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VZ vs. KO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


VZKO
YTD Return6.59%6.34%
1Y Return11.86%0.68%
3Y Return (Ann)-7.39%7.95%
5Y Return (Ann)-2.41%8.32%
10Y Return (Ann)2.98%7.76%
Sharpe Ratio0.420.06
Daily Std Dev23.64%13.16%
Max Drawdown-56.77%-68.23%
Current Drawdown-22.97%-0.24%

Fundamentals


VZKO
Market Cap$163.70B$267.83B
EPS$2.67$2.49
PE Ratio14.5724.97
PEG Ratio1.092.93
Revenue (TTM)$134.04B$46.07B
Gross Profit (TTM)$77.70B$25.00B
EBITDA (TTM)$48.03B$14.65B

Correlation

-0.50.00.51.00.4

The correlation between VZ and KO is 0.37, 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

VZ vs. KO - Performance Comparison

The year-to-date returns for both stocks are quite close, with VZ having a 6.59% return and KO slightly lower at 6.34%. Over the past 10 years, VZ has underperformed KO with an annualized return of 2.98%, while KO has yielded a comparatively higher 7.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchAprilMay
3,518.68%
14,801.73%
VZ
KO

Compare stocks, funds, or ETFs

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


Verizon Communications Inc.

The Coca-Cola Company

Risk-Adjusted Performance

VZ vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) 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.


VZ
Sharpe ratio
The chart of Sharpe ratio for VZ, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for VZ, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.006.000.80
Omega ratio
The chart of Omega ratio for VZ, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for VZ, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for VZ, currently valued at 1.44, compared to the broader market-10.000.0010.0020.0030.001.44
KO
Sharpe ratio
The chart of Sharpe ratio for KO, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.004.000.06
Sortino ratio
The chart of Sortino ratio for KO, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.18
Omega ratio
The chart of Omega ratio for KO, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for KO, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for KO, currently valued at 0.12, compared to the broader market-10.000.0010.0020.0030.000.12

VZ vs. KO - Sharpe Ratio Comparison

The current VZ Sharpe Ratio is 0.42, which is higher than the KO Sharpe Ratio of 0.06. The chart below compares the 12-month rolling Sharpe Ratio of VZ and KO.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80December2024FebruaryMarchAprilMay
0.42
0.06
VZ
KO

Dividends

VZ vs. KO - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.81%, more than KO's 3.00% yield.


TTM20232022202120202019201820172016201520142013
VZ
Verizon Communications Inc.
6.81%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
KO
The Coca-Cola Company
3.00%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Drawdowns

VZ vs. KO - Drawdown Comparison

The maximum VZ drawdown since its inception was -56.77%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for VZ and KO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-22.97%
-0.24%
VZ
KO

Volatility

VZ vs. KO - Volatility Comparison

Verizon Communications Inc. (VZ) has a higher volatility of 6.68% compared to The Coca-Cola Company (KO) at 3.60%. This indicates that VZ'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.68%
3.60%
VZ
KO

Financials

VZ vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Verizon Communications Inc. 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



Values in USD except per share items