SENS vs. KO
SENS (Senseonics Holdings, Inc.) and KO (The Coca-Cola Company) are both stocks. SENS operates in Medical Devices (Healthcare), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, SENS returned -22.14%/yr vs 10.56%/yr for KO. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
SENS vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, SENS achieves a -5.34% return, which is significantly lower than KO's 25.91% return. Over the past 10 years, SENS has underperformed KO with an annualized return of -22.14%, while KO has yielded a comparatively higher 10.56% annualized return.
SENS
- 1D
- 3.88%
- 1M
- -4.65%
- 6M
- -27.93%
- YTD
- -5.34%
- 1Y
- -46.55%
- 3Y*
- -32.52%
- 5Y*
- -38.75%
- 10Y*
- -22.14%
- ALL TIME*
- -21.75%
KO
- 1D
- -0.83%
- 1M
- 3.23%
- 6M
- 16.85%
- YTD
- 25.91%
- 1Y
- 29.71%
- 3Y*
- 16.05%
- 5Y*
- 12.41%
- 10Y*
- 10.56%
- ALL TIME*
- 12.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.57B | $1.49B | $1.47B | |
| $2.29M | $2.54M | $4.55M |
SENS vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SENS Senseonics Holdings, Inc. | -5.34% | -47.27% | -8.19% | -44.65% | -61.42% | 206.26% | -4.83% | -64.63% | -2.63% | -0.37% |
KO The Coca-Cola Company | 25.91% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between SENS and KO is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2016 | 0.05 |
The correlation between SENS and KO shifts across timeframes, from -0.14 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SENS:
$218.37M
KO:
$373.71B
SENS:
-$2.00
KO:
$3.32
SENS:
5.45
KO:
7.47
SENS:
6.97
KO:
10.36
SENS:
$42.36M
KO:
$50.13B
SENS:
$22.03M
KO:
$31.02B
SENS:
-$72.86M
KO:
$19.57B
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Return for Risk
SENS vs. KO — Risk / Return Rank
SENS
KO
SENS vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Senseonics Holdings, Inc. (SENS) 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.
| SENS | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.29 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 3.79 | -4.61 |
| Martin ratioReturn relative to average drawdown | -1.20 | 8.26 | -9.46 |
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Drawdowns
SENS vs. KO - Drawdown Comparison
The maximum SENS drawdown since its inception was -95.39%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for SENS and KO.
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Drawdown Indicators
| SENS | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.39% | -68.23% | -27.16% |
Max Drawdown (1Y)Largest decline over 1 year | -56.99% | -7.87% | -49.12% |
Max Drawdown (3Y)Largest decline over 3 years | -81.45% | -15.50% | -65.95% |
Max Drawdown (5Y)Largest decline over 5 years | -94.00% | -17.27% | -76.73% |
Max Drawdown (10Y)Largest decline over 10 years | -95.39% | -36.99% | -58.40% |
Current DrawdownCurrent decline from peak | -95.04% | -2.49% | -92.55% |
Average DrawdownAverage peak-to-trough decline | -64.02% | -16.06% | -47.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.85% | 3.61% | +35.24% |
Volatility
SENS vs. KO - Volatility Comparison
Senseonics Holdings, Inc. (SENS) has a higher volatility of 11.73% compared to The Coca-Cola Company (KO) at 8.55%. This indicates that SENS'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
| SENS | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 8.55% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 55.05% | 14.99% | +40.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.19% | 18.62% | +55.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.10% | 16.65% | +72.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.33% | 18.43% | +74.90% |
Dividends
SENS vs. KO - Dividend Comparison
SENS has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.39% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
SENS Senseonics Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SENS vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Senseonics Holdings, 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
SENS and KO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SENS has higher volatility (11.73%) compared to KO (8.55%). In terms of maximum drawdown, SENS dropped -95.39% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.61 vs -0.63), 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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