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SHEL vs. KO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHEL and KO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SHEL vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
159.51%
495.95%
SHEL
KO

Key characteristics

Sharpe Ratio

SHEL:

-0.26

KO:

1.35

Sortino Ratio

SHEL:

-0.19

KO:

1.96

Omega Ratio

SHEL:

0.97

KO:

1.25

Calmar Ratio

SHEL:

-0.31

KO:

1.43

Martin Ratio

SHEL:

-0.76

KO:

3.16

Ulcer Index

SHEL:

7.60%

KO:

7.00%

Daily Std Dev

SHEL:

22.77%

KO:

16.39%

Max Drawdown

SHEL:

-67.46%

KO:

-68.22%

Current Drawdown

SHEL:

-10.14%

KO:

-2.69%

Fundamentals

Market Cap

SHEL:

$193.60B

KO:

$309.47B

EPS

SHEL:

$5.06

KO:

$2.46

PE Ratio

SHEL:

12.86

KO:

29.23

PEG Ratio

SHEL:

2.51

KO:

2.75

PS Ratio

SHEL:

0.68

KO:

6.58

PB Ratio

SHEL:

1.09

KO:

12.56

Total Revenue (TTM)

SHEL:

$211.83B

KO:

$35.76B

Gross Profit (TTM)

SHEL:

$39.88B

KO:

$21.67B

EBITDA (TTM)

SHEL:

$41.36B

KO:

$11.30B

Returns By Period

In the year-to-date period, SHEL achieves a 6.25% return, which is significantly lower than KO's 16.35% return. Over the past 10 years, SHEL has underperformed KO with an annualized return of 5.39%, while KO has yielded a comparatively higher 9.27% annualized return.


SHEL

YTD

6.25%

1M

-9.82%

6M

0.63%

1Y

-6.44%

5Y*

18.04%

10Y*

5.39%

KO

YTD

16.35%

1M

2.70%

6M

9.07%

1Y

19.96%

5Y*

13.07%

10Y*

9.27%

*Annualized

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Risk-Adjusted Performance

SHEL vs. KO — Risk-Adjusted Performance Rank

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

SHEL
The Risk-Adjusted Performance Rank of SHEL is 3333
Overall Rank
The Sharpe Ratio Rank of SHEL is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SHEL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SHEL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SHEL is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SHEL is 3535
Martin Ratio Rank

KO
The Risk-Adjusted Performance Rank of KO is 8686
Overall Rank
The Sharpe Ratio Rank of KO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of KO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of KO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of KO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of KO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHEL vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) 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.


The chart of Sharpe ratio for SHEL, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00
SHEL: -0.26
KO: 1.35
The chart of Sortino ratio for SHEL, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
SHEL: -0.19
KO: 1.96
The chart of Omega ratio for SHEL, currently valued at 0.97, compared to the broader market0.501.001.502.00
SHEL: 0.97
KO: 1.25
The chart of Calmar ratio for SHEL, currently valued at -0.31, compared to the broader market0.001.002.003.004.005.00
SHEL: -0.31
KO: 1.43
The chart of Martin ratio for SHEL, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.00
SHEL: -0.76
KO: 3.16

The current SHEL Sharpe Ratio is -0.26, which is lower than the KO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SHEL and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.26
1.35
SHEL
KO

Dividends

SHEL vs. KO - Dividend Comparison

SHEL's dividend yield for the trailing twelve months is around 4.22%, more than KO's 2.73% yield.


TTM20242023202220212020201920182017201620152014
SHEL
Shell plc
4.22%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%
KO
The Coca-Cola Company
2.73%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%

Drawdowns

SHEL vs. KO - Drawdown Comparison

The maximum SHEL drawdown since its inception was -67.46%, roughly equal to the maximum KO drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for SHEL and KO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.14%
-2.69%
SHEL
KO

Volatility

SHEL vs. KO - Volatility Comparison

Shell plc (SHEL) has a higher volatility of 15.38% compared to The Coca-Cola Company (KO) at 7.62%. This indicates that SHEL'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.38%
7.62%
SHEL
KO

Financials

SHEL vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Shell plc 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


Values in USD except per share items