SGO.PA vs. KO
Compare and contrast key facts about Compagnie de Saint-Gobain S.A. (SGO.PA) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGO.PA or KO.
Key characteristics
| SGO.PA | KO | |
|---|---|---|
| YTD Return | 33.77% | 9.69% |
| 1Y Return | 63.71% | 14.45% |
| 3Y Return (Ann) | 15.81% | 6.94% |
| 5Y Return (Ann) | 21.18% | 7.01% |
| 10Y Return (Ann) | 12.54% | 7.36% |
| Sharpe Ratio | 2.35 | 1.20 |
| Sortino Ratio | 3.16 | 1.74 |
| Omega Ratio | 1.40 | 1.22 |
| Calmar Ratio | 5.17 | 1.16 |
| Martin Ratio | 14.55 | 4.92 |
| Ulcer Index | 3.81% | 3.02% |
| Daily Std Dev | 23.81% | 12.42% |
| Max Drawdown | -76.24% | -40.60% |
| Current Drawdown | -2.56% | -12.84% |
Fundamentals
| SGO.PA | KO | |
|---|---|---|
| Market Cap | €43.37B | $272.94B |
| EPS | €5.69 | $2.40 |
| PE Ratio | 15.26 | 26.33 |
| PEG Ratio | 1.46 | 2.67 |
| Total Revenue (TTM) | €46.45B | $46.37B |
| Gross Profit (TTM) | €12.57B | $28.02B |
| EBITDA (TTM) | €6.88B | $11.65B |
Correlation
The correlation between SGO.PA and KO is 0.23, 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.
Performance
SGO.PA vs. KO - Performance Comparison
In the year-to-date period, SGO.PA achieves a 33.77% return, which is significantly higher than KO's 9.69% return. Over the past 10 years, SGO.PA has outperformed KO with an annualized return of 12.54%, while KO has yielded a comparatively lower 7.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SGO.PA vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie de Saint-Gobain S.A. (SGO.PA) 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.
Dividends
SGO.PA vs. KO - Dividend Comparison
SGO.PA's dividend yield for the trailing twelve months is around 2.42%, less than KO's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGO.PA Compagnie de Saint-Gobain S.A. | 2.42% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% | 1.76% | 3.10% |
KO The Coca-Cola Company | 3.03% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
SGO.PA vs. KO - Drawdown Comparison
The maximum SGO.PA drawdown since its inception was -76.24%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for SGO.PA and KO. For additional features, visit the drawdowns tool.
Volatility
SGO.PA vs. KO - Volatility Comparison
Compagnie de Saint-Gobain S.A. (SGO.PA) has a higher volatility of 7.44% compared to The Coca-Cola Company (KO) at 4.12%. This indicates that SGO.PA'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.
Financials
SGO.PA vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Compagnie de Saint-Gobain S.A. 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