SLG vs. KO
Compare and contrast key facts about SL Green Realty Corp. (SLG) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLG or KO.
Key characteristics
| SLG | KO | |
|---|---|---|
| YTD Return | 78.11% | 9.69% |
| 1Y Return | 175.22% | 14.45% |
| 3Y Return (Ann) | 8.56% | 6.94% |
| 5Y Return (Ann) | 4.91% | 7.01% |
| 10Y Return (Ann) | 1.13% | 7.36% |
| Sharpe Ratio | 3.63 | 1.20 |
| Sortino Ratio | 4.26 | 1.74 |
| Omega Ratio | 1.51 | 1.22 |
| Calmar Ratio | 2.47 | 1.16 |
| Martin Ratio | 35.84 | 4.92 |
| Ulcer Index | 4.54% | 3.02% |
| Daily Std Dev | 44.86% | 12.42% |
| Max Drawdown | -94.02% | -40.60% |
| Current Drawdown | -5.98% | -12.84% |
Fundamentals
| SLG | KO | |
|---|---|---|
| Market Cap | $5.07B | $272.94B |
| EPS | -$2.55 | $2.40 |
| PEG Ratio | 0.95 | 2.67 |
| Total Revenue (TTM) | $776.37M | $46.37B |
| Gross Profit (TTM) | $416.87M | $28.02B |
| EBITDA (TTM) | $420.38M | $11.65B |
Correlation
The correlation between SLG 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.
Performance
SLG vs. KO - Performance Comparison
In the year-to-date period, SLG achieves a 78.11% return, which is significantly higher than KO's 9.69% return. Over the past 10 years, SLG has underperformed KO with an annualized return of 1.13%, while KO has yielded a comparatively higher 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
SLG vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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
SLG vs. KO - Dividend Comparison
SLG's dividend yield for the trailing twelve months is around 3.92%, more than KO's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLG SL Green Realty Corp. | 3.92% | 7.15% | 10.95% | 8.49% | 7.82% | 3.74% | 4.16% | 3.11% | 2.73% | 2.23% | 1.77% | 1.61% |
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
SLG vs. KO - Drawdown Comparison
The maximum SLG drawdown since its inception was -94.02%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for SLG and KO. For additional features, visit the drawdowns tool.
Volatility
SLG vs. KO - Volatility Comparison
SL Green Realty Corp. (SLG) has a higher volatility of 10.75% compared to The Coca-Cola Company (KO) at 4.12%. This indicates that SLG'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
SLG vs. KO - Financials Comparison
This section allows you to compare key financial metrics between SL Green Realty Corp. 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