RVT vs. KO
RVT (Royce Value Trust Inc.) and KO (The Coca-Cola Company) are both stocks. RVT operates in Asset Management (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, RVT returned 13.17%/yr vs 9.55%/yr for KO. At a 0.25 correlation, their price movements are largely independent.
Performance
RVT vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, RVT achieves a 15.52% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, RVT has outperformed KO with an annualized return of 13.17%, while KO has yielded a comparatively lower 9.55% annualized return.
RVT
- 1D
- 2.22%
- 1M
- 1.41%
- YTD
- 15.52%
- 6M
- 15.09%
- 1Y
- 33.77%
- 3Y*
- 19.04%
- 5Y*
- 7.50%
- 10Y*
- 13.17%
KO
- 1D
- 0.11%
- 1M
- 2.23%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
RVT vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 15.52% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
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 RVT and KO is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.25 |
The correlation between RVT and KO shifts across timeframes, from -0.08 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RVT:
$2.16B
KO:
$356.42B
RVT:
$4.02
KO:
$3.18
RVT:
4.47
KO:
26.01
RVT:
12.65
KO:
7.23
RVT:
1.00
KO:
10.60
RVT:
$170.31M
KO:
$49.28B
RVT:
$304.06M
KO:
$30.43B
RVT:
$439.27M
KO:
$18.35B
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Return for Risk
RVT vs. KO — Risk / Return Rank
RVT
KO
RVT vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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.
| RVT | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.19 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.26 | +0.32 |
| Martin ratioReturn relative to average drawdown | 9.08 | 4.51 | +4.57 |
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Drawdowns
RVT vs. KO - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.34%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for RVT and KO.
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Drawdown Indicators
| RVT | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.34% | -68.23% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -7.87% | -4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.48% | -16.26% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -17.27% | -15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -36.99% | -10.19% |
Current DrawdownCurrent decline from peak | -2.59% | -1.16% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -16.09% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.98% | -0.52% |
Volatility
RVT vs. KO - Volatility Comparison
Royce Value Trust Inc. (RVT) and The Coca-Cola Company (KO) have volatilities of 6.60% and 6.70%, 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
| RVT | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 6.70% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 12.87% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 16.73% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 16.18% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.99% | 18.24% | +4.75% |
Dividends
RVT vs. KO - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 8.02%, more than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
RVT Royce Value Trust Inc. | 8.02% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
RVT vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Royce Value Trust Inc. 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
Frequently Asked Questions
RVT and KO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (6.70%) compared to RVT (6.60%). In terms of maximum drawdown, RVT dropped -72.34% vs KO's -68.23%.
RVT currently has the higher Sharpe Ratio (1.71 vs 1.06), 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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