# KO Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: a56baf647cb438c84c91da2ca9ab1487b8e3e120430d37bfe00918356961acfd.

## Return & risk

For KO over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 14.27%, annualized volatility 15.79%, and maximum drawdown -16.26%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.49% for 95% VaR and -1.98% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.66, Sortino 1.00, and Calmar 0.86 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.04 and alpha 9.81%. Up capture is 0.07 and down capture is -0.11.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, KO's latest reported revenue is 47,941,000,000, net margin is 27.34%, and return on equity is 40.74%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 14.27% | 3y | 2026-06-30 |
| Annualized volatility | 15.79% | 3y | 2026-06-30 |
| Maximum drawdown | -16.26% | 3y | 2026-06-30 |
| 95% daily VaR | -1.49% | 3y | 2026-06-30 |
| 95% daily CVaR | -1.98% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.66 | 3y | 2026-06-30 |
| Sortino ratio | 1.00 | 3y | 2026-06-30 |
| Calmar ratio | 0.86 | 3y | 2026-06-30 |
| Beta vs SPY | 0.04 | 3y | 2026-06-30 |
| Alpha vs SPY | 9.81% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.07 | 3y | 2026-06-30 |
| Down capture vs SPY | -0.11 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 47,941,000,000 | 2025-12-31 | 0001628280-26-010047 |
| Net margin | 27.34% | 2025-12-31 | 0001628280-26-010047 |
| Return on equity | 40.74% | 2025-12-31 | 0001628280-26-010047 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf KO --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: a56baf647cb438c84c91da2ca9ab1487b8e3e120430d37bfe00918356961acfd.