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ABBOTINDIA.NS vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABBOTINDIA.NS and COST is 0.07, 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.


-0.50.00.51.00.1

Performance

ABBOTINDIA.NS vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbott India Limited (ABBOTINDIA.NS) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
5.43%
6.51%
ABBOTINDIA.NS
COST

Key characteristics

Sharpe Ratio

ABBOTINDIA.NS:

1.49

COST:

2.10

Sortino Ratio

ABBOTINDIA.NS:

2.33

COST:

2.67

Omega Ratio

ABBOTINDIA.NS:

1.28

COST:

1.38

Calmar Ratio

ABBOTINDIA.NS:

2.49

COST:

3.86

Martin Ratio

ABBOTINDIA.NS:

5.25

COST:

9.75

Ulcer Index

ABBOTINDIA.NS:

6.55%

COST:

4.07%

Daily Std Dev

ABBOTINDIA.NS:

23.14%

COST:

18.84%

Max Drawdown

ABBOTINDIA.NS:

-32.87%

COST:

-53.39%

Current Drawdown

ABBOTINDIA.NS:

-1.51%

COST:

-7.88%

Fundamentals

Market Cap

ABBOTINDIA.NS:

₹622.62B

COST:

$417.13B

EPS

ABBOTINDIA.NS:

₹603.40

COST:

$17.01

PE Ratio

ABBOTINDIA.NS:

48.50

COST:

55.24

Total Revenue (TTM)

ABBOTINDIA.NS:

₹60.66B

COST:

$258.81B

Gross Profit (TTM)

ABBOTINDIA.NS:

₹23.92B

COST:

$32.80B

EBITDA (TTM)

ABBOTINDIA.NS:

₹18.12B

COST:

$12.25B

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with ABBOTINDIA.NS having a 24.04% annualized return and COST not far behind at 23.14%.


ABBOTINDIA.NS

YTD

0.00%

1M

7.28%

6M

9.25%

1Y

32.55%

5Y*

19.24%

10Y*

24.04%

COST

YTD

0.00%

1M

-5.72%

6M

6.92%

1Y

39.62%

5Y*

27.96%

10Y*

23.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABBOTINDIA.NS vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott India Limited (ABBOTINDIA.NS) 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.


Sharpe ratio
The chart of Sharpe ratio for ABBOTINDIA.NS, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.501.87
The chart of Sortino ratio for ABBOTINDIA.NS, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.932.43
The chart of Omega ratio for ABBOTINDIA.NS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.35
The chart of Calmar ratio for ABBOTINDIA.NS, currently valued at 0.78, compared to the broader market0.002.004.006.000.783.40
The chart of Martin ratio for ABBOTINDIA.NS, currently valued at 1.55, compared to the broader market0.005.0010.0015.0020.0025.001.558.58
ABBOTINDIA.NS
COST

The current ABBOTINDIA.NS Sharpe Ratio is 1.49, which is comparable to the COST Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ABBOTINDIA.NS and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.50
1.87
ABBOTINDIA.NS
COST

Dividends

ABBOTINDIA.NS vs. COST - Dividend Comparison

ABBOTINDIA.NS's dividend yield for the trailing twelve months is around 1.38%, more than COST's 0.49% yield.


TTM2023202220212020201920182017201620152014
ABBOTINDIA.NS
Abbott India Limited
1.38%1.42%0.68%0.80%0.68%0.11%0.73%0.72%0.74%0.52%0.60%
COST
Costco Wholesale Corporation
0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

ABBOTINDIA.NS vs. COST - Drawdown Comparison

The maximum ABBOTINDIA.NS drawdown since its inception was -32.87%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ABBOTINDIA.NS and COST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-3.16%
-7.88%
ABBOTINDIA.NS
COST

Volatility

ABBOTINDIA.NS vs. COST - Volatility Comparison

Abbott India Limited (ABBOTINDIA.NS) has a higher volatility of 5.64% compared to Costco Wholesale Corporation (COST) at 4.13%. This indicates that ABBOTINDIA.NS'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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember
5.64%
4.13%
ABBOTINDIA.NS
COST

Financials

ABBOTINDIA.NS vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Abbott India Limited and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ABBOTINDIA.NS values in INR, COST values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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