The Coca-Cola Company

10-Year Study

KO.US · Consumer Defensive · US · Common Stock

Executive Summary: The Coca-Cola Company has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 96.8% and an annualized volatility of 281.7%.

1Y CAGR
+2383.4%
3Y CAGR
+11.4%
5Y CAGR
+60.7%
10Y CAGR
+8.7%

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 →
96.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
28.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
939.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +2364.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -95.0%
% 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.
2026-11.82932.0-6.8-1.1————————2364.9%
2025-91.410.4-1.0-21.5-11.4-3.0-6.5-4.711.4-40.88.025.5-95.0%
20241.00.92.71.01.91.94.98.6-0.2-9.1-1.1-2.88.9%
2023-3.6-3.05.03.4-7.01.72.8-3.4-5.70.94.30.8-4.4%
20223.02.00.44.2-1.9-0.02.0-3.8-8.66.87.00.010.6%
2021-12.21.78.52.4-84.4548.05.4-1.3-6.17.4-6.212.911.4%
20205.5-8.4-16.53.71.7-3.45.74.80.5-2.78.26.32.5%
20191.6-5.84.34.70.14.53.44.6-0.4-0.0-1.23.720.6%
20183.7-9.21.4-0.5-0.52.96.3-4.44.53.76.1-6.16.8%
20170.30.92.01.75.4-0.62.2-0.6-0.42.20.40.214.4%
2016———-3.4-0.42.4-3.8-0.5-1.80.2-4.02.8-8.4%

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 281.7%. The dominant macroeconomic risk driver is UUP.US, accounting for 15.9% of variance. Idiosyncratic stock-specific factors contribute 55.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019657.26302470799
2016-05-019614.149981840974
2016-06-019846.439073538197
2016-07-019477.166488981573
2016-08-019433.73126984313
2016-09-019267.722623803555
2016-10-019285.23729746828
2016-11-018911.014913832492
2016-12-019156.13247888281
2017-01-019180.442142999402
2017-02-019266.580362477593
2017-03-019455.287791276638
2017-04-019613.476340546176
2017-05-0110130.36423491922
2017-06-0110074.452007451058
2017-07-0110296.84150098996
2017-08-0110231.703316658271
2017-09-0110190.845507691227
2017-10-0110410.452569795094
2017-11-0110447.883594784258
2017-12-0110472.98405520344
2018-01-0110863.315252410464
2018-02-019865.79893857563
2018-03-0110001.2301275818
2018-04-019950.589875464226
2018-05-019902.23414599857
2018-06-0110190.230443900324
2018-07-0110833.79219044718
2018-08-0110355.184694869782
2018-09-0110822.838197218738
2018-10-0111218.82212355167
2018-11-0111902.685192778563
2018-12-0111182.386916128731
2019-01-0111366.583877127827
2019-02-0110707.674824560374
2019-03-0111163.26136110688
2019-04-0111687.363269580263
2019-05-0111704.037514806838
2019-06-0112225.160190166604
2019-07-0112635.705939094178
2019-08-0113214.31364468394
2019-09-0113165.818226963525
2019-10-0113163.40043906013
2019-11-0113010.772549910665
2019-12-0113485.881280254936
2020-01-0114229.002893728693
2020-02-0113032.703820424804
2020-03-0110875.938704499924
2020-04-0111279.039797556145
2020-05-0111473.194934217463
2020-06-0111081.399299413053
2020-07-0111716.320864135336
2020-08-0112284.288341905174
2020-09-0112343.71521960706
2020-10-0112016.17910657591
2020-11-0113002.448539662828
2020-12-0113818.872500205021
2021-01-0112133.099804351137
2021-02-0112344.740325925231
2021-03-0113392.691870614008
2021-04-0113715.366050821842
2021-05-012137.563464268875
2021-06-0113851.998078657873
2021-07-0114599.505605867122
2021-08-0114415.191489860234
2021-09-0113533.541478730507
2021-10-0114539.463664374334
2021-11-0113633.29896786438
2021-12-0115390.419063462865
2022-01-0115858.277587075458
2022-02-0116177.993603336574
2022-03-0116238.97278489169
2022-04-0116922.601544103003
2022-05-0116600.42527267828
2022-06-0116596.383424909498
2022-07-0116928.781470763966
2022-08-0116279.801305106785
2022-09-0114886.447508698759
2022-10-0115904.231638881403
2022-11-0117023.266984547256
2022-12-0117023.266984547256
2023-01-0116410.429138793537
2023-02-0115926.022470330494
2023-03-0116727.77276614689
2023-04-0117299.459915414085
2023-05-0116088.633621144136
2023-06-0116363.332825661631
2023-07-0116827.998875311925
2023-08-0116257.366121114846
2023-09-0115331.90013707136
2023-10-0115471.578195109949
2023-11-0116133.093946600748
2023-12-0116268.378691847183
2024-01-0116422.964724627152
2024-02-0116569.291329357875
2024-03-0117024.614267136847
2024-04-0117188.77772180372
2024-05-0117511.569057019344
2024-06-0117849.35623323219
2024-07-0118715.8932483569
2024-08-0120322.76204646368
2024-09-0120289.84148927446
2024-10-0118440.43253628876
2024-11-0118230.373607319845
2024-12-0117712.607050388367
2025-01-011523.0150454166433
2025-02-011681.1742947614619
2025-03-011663.6010603519987
2025-04-011306.2783480402816
2025-05-011156.9057159001943
2025-06-011121.7591772514425
2025-07-011048.5372973821873
2025-08-01998.7464665553758
2025-09-011112.972560046711
2025-10-01658.9969188232951
2025-11-01711.71669188151
2025-12-01893.3069204389459
2026-01-01787.8674441523422
2026-02-0123887.906088545755
2026-03-0122274.09585622737
2026-04-0122019.283714282366
Annual Return Matrix
YearAnnual Return
20170.14382181334288702
20180.06773645955975915
20190.20599308371308456
20200.024691839786371572
20210.11372465902949247
20220.10609509165093489
2023-0.04434450175664373
20240.08877518687617925
2025-0.9495666042893804
202623.649180713234273
Total Factor Risk
2.817114267147992
VTI.US Exposure
0.010985523980034035
VEA.US Exposure
-0.004471567135951478
VWO.US Exposure
0.001062083584032905
QQQ.US Exposure
0.009650746967392529
VTV.US Exposure
0.11695161826429619
IJR.US Exposure
0.003212448399011814
QUAL.US Exposure
0.0027503123330044096
SHV.US Exposure
0.05020711201534425
TLT.US Exposure
0.02011370963422844
LQD.US Exposure
0.01098838355519011
HYG.US Exposure
0.0003150237042869069
GLD.US Exposure
0.028610094477126546
USO.US Exposure
0.0019661179208999764
VNQ.US Exposure
0.009310047897804595
BTC-USD.CC Exposure
0.020212326867396532
CPER.US Exposure
-0.0012109346835816963
VIX.INDX Exposure
0.00800100904402848
UUP.US Exposure
0.15857333524218956
TIP.US Exposure
0.0006671389277237347
Idiosyncratic Exposure
0.5521054690055422
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
281.7%

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 →25.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.66%
Market Cap$332.4B
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
$2,750
Avg Yield on Cost
4.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$480.344.80%Solid
2021$492.054.92%Solid
2022$515.485.15%Solid
2023$538.915.39%Solid
2024$568.25.68%Solid
2026$155.231.55%Solid

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 →
+0.9%
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 →
+253.9%
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 →
7.8% 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 →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

The Coca-Cola Company (KO.US) has an annualized volatility of 281.7% and experienced a maximum drawdown of 96.8% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, KO.US has generated a Compound Annual Growth Rate (CAGR) of 8.7%. 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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