vs. COKE - Volatility Comparison

Microsoft Corporation (MSFT) and Coca-Cola Consolidated, Inc. (COKE) have volatilities of 10.25% and 10.58%, 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


MSFTCOKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

10.58%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

29.55%

-7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

34.65%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

37.49%

-10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

37.17%

-10.11%

Dividends

MSFT vs. COKE - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.86%, more than COKE's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
COKE
Coca-Cola Consolidated, Inc.
0.56%0.65%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%
MSFT
Microsoft Corporation
0.86%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%

Financials

MSFT vs. COKE - Financials Comparison

This section allows you to compare key financial metrics between Microsoft Corporation and Coca-Cola Consolidated, 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.


Quarterly
Annual

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


0.0020.00B40.00B60.00B80.00B20222023202420252026
82.89B
1.85B
(MSFT) Total Revenue
(COKE) Total Revenue
Values in USD except per share items

MSFT vs. COKE - Profitability Comparison

The chart below illustrates the profitability comparison between Microsoft Corporation and Coca-Cola Consolidated, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.6%
39.4%
Portfolio components
MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.

COKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported a gross profit of 727.08M and revenue of 1.85B. Therefore, the gross margin over that period was 39.4%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.

COKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported an operating income of 237.52M and revenue of 1.85B, resulting in an operating margin of 12.9%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.

COKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported a net income of 111.56M and revenue of 1.85B, resulting in a net margin of 6.0%.


Frequently Asked Questions


MSFT and COKE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COKE has higher volatility (10.58%) compared to MSFT (10.25%). In terms of maximum drawdown, MSFT dropped -69.38% vs COKE's -54.32%.

COKE currently has the higher Sharpe Ratio (1.91 vs -0.47), 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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