^GSPTXDV vs. COST
^GSPTXDV (S&P/TSX Dividend Aristocrats) is an index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, ^GSPTXDV returned 6.28%/yr vs 21.89%/yr for COST. At a 0.33 correlation, their price movements are largely independent.
Performance
^GSPTXDV vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ^GSPTXDV achieves a 13.12% return, which is significantly higher than COST's 9.57% return. Over the past 10 years, ^GSPTXDV has underperformed COST with an annualized return of 6.28%, while COST has yielded a comparatively higher 21.89% annualized return.
^GSPTXDV
- 1D
- 0.74%
- 1M
- 0.62%
- YTD
- 13.12%
- 6M
- 13.10%
- 1Y
- 23.94%
- 3Y*
- 15.24%
- 5Y*
- 8.25%
- 10Y*
- 6.28%
COST
- 1D
- -1.96%
- 1M
- -6.05%
- YTD
- 9.57%
- 6M
- 8.38%
- 1Y
- -3.95%
- 3Y*
- 23.28%
- 5Y*
- 20.31%
- 10Y*
- 21.89%
^GSPTXDV vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^GSPTXDV S&P/TSX Dividend Aristocrats | 13.12% | 14.03% | 15.52% | 5.07% | -7.83% | 20.93% | -6.87% | 20.90% | -12.66% | 1.27% |
COST Costco Wholesale Corporation | 9.57% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between ^GSPTXDV and COST is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.33 |
Over the past year, the correlation between ^GSPTXDV and COST has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
^GSPTXDV vs. COST — Risk / Return Rank
^GSPTXDV
COST
^GSPTXDV vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^GSPTXDV | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.70 | ||
| Sortino ratioReturn per unit of downside risk | +5.33 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 0.98 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | -0.28 | +5.93 |
| Martin ratioReturn relative to average drawdown | 21.97 | -0.61 | +22.57 |
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Drawdowns
^GSPTXDV vs. COST - Drawdown Comparison
The maximum ^GSPTXDV drawdown since its inception was -46.09%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and COST.
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Drawdown Indicators
| ^GSPTXDV | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -53.39% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | -14.42% | +10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -20.74% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -31.40% | +11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -31.40% | -14.69% |
Current DrawdownCurrent decline from peak | 0.00% | -13.90% | +13.90% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -13.36% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 6.53% | -5.40% |
Volatility
^GSPTXDV vs. COST - Volatility Comparison
The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 1.91%, while Costco Wholesale Corporation (COST) has a volatility of 6.00%. This indicates that ^GSPTXDV 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.
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Volatility by Period
| ^GSPTXDV | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 6.00% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 5.48% | 14.61% | -9.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.12% | 18.87% | -11.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.66% | 22.75% | -12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 21.97% | -7.37% |
Frequently Asked Questions
^GSPTXDV and COST have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (6.00%) compared to ^GSPTXDV (1.91%). In terms of maximum drawdown, ^GSPTXDV dropped -46.09% vs COST's -53.39%.
^GSPTXDV currently has the higher Sharpe Ratio (3.49 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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