AGO vs. COST
AGO (Assured Guaranty Ltd.) and COST (Costco Wholesale Corporation) are both stocks. AGO operates in Insurance - Specialty (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, AGO returned 12.53%/yr vs 22.34%/yr for COST. At a 0.26 correlation, their price movements are largely independent.
Performance
AGO vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGO achieves a -17.78% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, AGO has underperformed COST with an annualized return of 12.53%, while COST has yielded a comparatively higher 22.34% annualized return.
AGO
- 1D
- -0.92%
- 1M
- -10.00%
- YTD
- -17.78%
- 6M
- -16.82%
- 1Y
- -12.05%
- 3Y*
- 12.93%
- 5Y*
- 10.98%
- 10Y*
- 12.53%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
AGO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | -17.78% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -9.03% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between AGO and COST is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2004 | 0.26 |
Fundamentals
AGO:
$11.20
COST:
$26.51
AGO:
6.54
COST:
36.29
AGO:
0.05
COST:
2.84
AGO:
2.85
COST:
1.09
AGO:
$951.00M
COST:
$293.59B
AGO:
$663.00M
COST:
$11.12B
AGO:
$500.00M
COST:
$12.48B
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
AGO vs. COST — Risk / Return Rank
AGO
COST
AGO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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.
| AGO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.94 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.44 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.59 | -0.88 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AGO | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -0.44 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.94 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.02 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.41 |
Drawdowns
AGO vs. COST - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AGO and COST.
Loading charts...
Drawdown Indicators
| AGO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.18% | -53.39% | -36.79% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -18.95% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -20.74% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -31.40% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -61.48% | -31.40% | -30.08% |
Current DrawdownCurrent decline from peak | -21.37% | -12.11% | -9.26% |
Average DrawdownAverage peak-to-trough decline | -19.81% | -13.36% | -6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 9.86% | -2.28% |
Volatility
AGO vs. COST - Volatility Comparison
Assured Guaranty Ltd. (AGO) has a higher volatility of 12.34% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that AGO'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 charts...
Volatility by Period
| AGO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 8.05% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 14.83% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 19.12% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.33% | 22.73% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.97% | 21.95% | +12.02% |
Dividends
AGO vs. COST - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.97%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.97% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Financials
AGO vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Assured Guaranty Ltd. 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
AGO vs. COST - Profitability Comparison
AGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a gross profit of 0.00 and revenue of 261.00M. Therefore, the gross margin over that period was 0.0%.
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%.
AGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported an operating income of 0.00 and revenue of 261.00M, resulting in an operating margin of 0.0%.
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%.
AGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a net income of 88.00M and revenue of 261.00M, resulting in a net margin of 33.7%.
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
AGO and COST have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGO has higher volatility (12.34%) compared to COST (8.05%). In terms of maximum drawdown, AGO dropped -90.18% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.44 vs -0.56), 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.
Find the right allocation for AGO and COST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer