PortfoliosLab logoPortfoliosLab logo
TSNIX vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSNIX vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science & Technology Fund I Class (TSNIX) and The Coca-Cola Company (KO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSNIX achieves a 19.63% return, which is significantly lower than KO's 26.97% return. Over the past 10 years, TSNIX has outperformed KO with an annualized return of 20.79%, while KO has yielded a comparatively lower 10.64% annualized return.


TSNIX

1D
3.32%
1M
-3.84%
6M
10.68%
YTD
19.63%
1Y
38.36%
3Y*
29.28%
5Y*
14.85%
10Y*
20.79%
ALL TIME*
21.62%

KO

1D
-1.02%
1M
4.10%
6M
18.65%
YTD
26.97%
1Y
30.80%
3Y*
15.70%
5Y*
12.23%
10Y*
10.64%
ALL TIME*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.49B$1.47B$1.44B
$0.00$0.00$0.00

TSNIX vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSNIX
T. Rowe Price Science & Technology Fund I Class
19.63%24.45%40.65%53.94%-35.29%5.72%46.10%55.54%-7.41%39.56%
KO
The Coca-Cola Company
26.97%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between TSNIX and KO is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.30

Correlation (3Y)
Balances recent behavior with more history.

-0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.00

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2016

0.13

The correlation between TSNIX and KO shifts across timeframes, from -0.30 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSNIX vs. KO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSNIX
TSNIX Risk / Return Rank: 4040
Overall Rank
TSNIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TSNIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TSNIX Omega Ratio Rank: 3939
Omega Ratio Rank
TSNIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TSNIX Martin Ratio Rank: 3737
Martin Ratio Rank

KO
KO Risk / Return Rank: 9090
Overall Rank
KO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KO Sortino Ratio Rank: 9090
Sortino Ratio Rank
KO Omega Ratio Rank: 8686
Omega Ratio Rank
KO Calmar Ratio Rank: 9393
Calmar Ratio Rank
KO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSNIX vs. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science & Technology Fund I Class (TSNIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSNIXKODifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.87

4.17

-2.30

Martin ratioReturn relative to average drawdown

5.50

9.09

-3.60

TSNIX vs. KO - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 1.18, which is lower than the KO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TSNIX 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.


Loading charts...

Drawdowns

TSNIX vs. KO - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for TSNIX and KO.


Loading charts...

Drawdown Indicators


TSNIXKODifference

Max Drawdown

Largest peak-to-trough decline

-46.22%

-68.23%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-20.15%

-7.87%

-12.28%

Max Drawdown (3Y)

Largest decline over 3 years

-31.04%

-15.50%

-15.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.22%

-17.27%

-28.95%

Max Drawdown (10Y)

Largest decline over 10 years

-46.22%

-36.99%

-9.23%

Current Drawdown

Current decline from peak

-17.50%

-1.67%

-15.83%

Average Drawdown

Average peak-to-trough decline

-8.73%

-16.06%

+7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

3.60%

+3.14%

Volatility

TSNIX vs. KO - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 11.29% compared to The Coca-Cola Company (KO) at 9.09%. This indicates that TSNIX'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.


Loading charts...

Volatility by Period


TSNIXKODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.29%

9.09%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

28.30%

15.06%

+13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

31.91%

18.66%

+13.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

16.64%

+12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

18.42%

+7.23%

Dividends

TSNIX vs. KO - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 9.75%, more than KO's 2.37% yield.


PositionTTM20252024202320222021202020192018201720162015
KO
The Coca-Cola Company
2.37%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
TSNIX
T. Rowe Price Science & Technology Fund I Class
9.75%11.66%9.62%0.00%7.82%33.71%14.00%11.91%36.28%13.35%3.82%0.00%

Frequently Asked Questions


TSNIX and KO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSNIX has higher volatility (11.29%) compared to KO (9.09%). In terms of maximum drawdown, TSNIX dropped -46.22% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.76 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TSNIX and KO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer