ADM vs. COST
ADM (Archer-Daniels-Midland Company) and COST (Costco Wholesale Corporation) are both stocks. Both are in the Consumer Defensive sector — ADM in Farm Products, COST in Discount Stores. Over the past 10 years, ADM returned 9.94%/yr vs 22.27%/yr for COST. At a 0.23 correlation, their price movements are largely independent.
Performance
ADM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 41.55% return, which is significantly higher than COST's 14.24% return. Over the past 10 years, ADM has underperformed COST with an annualized return of 9.94%, while COST has yielded a comparatively higher 22.27% annualized return.
ADM
- 1D
- 1.70%
- 1M
- -2.56%
- YTD
- 41.55%
- 6M
- 35.61%
- 1Y
- 66.67%
- 3Y*
- 6.06%
- 5Y*
- 6.96%
- 10Y*
- 9.94%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
ADM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 41.55% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between ADM and COST is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.23 |
The correlation between ADM and COST shifts across timeframes, from 0.08 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ADM:
$2.23
COST:
$26.51
ADM:
35.93
COST:
37.06
ADM:
0.48
COST:
1.12
ADM:
$80.61B
COST:
$293.59B
ADM:
$4.70B
COST:
$11.12B
ADM:
$3.48B
COST:
$12.48B
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Return for Risk
ADM vs. COST — Risk / Return Rank
ADM
COST
ADM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) 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.
| ADM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.00 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 5.24 | -0.10 | +5.34 |
| Martin ratioReturn relative to average drawdown | 14.45 | -0.22 | +14.67 |
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Drawdowns
ADM vs. COST - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ADM and COST.
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Drawdown Indicators
| ADM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -53.39% | -14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -15.14% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -20.74% | -28.48% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -31.40% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -31.40% | -22.74% |
Current DrawdownCurrent decline from peak | -8.23% | -10.23% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -13.36% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 6.67% | -2.04% |
Volatility
ADM vs. COST - Volatility Comparison
Archer-Daniels-Midland Company (ADM) and Costco Wholesale Corporation (COST) have volatilities of 7.74% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 7.44% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 14.53% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 18.80% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.26% | 22.72% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 21.95% | +5.01% |
Dividends
ADM vs. COST - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.57%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Financials
ADM vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Archer-Daniels-Midland Company 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.
Total Revenue: Total amount of money received from sales and other business activities
ADM vs. COST - Profitability Comparison
ADM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported a gross profit of 1.22B and revenue of 20.49B. Therefore, the gross margin over that period was 6.0%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
ADM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported an operating income of 408.00M and revenue of 20.49B, resulting in an operating margin of 2.0%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
ADM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported a net income of 298.00M and revenue of 20.49B, resulting in a net margin of 1.5%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
ADM and COST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.74%) compared to COST (7.44%). In terms of maximum drawdown, ADM dropped -68.01% vs COST's -53.39%.
ADM currently has the higher Sharpe Ratio (2.46 vs -0.08), 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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