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AIT vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AIT and COST is 0.26, 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.


-0.50.00.51.00.3

Performance

AIT vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
45.07%
17.29%
AIT
COST

Key characteristics

Sharpe Ratio

AIT:

2.35

COST:

3.42

Sortino Ratio

AIT:

3.37

COST:

4.09

Omega Ratio

AIT:

1.42

COST:

1.59

Calmar Ratio

AIT:

5.53

COST:

6.55

Martin Ratio

AIT:

14.14

COST:

16.95

Ulcer Index

AIT:

4.59%

COST:

3.97%

Daily Std Dev

AIT:

27.59%

COST:

19.70%

Max Drawdown

AIT:

-66.46%

COST:

-53.39%

Current Drawdown

AIT:

-3.56%

COST:

0.00%

Fundamentals

Market Cap

AIT:

$10.57B

COST:

$439.05B

EPS

AIT:

$9.79

COST:

$16.40

PE Ratio

AIT:

28.09

COST:

59.89

PEG Ratio

AIT:

2.88

COST:

6.04

Total Revenue (TTM)

AIT:

$4.48B

COST:

$196.65B

Gross Profit (TTM)

AIT:

$1.31B

COST:

$24.75B

EBITDA (TTM)

AIT:

$540.99M

COST:

$9.50B

Returns By Period

In the year-to-date period, AIT achieves a 57.76% return, which is significantly higher than COST's 51.38% return. Over the past 10 years, AIT has underperformed COST with an annualized return of 22.05%, while COST has yielded a comparatively higher 24.49% annualized return.


AIT

YTD

57.76%

1M

0.98%

6M

45.07%

1Y

63.66%

5Y (annualized)

33.79%

10Y (annualized)

22.05%

COST

YTD

51.38%

1M

5.26%

6M

17.29%

1Y

63.81%

5Y (annualized)

29.56%

10Y (annualized)

24.49%

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

AIT vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Industrial Technologies, Inc. (AIT) 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 AIT, currently valued at 2.35, compared to the broader market-4.00-2.000.002.002.353.42
The chart of Sortino ratio for AIT, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.374.09
The chart of Omega ratio for AIT, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.59
The chart of Calmar ratio for AIT, currently valued at 5.53, compared to the broader market0.002.004.006.005.536.55
The chart of Martin ratio for AIT, currently valued at 14.14, compared to the broader market-10.000.0010.0020.0030.0014.1416.95
AIT
COST

The current AIT Sharpe Ratio is 2.35, which is lower than the COST Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of AIT 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.35
3.42
AIT
COST

Dividends

AIT vs. COST - Dividend Comparison

AIT's dividend yield for the trailing twelve months is around 0.55%, less than COST's 1.96% yield.


TTM20232022202120202019201820172016201520142013
AIT
Applied Industrial Technologies, Inc.
0.55%0.81%1.08%1.29%1.64%1.86%2.22%1.70%1.89%2.67%2.19%1.87%
COST
Costco Wholesale Corporation
1.96%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AIT vs. COST - Drawdown Comparison

The maximum AIT drawdown since its inception was -66.46%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AIT and COST. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
0
AIT
COST

Volatility

AIT vs. COST - Volatility Comparison

Applied Industrial Technologies, Inc. (AIT) has a higher volatility of 5.71% compared to Costco Wholesale Corporation (COST) at 5.08%. This indicates that AIT'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%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
5.08%
AIT
COST

Financials

AIT vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Applied Industrial Technologies, 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


Values in USD except per share items
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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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