^SPTSX60 vs. COST
Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPTSX60 or COST.
Correlation
The correlation between ^SPTSX60 and COST is 0.34, 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
^SPTSX60 vs. COST - Performance Comparison
Key characteristics
^SPTSX60:
1.65
COST:
2.20
^SPTSX60:
2.29
COST:
2.78
^SPTSX60:
1.30
COST:
1.39
^SPTSX60:
2.39
COST:
4.02
^SPTSX60:
10.12
COST:
9.78
^SPTSX60:
1.67%
COST:
4.22%
^SPTSX60:
10.22%
COST:
18.78%
^SPTSX60:
-49.15%
COST:
-53.39%
^SPTSX60:
-3.81%
COST:
-5.81%
Returns By Period
In the year-to-date period, ^SPTSX60 achieves a 0.02% return, which is significantly lower than COST's 2.26% return. Over the past 10 years, ^SPTSX60 has underperformed COST with an annualized return of 6.11%, while COST has yielded a comparatively higher 23.64% annualized return.
^SPTSX60
0.02%
-2.77%
9.72%
17.14%
7.59%
6.11%
COST
2.26%
-5.21%
11.46%
37.93%
27.83%
23.64%
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Risk-Adjusted Performance
^SPTSX60 vs. COST — Risk-Adjusted Performance Rank
^SPTSX60
COST
^SPTSX60 vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) 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
^SPTSX60 vs. COST - Drawdown Comparison
The maximum ^SPTSX60 drawdown since its inception was -49.15%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and COST. For additional features, visit the drawdowns tool.
Volatility
^SPTSX60 vs. COST - Volatility Comparison
S&P/TSX 60 Index (^SPTSX60) has a higher volatility of 4.46% compared to Costco Wholesale Corporation (COST) at 4.03%. This indicates that ^SPTSX60's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.