The Coca-Cola Company (KO): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Coca-Cola Company, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $88.54 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +16.11% |
| Total return over period | +56.16% |
| Annualized volatility | 16.47% |
| Sharpe ratio | 0.76 |
| Sortino ratio | 1.16 |
| Max drawdown | -15.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.06% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $48.33 – $89.08 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Coca-Cola Company (KO) has posted an annualized return of +16.11% with annual volatility of 16.47%, a Sharpe ratio of 0.76. Its worst stretch (max drawdown from a peak) was -15.50%. Its correlation with the S&P 500 is 0.04, 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 S&P 500 stocks, try the optimizer.
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