XP vs. KO
Compare and contrast key facts about XP Inc. (XP) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XP or KO.
Performance
XP vs. KO - Performance Comparison
Returns By Period
In the year-to-date period, XP achieves a -40.47% return, which is significantly lower than KO's 10.66% return.
XP
-40.47%
-13.78%
-15.97%
-30.91%
N/A
N/A
KO
10.66%
-8.19%
4.20%
12.52%
7.04%
7.07%
Fundamentals
| XP | KO | |
|---|---|---|
| Market Cap | $8.41B | $271.35B |
| EPS | $1.37 | $2.43 |
| PE Ratio | 11.44 | 25.92 |
| Total Revenue (TTM) | $12.46B | $46.37B |
| Gross Profit (TTM) | $6.26B | $28.02B |
| EBITDA (TTM) | $4.60B | $15.46B |
Key characteristics
| XP | KO | |
|---|---|---|
| Sharpe Ratio | -0.76 | 1.05 |
| Sortino Ratio | -0.92 | 1.55 |
| Omega Ratio | 0.88 | 1.19 |
| Calmar Ratio | -0.44 | 0.89 |
| Martin Ratio | -1.22 | 3.51 |
| Ulcer Index | 24.65% | 3.78% |
| Daily Std Dev | 39.47% | 12.59% |
| Max Drawdown | -79.19% | -40.60% |
| Current Drawdown | -67.94% | -12.07% |
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Correlation
The correlation between XP and KO is 0.17, 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.
Risk-Adjusted Performance
XP vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for XP Inc. (XP) 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.
Dividends
XP vs. KO - Dividend Comparison
XP's dividend yield for the trailing twelve months is around 4.70%, more than KO's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XP XP Inc. | 4.70% | 5.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
XP vs. KO - Drawdown Comparison
The maximum XP drawdown since its inception was -79.19%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for XP and KO. For additional features, visit the drawdowns tool.
Volatility
XP vs. KO - Volatility Comparison
XP Inc. (XP) has a higher volatility of 11.69% compared to The Coca-Cola Company (KO) at 4.26%. This indicates that XP'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.
Financials
XP vs. KO - Financials Comparison
This section allows you to compare key financial metrics between XP 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.
Total Revenue: Total amount of money received from sales and other business activities