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 -23.35%/yr vs 9.70%/yr for KO. At a 0.05 correlation, their price movements are largely independent.
Performance
SENS vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, SENS achieves a -4.17% return, which is significantly lower than KO's 22.12% return. Over the past 10 years, SENS has underperformed KO with an annualized return of -23.35%, while KO has yielded a comparatively higher 9.70% annualized return.
SENS
- 1D
- -1.67%
- 1M
- -26.32%
- 6M
- -25.60%
- YTD
- -4.17%
- 1Y
- -46.77%
- 3Y*
- -32.89%
- 5Y*
- -37.84%
- 10Y*
- -23.35%
KO
- 1D
- 0.91%
- 1M
- 2.63%
- 6M
- 21.10%
- YTD
- 22.12%
- 1Y
- 24.00%
- 3Y*
- 14.75%
- 5Y*
- 11.67%
- 10Y*
- 9.70%
SENS vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SENS Senseonics Holdings, Inc. | -4.17% | -47.27% | -8.19% | -44.65% | -61.42% | 206.26% | -4.83% | -64.63% | -2.63% | -0.37% |
KO The Coca-Cola Company | 22.12% | 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 -0.13, 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 | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 -0.13 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SENS:
$221.09M
KO:
$362.48B
SENS:
-$2.00
KO:
$3.18
SENS:
5.52
KO:
7.37
SENS:
7.06
KO:
10.81
SENS:
$42.36M
KO:
$49.28B
SENS:
$22.03M
KO:
$30.43B
SENS:
-$72.86M
KO:
$18.35B
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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 | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.25 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 3.06 | -3.88 |
| Martin ratioReturn relative to average drawdown | -1.20 | 6.70 | -7.90 |
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Drawdowns
SENS vs. KO - Drawdown Comparison
The maximum SENS drawdown since its inception was -95.26%, 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 | -95.26% | -68.23% | -27.03% |
Max Drawdown (1Y)Largest decline over 1 year | -57.19% | -7.87% | -49.32% |
Max Drawdown (3Y)Largest decline over 3 years | -80.92% | -16.26% | -64.66% |
Max Drawdown (5Y)Largest decline over 5 years | -93.83% | -17.27% | -76.56% |
Max Drawdown (10Y)Largest decline over 10 years | -95.26% | -36.99% | -58.27% |
Current DrawdownCurrent decline from peak | -94.98% | 0.00% | -94.98% |
Average DrawdownAverage peak-to-trough decline | -63.84% | -16.07% | -47.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.89% | 3.59% | +35.30% |
Volatility
SENS vs. KO - Volatility Comparison
Senseonics Holdings, Inc. (SENS) has a higher volatility of 17.48% compared to The Coca-Cola Company (KO) at 6.08%. 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 | 17.48% | 6.08% | +11.40% |
Volatility (6M)Calculated over the trailing 6-month period | 56.62% | 13.32% | +43.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.62% | 17.32% | +57.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.17% | 16.32% | +72.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.37% | 18.30% | +75.07% |
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 2.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.47% | 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 -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SENS has higher volatility (17.48%) compared to KO (6.08%). In terms of maximum drawdown, SENS dropped -95.26% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.39 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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