The Coca-Cola Company

10-Year Study

CCC3.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: The Coca-Cola Company has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 24.1% and an annualized volatility of 18.6%.

1Y CAGR
+23.4%
3Y CAGR
+11.2%
5Y CAGR
+11.1%
10Y CAGR
+9.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.210.8-4.51.61.45.0——————19.5%
20252.511.0-1.7-3.9-0.6-4.8-0.5-1.4-2.85.45.6-4.82.7%
20244.20.62.32.3-1.14.73.85.5-0.3-6.31.3-1.815.6%
2023-6.80.32.91.0-3.0-1.12.1-1.2-3.90.90.3-0.0-8.7%
20223.72.32.110.5-4.31.64.6-1.0-5.74.6-0.6-0.217.9%
2021-9.71.811.3-0.51.80.66.0-0.9-3.76.8-2.610.721.6%
20207.3-9.4-13.92.4-0.9-4.20.44.82.0-2.25.23.1-7.4%
20191.0-5.55.45.20.82.55.65.40.8-3.41.01.922.1%
2018-0.3-7.10.81.02.43.45.4-2.94.05.74.9-4.612.6%
2017-3.02.91.2-0.92.7-2.0-1.0-1.70.33.5-2.10.0-0.3%
2016—————2.5-3.8-0.6-2.02.30.63.22.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 27.2% of variance. Idiosyncratic stock-specific factors contribute 16.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110252.722312338341
2016-07-019860.992611227832
2016-08-019804.135149444746
2016-09-019605.741052368894
2016-10-019822.244554532243
2016-11-019886.0152901383
2016-12-0110197.921971058675
2017-01-019896.267169368464
2017-02-0110179.947459118945
2017-03-0110304.858513949637
2017-04-0110216.874458319704
2017-05-0110489.898189396725
2017-06-0110280.847533647411
2017-07-0110179.138100232354
2017-08-0110003.06881911166
2017-09-0110033.048821202507
2017-10-0110381.477821880346
2017-11-0110167.436119663711
2017-12-0110170.100259332077
2018-01-0110142.244824318539
2018-02-019426.333165841008
2018-03-019499.108019060403
2018-04-019595.455449851786
2018-05-019828.31474618168
2018-06-0110164.90687314311
2018-07-0110710.41476270609
2018-08-0110402.554876218677
2018-09-0110815.058122085044
2018-10-0111436.00500453578
2018-11-0111994.09168012788
2018-12-0111447.90932482607
2019-01-0111565.907105833792
2019-02-0110926.41241556532
2019-03-0111517.24440277745
2019-04-0112117.889866489508
2019-05-0112217.508456114203
2019-06-0112527.560356252803
2019-07-0113234.53534369088
2019-08-0113949.907429577346
2019-09-0114065.949259942467
2019-10-0113582.930621081778
2019-11-0113715.429415474267
2019-12-0113975.570850939697
2020-01-0115002.107705433833
2020-02-0113595.239620815362
2020-03-0111708.42171644786
2020-04-0111987.886595330674
2020-05-0111875.250816946627
2020-06-0111380.058071500112
2020-07-0111421.773777446542
2020-08-0111966.843264279283
2020-09-0112209.077634378866
2020-10-0111935.008481406667
2020-11-0112554.168029649512
2020-12-0112943.03125137001
2021-01-0111693.145067463434
2021-02-0111906.579750515122
2021-03-0113252.00400632649
2021-04-0113184.186476287472
2021-05-0113415.62939456583
2021-06-0113500.308568075514
2021-07-0114311.589682023126
2021-08-0114188.263621678678
2021-09-0113663.596723445444
2021-10-0114585.894898003919
2021-11-0114210.150034903603
2021-12-0115733.734415626024
2022-01-0116322.070879604493
2022-02-0116690.126833282186
2022-03-0117033.63223406659
2022-04-0118829.3972636925
2022-05-0118021.151245569603
2022-06-0118307.866631144803
2022-07-0119151.859333425513
2022-08-0118959.198195129684
2022-09-0117871.92570085421
2022-10-0118693.492417318932
2022-11-0118588.983951087746
2022-12-0118548.718346479796
2023-01-0117294.583028418616
2023-02-0117344.122536935432
2023-03-0117843.159737093254
2023-04-0118020.915182561017
2023-05-0117481.443761360533
2023-06-0117287.83837103035
2023-07-0117642.70851951398
2023-08-0117422.86641194344
2023-09-0116743.37590336255
2023-10-0116885.72189754191
2023-11-0116942.208403168643
2023-12-0116939.004690909213
2024-01-0117643.349261965865
2024-02-0117748.498470648938
2024-03-0118154.864078291983
2024-04-0118572.290924051787
2024-05-0118369.98492569074
2024-06-0119239.43870961215
2024-07-0119963.848636398892
2024-08-0121053.71782376885
2024-09-0120998.883759202243
2024-10-0119683.776738351135
2024-11-0119939.534146514194
2024-12-0119588.87940889823
2025-01-0120080.46376264202
2025-02-0122289.440227160063
2025-03-0121911.806859991033
2025-04-0121057.12387574992
2025-05-0120921.79232525436
2025-06-0119917.20933055903
2025-07-0119814.184688953264
2025-08-0119528.346108838537
2025-09-0118981.725350806497
2025-10-0120003.169988972488
2025-11-0121114.149953967717
2025-12-0120109.196003116034
2026-01-0120959.022834037587
2026-02-0123231.972373883338
2026-03-0122196.66746478446
2026-04-0122560.87896375084
2026-05-0122884.622518387623
2026-06-0124021.0972883105
Annual Return Matrix
YearAnnual Return
2017-0.002728174603174538
20180.12564370388792168
20190.22079678082635668
2020-0.07388174769979172
20210.21561434180734285
20220.17891390921522476
2023-0.08678301247029685
20240.15643627039144414
20250.026561835588280402
20260.1945329532114708
Total Factor Risk
0.1862570577636717
VTI.US Exposure
0.10795024392246576
VEA.US Exposure
0.022077659918409258
VWO.US Exposure
0.0008753925720453592
QQQ.US Exposure
0.013600447363865458
VTV.US Exposure
0.27184687609120184
IJR.US Exposure
0.04205656974201126
QUAL.US Exposure
-0.0003140292042877906
SHV.US Exposure
0.006762032249209201
TLT.US Exposure
0.0014536006696811178
LQD.US Exposure
0.006042906130324088
HYG.US Exposure
0.011180578010642058
GLD.US Exposure
0.0032960714577461524
USO.US Exposure
0.015024185835750487
VNQ.US Exposure
0.03388907393454861
BTC-USD.CC Exposure
0.007700897898111337
CPER.US Exposure
0.01015373330696695
VIX.INDX Exposure
-0.0018329033226306402
UUP.US Exposure
0.0594398529052377
TIP.US Exposure
0.2274231824437674
Idiosyncratic Exposure
0.1613736280749345
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →24.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.10%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$279.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$310
Avg Yield on Cost
3.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$309.533.10%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.33
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
54
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.8%
50.0% retracement+11.2%
61.8% retracement+14.8%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is The Coca-Cola Company a high-risk investment?

The Coca-Cola Company (CCC3.XETRA) has an annualized volatility of 18.6% and experienced a maximum drawdown of 24.1% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CCC3.XETRA?

Over the past 10 years, CCC3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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