PortfoliosLab logoPortfoliosLab logo
ACHC vs. COST
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ACHC vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadia Healthcare Company, Inc. (ACHC) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ACHC vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACHC
Acadia Healthcare Company, Inc.
64.83%-64.21%-49.01%-5.54%35.62%20.77%51.29%29.21%-21.21%-1.42%
COST
Costco Wholesale Corporation
15.71%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Fundamentals

EPS

ACHC:

-$12.19

COST:

$25.63

PS Ratio

ACHC:

0.64

COST:

1.16

Total Revenue (TTM)

ACHC:

$3.31B

COST:

$286.27B

Gross Profit (TTM)

ACHC:

$1.91B

COST:

$19.33B

EBITDA (TTM)

ACHC:

-$737.83M

COST:

$12.73B

Returns By Period

In the year-to-date period, ACHC achieves a 64.83% return, which is significantly higher than COST's 15.71% return. Over the past 10 years, ACHC has underperformed COST with an annualized return of -8.19%, while COST has yielded a comparatively higher 22.28% annualized return.


ACHC

1D
2.45%
1M
-0.21%
YTD
64.83%
6M
-5.53%
1Y
-22.86%
3Y*
-31.34%
5Y*
-16.26%
10Y*
-8.19%

COST

1D
-0.02%
1M
-1.42%
YTD
15.71%
6M
7.95%
1Y
5.93%
3Y*
27.83%
5Y*
24.28%
10Y*
22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

ACHC vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACHC
ACHC Risk / Return Rank: 2828
Overall Rank
ACHC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ACHC Sortino Ratio Rank: 2727
Sortino Ratio Rank
ACHC Omega Ratio Rank: 2828
Omega Ratio Rank
ACHC Calmar Ratio Rank: 3030
Calmar Ratio Rank
ACHC Martin Ratio Rank: 3131
Martin Ratio Rank

COST
COST Risk / Return Rank: 4949
Overall Rank
COST Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4545
Sortino Ratio Rank
COST Omega Ratio Rank: 4444
Omega Ratio Rank
COST Calmar Ratio Rank: 5252
Calmar Ratio Rank
COST Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACHC vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadia Healthcare Company, Inc. (ACHC) 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.


ACHCCOSTDifference

Sharpe ratio

Return per unit of total volatility

-0.34

0.30

-0.64

Sortino ratio

Return per unit of downside risk

-0.10

0.57

-0.66

Omega ratio

Gain probability vs. loss probability

0.99

1.07

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.36

0.40

-0.77

Martin ratio

Return relative to average drawdown

-0.65

0.80

-1.45

ACHC vs. COST - Sharpe Ratio Comparison

The current ACHC Sharpe Ratio is -0.34, which is lower than the COST Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ACHC 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.


Loading graphics...

Sharpe Ratios by Period


ACHCCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

0.30

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

1.08

-1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

1.02

-1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.59

-0.59

Correlation

The correlation between ACHC and COST is 0.10, 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.


Dividends

ACHC vs. COST - Dividend Comparison

ACHC has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.52%.


TTM20252024202320222021202020192018201720162015
ACHC
Acadia Healthcare Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.52%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Drawdowns

ACHC vs. COST - Drawdown Comparison

The maximum ACHC drawdown since its inception was -98.77%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ACHC and COST.


Loading graphics...

Drawdown Indicators


ACHCCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-98.77%

-53.39%

-45.38%

Max Drawdown (1Y)

Largest decline over 1 year

-60.98%

-19.35%

-41.63%

Max Drawdown (5Y)

Largest decline over 5 years

-86.89%

-31.40%

-55.49%

Max Drawdown (10Y)

Largest decline over 10 years

-86.89%

-31.40%

-55.49%

Current Drawdown

Current decline from peak

-73.74%

-6.96%

-66.78%

Average Drawdown

Average peak-to-trough decline

-56.38%

-13.40%

-42.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.35%

9.67%

+24.68%

Volatility

ACHC vs. COST - Volatility Comparison

Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 14.87% compared to Costco Wholesale Corporation (COST) at 4.41%. This indicates that ACHC'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.


Loading graphics...

Volatility by Period


ACHCCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.87%

4.41%

+10.46%

Volatility (6M)

Calculated over the trailing 6-month period

50.07%

13.36%

+36.71%

Volatility (1Y)

Calculated over the trailing 1-year period

66.53%

20.15%

+46.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.98%

22.51%

+22.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.28%

21.90%

+26.38%

Financials

ACHC vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Acadia Healthcare Company, Inc. 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
821.46M
69.60B
(ACHC) Total Revenue
(COST) Total Revenue
Values in USD except per share items