^GSPTSE vs. COST
Compare and contrast key facts about S&P TSX Composite Index (Canada) (^GSPTSE) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTSE or COST.
Key characteristics
| ^GSPTSE | COST | |
|---|---|---|
| YTD Return | 10.35% | 35.14% |
| 1Y Return | 13.98% | 68.40% |
| 3Y Return (Ann) | 3.87% | 27.28% |
| 5Y Return (Ann) | 7.10% | 26.92% |
| 10Y Return (Ann) | 4.02% | 24.72% |
| Sharpe Ratio | 1.35 | 3.63 |
| Daily Std Dev | 11.50% | 19.40% |
| Max Drawdown | -49.99% | -100.00% |
| Current Drawdown | -0.95% | -99.86% |
Correlation
The correlation between ^GSPTSE and COST is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^GSPTSE vs. COST - Performance Comparison
In the year-to-date period, ^GSPTSE achieves a 10.35% return, which is significantly lower than COST's 35.14% return. Over the past 10 years, ^GSPTSE has underperformed COST with an annualized return of 4.02%, while COST has yielded a comparatively higher 24.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^GSPTSE vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and Costco Wholesale Corporation (COST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^GSPTSE vs. COST - Drawdown Comparison
The maximum ^GSPTSE drawdown since its inception was -49.99%, smaller than the maximum COST drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and COST. For additional features, visit the drawdowns tool.
Volatility
^GSPTSE vs. COST - Volatility Comparison
The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 4.96%, while Costco Wholesale Corporation (COST) has a volatility of 6.59%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.