WFC vs. KO
WFC (Wells Fargo & Company) and KO (The Coca-Cola Company) are both stocks. WFC operates in Banks - Diversified (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, WFC returned 8.26%/yr vs 8.99%/yr for KO. At a 0.28 correlation, their price movements are largely independent.
Performance
WFC vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, WFC achieves a -12.21% return, which is significantly lower than KO's 14.56% return. Over the past 10 years, WFC has underperformed KO with an annualized return of 8.26%, while KO has yielded a comparatively higher 8.99% annualized return.
WFC
- 1D
- -1.20%
- 1M
- 7.03%
- YTD
- -12.21%
- 6M
- -9.15%
- 1Y
- 8.39%
- 3Y*
- 27.47%
- 5Y*
- 14.74%
- 10Y*
- 8.26%
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%
WFC vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFC Wells Fargo & Company | -12.21% | 35.57% | 46.48% | 22.94% | -11.92% | 61.15% | -41.65% | 21.44% | -21.83% | 13.21% |
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 WFC and KO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1972 | 0.28 |
The correlation between WFC and KO shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WFC:
$260.48B
KO:
$343.14B
WFC:
$6.73
KO:
$3.18
WFC:
12.03
KO:
25.04
WFC:
1.04
KO:
3.02
WFC:
2.08
KO:
6.96
WFC:
1.60
KO:
10.20
WFC:
$125.70B
KO:
$49.28B
WFC:
$81.14B
KO:
$30.43B
WFC:
$31.58B
KO:
$18.35B
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Return for Risk
WFC vs. KO — Risk / Return Rank
WFC
KO
WFC vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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.
| WFC | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.87 | -1.51 |
| Martin ratioReturn relative to average drawdown | 0.84 | 3.66 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WFC | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.90 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.67 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.50 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.53 | -0.20 |
Drawdowns
WFC vs. KO - Drawdown Comparison
The maximum WFC drawdown since its inception was -79.01%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for WFC and KO.
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Drawdown Indicators
| WFC | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.01% | -68.23% | -10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -23.02% | -7.89% | -15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.73% | -16.26% | -8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -37.10% | -17.27% | -19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -64.46% | -36.99% | -27.47% |
Current DrawdownCurrent decline from peak | -15.11% | -2.91% | -12.20% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -16.09% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 4.03% | +6.03% |
Volatility
WFC vs. KO - Volatility Comparison
Wells Fargo & Company (WFC) has a higher volatility of 8.57% compared to The Coca-Cola Company (KO) at 5.81%. This indicates that WFC'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
| WFC | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.81% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.98% | 12.37% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.77% | 16.37% | +10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.25% | 16.10% | +14.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.30% | 18.21% | +14.09% |
Dividends
WFC vs. KO - Dividend Comparison
WFC's dividend yield for the trailing twelve months is around 2.22%, less than KO's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFC Wells Fargo & Company | 2.22% | 1.82% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% |
Financials
WFC vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Wells Fargo & Company 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
WFC vs. KO - Profitability Comparison
WFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.
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%.
WFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.
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%.
WFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.
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
WFC and KO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFC has higher volatility (8.57%) compared to KO (5.81%). In terms of maximum drawdown, WFC dropped -79.01% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (0.90 vs 0.32), 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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