UVV vs. KO
UVV (Universal Corporation) and KO (The Coca-Cola Company) are both stocks. Both are in the Consumer Defensive sector — UVV in Tobacco, KO in Beverages - Non-Alcoholic. Over the past 10 years, UVV returned 3.97%/yr vs 9.61%/yr for KO. At a 0.24 correlation, their price movements are largely independent.
Performance
UVV vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, UVV achieves a 0.93% return, which is significantly lower than KO's 21.02% return. Over the past 10 years, UVV has underperformed KO with an annualized return of 3.97%, while KO has yielded a comparatively higher 9.61% annualized return.
UVV
- 1D
- 0.31%
- 1M
- -3.08%
- 6M
- -2.29%
- YTD
- 0.93%
- 1Y
- -6.12%
- 3Y*
- 7.13%
- 5Y*
- 4.76%
- 10Y*
- 3.97%
KO
- 1D
- 1.04%
- 1M
- 1.82%
- 6M
- 19.99%
- YTD
- 21.02%
- 1Y
- 22.88%
- 3Y*
- 15.28%
- 5Y*
- 12.19%
- 10Y*
- 9.61%
UVV vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 0.93% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
KO The Coca-Cola Company | 21.02% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between UVV and KO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1988 | 0.24 |
The correlation between UVV and KO shifts across timeframes, from 0.24 (all time) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
UVV:
$1.29B
KO:
$359.21B
UVV:
$1.94
KO:
$3.18
UVV:
26.55
KO:
26.29
UVV:
0.39
KO:
7.31
UVV:
$2.21B
KO:
$49.28B
UVV:
$412.39M
KO:
$30.43B
UVV:
$212.91M
KO:
$18.35B
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Return for Risk
UVV vs. KO — Risk / Return Rank
UVV
KO
UVV vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) 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.
| UVV | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.94 | -3.41 |
| Martin ratioReturn relative to average drawdown | -0.86 | 6.43 | -7.29 |
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Drawdowns
UVV vs. KO - Drawdown Comparison
The maximum UVV drawdown since its inception was -69.75%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for UVV and KO.
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Drawdown Indicators
| UVV | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -68.23% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -7.87% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -29.70% | -16.26% | -13.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -17.27% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -45.68% | -36.99% | -8.69% |
Current DrawdownCurrent decline from peak | -16.14% | -0.77% | -15.37% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -16.07% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 3.59% | +3.78% |
Volatility
UVV vs. KO - Volatility Comparison
The current volatility for Universal Corporation (UVV) is 5.95%, while The Coca-Cola Company (KO) has a volatility of 6.59%. This indicates that UVV experiences smaller price fluctuations and is considered to be less risky 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
| UVV | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 6.59% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 13.54% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 17.27% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.59% | 16.32% | +8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 18.29% | +10.65% |
Dividends
UVV vs. KO - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.35%, more than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
UVV Universal Corporation | 6.35% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
UVV vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Universal Corporation 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
Frequently Asked Questions
UVV 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.
KO has higher volatility (6.59%) compared to UVV (5.95%). In terms of maximum drawdown, UVV dropped -69.75% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.34 vs -0.26), 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.
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