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

Performance

PNNT vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PennantPark Investment Corporation (PNNT) 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, PNNT achieves a -29.84% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, PNNT has underperformed KO with an annualized return of 7.07%, while KO has yielded a comparatively higher 9.55% annualized return.


PNNT

1D
1.58%
1M
-8.53%
YTD
-29.84%
6M
-27.65%
1Y
-33.82%
3Y*
0.38%
5Y*
0.83%
10Y*
7.07%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNNT vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNNT
PennantPark Investment Corporation
-29.84%-2.96%16.56%37.25%-8.90%61.71%-17.99%14.30%2.05%-0.65%
KO
The Coca-Cola Company
18.99%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between PNNT and KO is -0.06, 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

-0.06

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

0.04

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

0.12

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.24

The correlation between PNNT and KO shifts across timeframes, from -0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PNNT:

$302.41

KO:

$3.18

PE Ratio

PNNT:

0.01

KO:

26.01

PEG Ratio

PNNT:

0.00

KO:

3.14

PS Ratio

PNNT:

2.20

KO:

7.23

Total Revenue (TTM)

PNNT:

$85.01M

KO:

$49.28B

Gross Profit (TTM)

PNNT:

$24.12M

KO:

$30.43B

EBITDA (TTM)

PNNT:

$16.10M

KO:

$18.35B

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Return for Risk

PNNT vs. KO — Risk / Return Rank

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

PNNT
PNNT Risk / Return Rank: 55
Overall Rank
PNNT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 44
Sortino Ratio Rank
PNNT Omega Ratio Rank: 55
Omega Ratio Rank
PNNT Calmar Ratio Rank: 1212
Calmar Ratio Rank
PNNT Martin Ratio Rank: 44
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
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.

PNNT vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) 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.


PNNTKODifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.78

1.19

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.80

2.26

-3.05

Martin ratioReturn relative to average drawdown

-1.65

4.51

-6.16

PNNT vs. KO - Sharpe Ratio Comparison

The current PNNT Sharpe Ratio is -1.25, which is lower than the KO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PNNT 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

PNNT vs. KO - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for PNNT and KO.


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Drawdown Indicators


PNNTKODifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

-68.23%

-13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-42.61%

-7.87%

-34.74%

Max Drawdown (3Y)

Largest decline over 3 years

-42.61%

-16.26%

-26.35%

Max Drawdown (5Y)

Largest decline over 5 years

-42.61%

-17.27%

-25.34%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

-36.99%

-32.15%

Current Drawdown

Current decline from peak

-40.28%

-1.16%

-39.12%

Average Drawdown

Average peak-to-trough decline

-15.29%

-16.09%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.58%

3.98%

+16.60%

Volatility

PNNT vs. KO - Volatility Comparison

PennantPark Investment Corporation (PNNT) has a higher volatility of 9.97% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that PNNT'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


PNNTKODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

6.70%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.95%

12.87%

+11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

16.73%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

16.18%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.76%

18.24%

+14.52%

Dividends

PNNT vs. KO - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 24.94%, more than KO's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PNNT
PennantPark Investment Corporation
24.94%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%

Financials

PNNT vs. KO - Financials Comparison

This section allows you to compare key financial metrics between PennantPark Investment 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
27.25M
12.47B
(PNNT) Total Revenue
(KO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PNNT and KO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNNT has higher volatility (9.97%) compared to KO (6.70%). In terms of maximum drawdown, PNNT dropped -82.16% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.06 vs -1.25), 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.

Portfolio Optimizer

Find the right allocation for PNNT and KO

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