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 sector. Data as of 2026-09-13.
| Last close price | $88.29 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +18.30% |
| Total return over period | +65.02% |
| Annualized volatility | 16.58% |
| Period volatility | 28.63% |
| Sharpe ratio | 0.87 |
| Sortino ratio | 1.33 |
| Max drawdown | -15.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.07% |
| Correlation with the S&P 500 | 0.03 |
| Period range | $48.33 – $91.99 |
| Trading days analyzed | 751 |
Over the last 3.0 years, The Coca-Cola Company (KO) has posted an annualized return of +18.30% with annual volatility of 16.58%, a Sharpe ratio of 0.87. Its worst stretch (max drawdown from a peak) was -15.50%. Its correlation with the S&P 500 is 0.03, 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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