PFI vs. KO
Compare and contrast key facts about Invesco Dorsey Wright Financial Momentum ETF (PFI) and The Coca-Cola Company (KO).
PFI is a passively managed fund by Invesco that tracks the performance of the Dorsey Wright Financials Technical Leaders Index. It was launched on Oct 12, 2006.
Performance
PFI vs. KO - Performance Comparison
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PFI vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco Dorsey Wright Financial Momentum ETF | -7.04% | 1.98% | 30.58% | 12.58% | -24.09% | 28.70% | 13.85% | 36.54% | -17.18% | 15.00% |
KO The Coca-Cola Company | 9.57% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Returns By Period
In the year-to-date period, PFI achieves a -7.04% return, which is significantly lower than KO's 9.57% return. Over the past 10 years, PFI has underperformed KO with an annualized return of 7.58%, while KO has yielded a comparatively higher 8.31% annualized return.
PFI
- 1D
- 0.48%
- 1M
- -3.25%
- YTD
- -7.04%
- 6M
- -5.80%
- 1Y
- 0.75%
- 3Y*
- 12.35%
- 5Y*
- 3.65%
- 10Y*
- 7.58%
KO
- 1D
- 0.04%
- 1M
- -4.51%
- YTD
- 9.57%
- 6M
- 15.52%
- 1Y
- 8.93%
- 3Y*
- 10.28%
- 5Y*
- 10.95%
- 10Y*
- 8.31%
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Return for Risk
PFI vs. KO — Risk / Return Rank
PFI
KO
PFI vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dorsey Wright Financial Momentum ETF (PFI) 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.
| PFI | KO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.54 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.20 | 0.91 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.10 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 0.95 | -0.89 |
Martin ratioReturn relative to average drawdown | 0.18 | 1.92 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFI | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.54 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.70 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.46 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.53 | -0.30 |
Correlation
The correlation between PFI and KO is 0.39, 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
PFI vs. KO - Dividend Comparison
PFI's dividend yield for the trailing twelve months is around 0.77%, less than KO's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco Dorsey Wright Financial Momentum ETF | 0.77% | 0.68% | 2.77% | 1.85% | 1.93% | 1.28% | 1.56% | 0.92% | 1.98% | 0.35% | 2.16% | 1.44% |
KO The Coca-Cola Company | 2.71% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Drawdowns
PFI vs. KO - Drawdown Comparison
The maximum PFI drawdown since its inception was -59.53%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for PFI and KO.
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Drawdown Indicators
| PFI | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -68.23% | +8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -9.82% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | -17.27% | -18.16% |
Max Drawdown (10Y)Largest decline over 10 years | -43.09% | -36.99% | -6.10% |
Current DrawdownCurrent decline from peak | -14.06% | -6.08% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -14.56% | -16.13% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 4.84% | -0.01% |
Volatility
PFI vs. KO - Volatility Comparison
Invesco Dorsey Wright Financial Momentum ETF (PFI) has a higher volatility of 5.80% compared to The Coca-Cola Company (KO) at 4.04%. This indicates that PFI'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
| PFI | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.04% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 11.82% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.67% | 16.62% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.09% | 15.76% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 18.14% | +4.05% |