SHEL vs. KO
Compare and contrast key facts about Shell plc (SHEL) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHEL or KO.
Performance
SHEL vs. KO - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly lower than KO's 7.58% return. Over the past 10 years, SHEL has underperformed KO with an annualized return of 4.29%, while KO has yielded a comparatively higher 6.78% annualized return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
KO
7.58%
-12.00%
-0.22%
11.60%
6.41%
6.78%
Fundamentals
| SHEL | KO | |
|---|---|---|
| Market Cap | $202.21B | $272.94B |
| EPS | $4.92 | $2.40 |
| PE Ratio | 13.33 | 26.33 |
| PEG Ratio | 2.49 | 2.67 |
| Total Revenue (TTM) | $290.55B | $46.37B |
| Gross Profit (TTM) | $42.07B | $28.02B |
| EBITDA (TTM) | $50.96B | $11.65B |
Key characteristics
| SHEL | KO | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.94 |
| Sortino Ratio | 0.45 | 1.40 |
| Omega Ratio | 1.06 | 1.17 |
| Calmar Ratio | 0.41 | 0.80 |
| Martin Ratio | 0.94 | 3.37 |
| Ulcer Index | 4.70% | 3.50% |
| Daily Std Dev | 17.07% | 12.54% |
| Max Drawdown | -67.46% | -40.60% |
| Current Drawdown | -9.45% | -14.52% |
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Correlation
The correlation between SHEL and KO is 0.31, 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.
Risk-Adjusted Performance
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.
Dividends
SHEL vs. KO - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, more than KO's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
KO The Coca-Cola Company | 3.09% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
SHEL vs. KO - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for SHEL and KO. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. KO - Volatility Comparison
Shell plc (SHEL) has a higher volatility of 4.92% compared to The Coca-Cola Company (KO) at 3.93%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities