The Coca-Cola Company (KO): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Coca-Cola Company, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $91.73 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +21.76% |
| Total return over period | +79.96% |
| Annualized volatility | 16.46% |
| Period volatility | 28.43% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.38 |
| Sortino ratio | 3.74 |
| Max drawdown | -15.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.01% |
| Correlation with the S&P 500 | 0.00 |
| Period range | $51.81 – $95.34 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Coca-Cola Company (KO) has posted an annualized return of +21.76% with annual volatility of 16.46%, a Sharpe ratio of 2.38. Its worst stretch (max drawdown from a peak) was -15.50%. Its correlation with the S&P 500 is 0.00, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how KO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, The Coca-Cola Company (KO) is of the S&P 500.
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