Vita Coco Company Inc

10-Year Study

COCO.US · Consumer Defensive · US · Common Stock

Executive Summary: Vita Coco Company Inc has compounded at 32.8% annually over the last 10 years, with a maximum drawdown of 33.6% and an annualized volatility of 70.7%.

1Y CAGR
+39.6%
3Y CAGR
+22.6%
5Y CAGR
+32.8%
10Y CAGR
+32.8%

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 →
33.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +85.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.68.8-17.50.9————————-8.8%
20251.4-13.4-5.57.87.71.4-2.31.418.8-3.029.7-0.743.6%
2024-23.232.6-6.4-0.820.1-4.3-7.21.18.44.620.03.943.9%
2023-1.824.616.010.323.20.7-1.77.1-8.04.13.5-8.685.6%
2022-2.36.2-22.721.212.9-20.123.124.4-24.0-9.915.416.723.7%
2021——————————0.0-17.3-17.3%

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 70.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.2% of variance. Idiosyncratic stock-specific factors contribute 26.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0110000
2021-12-018274.074074074073
2022-01-018081.481481481482
2022-02-018585.185185185184
2022-03-016637.037037037038
2022-04-018044.444444444444
2022-05-019081.481481481482
2022-06-017251.851851851851
2022-07-018925.925925925925
2022-08-0111103.703703703704
2022-09-018437.037037037036
2022-10-017600
2022-11-018770.37037037037
2022-12-0110237.037037037038
2023-01-0110051.851851851852
2023-02-0112525.925925925927
2023-03-0114533.333333333334
2023-04-0116037.037037037036
2023-05-0119762.962962962964
2023-06-0119903.703703703704
2023-07-0119570.370370370372
2023-08-0120955.555555555555
2023-09-0119288.88888888889
2023-10-0120074.074074074077
2023-11-0120785.185185185182
2023-12-0119000
2024-01-0114585.185185185186
2024-02-0119333.333333333332
2024-03-0118096.296296296296
2024-04-0117955.555555555555
2024-05-0121562.96296296296
2024-06-0120629.629629629628
2024-07-0119140.74074074074
2024-08-0119348.14814814815
2024-09-0120970.37037037037
2024-10-0121933.333333333332
2024-11-0126325.925925925927
2024-12-0127340.740740740737
2025-01-0127733.33333333333
2025-02-0124029.629629629628
2025-03-0122703.7037037037
2025-04-0124481.481481481478
2025-05-0126362.962962962967
2025-06-0126740.74074074074
2025-07-0126118.51851851852
2025-08-0126474.074074074077
2025-09-0131459.25925925926
2025-10-0130503.703703703704
2025-11-0139562.962962962956
2025-12-0139266.666666666664
2026-01-0139518.51851851852
2026-02-0143007.40740740741
2026-03-0135488.88888888888
2026-04-0135803.70370370371
Annual Return Matrix
YearAnnual Return
20220.23724261414503145
20230.8560057887120114
20240.43898635477582837
20250.4361961528041183
2026-0.0881909073759668
Total Factor Risk
0.7065568194129517
VTI.US Exposure
-0.02393926458604002
VEA.US Exposure
-0.011129085047350449
VWO.US Exposure
0.03307738499384218
QQQ.US Exposure
0.054923904776044405
VTV.US Exposure
0.03474447002539444
IJR.US Exposure
0.019012152880202512
QUAL.US Exposure
-0.002690275251149094
SHV.US Exposure
0.5224754087418287
TLT.US Exposure
0.00319917797516171
LQD.US Exposure
0.027821514699000755
HYG.US Exposure
0.0016245601767197082
GLD.US Exposure
-0.0015974970003723786
USO.US Exposure
0.007966252374446427
VNQ.US Exposure
-0.002930222547547868
BTC-USD.CC Exposure
0.011329179317817462
CPER.US Exposure
-0.003249058152911461
VIX.INDX Exposure
0.002109670722820528
UUP.US Exposure
0.023831699153486607
TIP.US Exposure
0.03429564977018334
Idiosyncratic Exposure
0.26912437697842256
Value Score
33.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
70.7%

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 →40.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.8B
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
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
-9.8%
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 →
+4.6%
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 →
20.2% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vita Coco Company Inc a high-risk investment?

Vita Coco Company Inc (COCO.US) has an annualized volatility of 70.7% and experienced a maximum drawdown of 33.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of COCO.US?

Over the past 10 years, COCO.US has generated a Compound Annual Growth Rate (CAGR) of 32.8%. It has had a positive return in 80% 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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