KO Risk-Adjusted Performance Profile
Descriptive market-risk statistics — not investment advice; past performance does not indicate future results. Price-based statistics are historical lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.
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%.
Risk-adjusted ratio figure
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 | FY | Period end | Accession |
|---|---|---|---|---|
| Revenue | 47,941,000,000 | 2025 | 2025-12-31 | 0001628280-26-010047 |
| Net margin | 27.34% | 2025 | 2025-12-31 | 0001628280-26-010047 |
| Return on equity | 40.74% | 2025 | 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.