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SMSN.L vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SMSN.L vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsung Electronics Co. Ltd (SMSN.L) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMSN.L achieves a 149.32% return, which is significantly higher than KO's 14.56% return. Over the past 10 years, SMSN.L has outperformed KO with an annualized return of 27.10%, while KO has yielded a comparatively lower 8.99% annualized return.


SMSN.L

1D
1.28%
1M
5.20%
YTD
149.32%
6M
179.18%
1Y
379.61%
3Y*
57.37%
5Y*
25.51%
10Y*
27.10%

KO

1D
0.08%
1M
1.43%
YTD
14.56%
6M
14.00%
1Y
14.71%
3Y*
12.88%
5Y*
10.72%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMSN.L vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMSN.L
Samsung Electronics Co. Ltd
149.32%130.81%-37.94%38.34%-31.32%-8.01%60.01%41.56%-25.35%62.93%
KO
The Coca-Cola Company
14.56%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between SMSN.L and KO is -0.12, 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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2006

0.08

The correlation between SMSN.L and KO shifts across timeframes, from -0.12 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SMSN.L:

$1.39T

KO:

$343.14B

EPS

SMSN.L:

$320.04K

KO:

$3.18

PE Ratio

SMSN.L:

0.02

KO:

25.04

PEG Ratio

SMSN.L:

0.00

KO:

3.02

PS Ratio

SMSN.L:

0.00

KO:

6.96

PB Ratio

SMSN.L:

0.00

KO:

10.20

Total Revenue (TTM)

SMSN.L:

$389.99T

KO:

$49.28B

Gross Profit (TTM)

SMSN.L:

$152.35T

KO:

$30.43B

EBITDA (TTM)

SMSN.L:

$68.67T

KO:

$18.35B

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Return for Risk

SMSN.L vs. KO — Risk / Return Rank

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

SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
Martin Ratio Rank

KO
KO Risk / Return Rank: 6969
Overall Rank
KO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KO Sortino Ratio Rank: 6666
Sortino Ratio Rank
KO Omega Ratio Rank: 6161
Omega Ratio Rank
KO Calmar Ratio Rank: 7474
Calmar Ratio Rank
KO Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMSN.L vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) 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.


SMSN.LKODifference
Sharpe ratioReturn per unit of total volatility

+6.54

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.74

1.16

+0.57

Calmar ratioReturn relative to maximum drawdown

17.15

1.87

+15.27

Martin ratioReturn relative to average drawdown

56.85

3.66

+53.20

SMSN.L vs. KO - Sharpe Ratio Comparison

The current SMSN.L Sharpe Ratio is 7.44, which is higher than the KO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SMSN.L and KO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMSN.LKODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.44

0.90

+6.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.67

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.50

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

-0.01

Drawdowns

SMSN.L vs. KO - Drawdown Comparison

The maximum SMSN.L drawdown since its inception was -55.59%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for SMSN.L and KO.


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Drawdown Indicators


SMSN.LKODifference

Max Drawdown

Largest peak-to-trough decline

-55.59%

-68.23%

+12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-7.89%

-14.07%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-16.26%

-28.26%

Max Drawdown (5Y)

Largest decline over 5 years

-49.12%

-17.27%

-31.85%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

-36.99%

-17.45%

Current Drawdown

Current decline from peak

-12.96%

-2.91%

-10.05%

Average Drawdown

Average peak-to-trough decline

-17.36%

-16.09%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

4.03%

+2.59%

Volatility

SMSN.L vs. KO - Volatility Comparison

Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 23.24% compared to The Coca-Cola Company (KO) at 5.81%. This indicates that SMSN.L'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


SMSN.LKODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.24%

5.81%

+17.43%

Volatility (6M)

Calculated over the trailing 6-month period

43.27%

12.37%

+30.90%

Volatility (1Y)

Calculated over the trailing 1-year period

50.70%

16.37%

+34.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.66%

16.10%

+18.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.88%

18.21%

+14.67%

Dividends

SMSN.L vs. KO - Dividend Comparison

SMSN.L's dividend yield for the trailing twelve months is around 0.37%, less than KO's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
KO
The Coca-Cola Company
2.59%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
SMSN.L
Samsung Electronics Co. Ltd
0.37%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%

Financials

SMSN.L vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Samsung Electronics Co. Ltd 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


0.0020.00T40.00T60.00T80.00T100.00T120.00T140.00T20222023202420252026
133.87T
12.47B
(SMSN.L) Total Revenue
(KO) Total Revenue
Values in USD except per share items

SMSN.L vs. KO - Profitability Comparison

The chart below illustrates the profitability comparison between Samsung Electronics Co. Ltd and The Coca-Cola Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
61.2%
63.0%
Portfolio components
SMSN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a gross profit of 81.91T and revenue of 133.87T. Therefore, the gross margin over that period was 61.2%.

KO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.

SMSN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported an operating income of 58.98T and revenue of 133.87T, resulting in an operating margin of 44.1%.

KO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.

SMSN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a net income of 48.66T and revenue of 133.87T, resulting in a net margin of 36.4%.

KO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.


Frequently Asked Questions


SMSN.L and KO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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