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Costco Wholesale Corporation (COST) Sharpe Ratio: -0.04

Equity · Currency in USD · Last updated Jun 18, 2026

Costco Wholesale Corporation operates a global chain of membership warehouses offering branded and private-label merchandise, food, fuel, pharmacy, optical, travel, and related services. As of May 2026, Costco operated 931 warehouses across the United States, Puerto Rico, Canada, Mexico, Japan, the United Kingdom, Korea, Australia, Taiwan, China, Spain, France, Sweden, Iceland, and New Zealand.

COST's Sharpe Ratio of -0.04 indicates that for each unit of volatility, it generates -0.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

COST Sharpe Ratio Rank

COST Sharpe Ratio Rank: 40.540
Average

COST ranks above 40.5% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

COST Sharpe Ratio Market Positioning

The chart shows COST's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 5.55+
  • Median: 0.22 — half of all investments score higher

How it compares to other similar stocks

The table compares Costco Wholesale Corporation's Sharpe Ratio with other stocks in the Discount Stores industry across multiple time periods, showing how COST's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PSMTPriceSmart, Inc.2.67
TBBBBBB Foods Inc.1.38
TGTTarget Corporation1.35
WMTWalmart Inc.1.11
DLTRDollar Tree, Inc.0.21
COSTCostco Wholesale Corporation-0.04
DGDollar General Corporation-0.06
BMRRYB&M European Value Retail SA ADR-0.49
DQJCYPan Pacific International Holdings Corp ADR-0.61
BJBJ's Wholesale Club Holdings, Inc.-0.70

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows COST's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when COST consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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