PortfoliosLab logo
ALGM vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALGM and COST is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ALGM vs. COST - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
6.61%
188.78%
ALGM
COST

Key characteristics

Sharpe Ratio

ALGM:

-0.45

COST:

1.68

Sortino Ratio

ALGM:

-0.32

COST:

2.24

Omega Ratio

ALGM:

0.96

COST:

1.30

Calmar Ratio

ALGM:

-0.41

COST:

2.14

Martin Ratio

ALGM:

-1.02

COST:

6.51

Ulcer Index

ALGM:

27.50%

COST:

5.70%

Daily Std Dev

ALGM:

62.93%

COST:

22.11%

Max Drawdown

ALGM:

-68.65%

COST:

-53.39%

Current Drawdown

ALGM:

-64.21%

COST:

-9.41%

Fundamentals

Market Cap

ALGM:

$3.23B

COST:

$441.24B

EPS

ALGM:

-$0.37

COST:

$17.14

PS Ratio

ALGM:

4.17

COST:

1.65

PB Ratio

ALGM:

3.31

COST:

16.93

Total Revenue (TTM)

ALGM:

$532.18M

COST:

$264.09B

Gross Profit (TTM)

ALGM:

$241.65M

COST:

$35.11B

EBITDA (TTM)

ALGM:

$4.81M

COST:

$11.25B

Returns By Period

In the year-to-date period, ALGM achieves a -13.68% return, which is significantly lower than COST's 6.58% return.


ALGM

YTD

-13.68%

1M

-30.47%

6M

-12.56%

1Y

-34.41%

5Y*

N/A

10Y*

N/A

COST

YTD

6.58%

1M

4.86%

6M

9.45%

1Y

35.49%

5Y*

27.94%

10Y*

23.05%

*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

ALGM vs. COST — Risk-Adjusted Performance Rank

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

ALGM
The Risk-Adjusted Performance Rank of ALGM is 2828
Overall Rank
The Sharpe Ratio Rank of ALGM is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGM is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ALGM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ALGM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ALGM is 2828
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALGM vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegro MicroSystems, Inc. (ALGM) 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.


The chart of Sharpe ratio for ALGM, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
ALGM: -0.45
COST: 1.68
The chart of Sortino ratio for ALGM, currently valued at -0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
ALGM: -0.32
COST: 2.24
The chart of Omega ratio for ALGM, currently valued at 0.96, compared to the broader market0.501.001.502.00
ALGM: 0.96
COST: 1.30
The chart of Calmar ratio for ALGM, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
ALGM: -0.41
COST: 2.14
The chart of Martin ratio for ALGM, currently valued at -1.02, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALGM: -1.02
COST: 6.51

The current ALGM Sharpe Ratio is -0.45, which is lower than the COST Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ALGM 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.45
1.68
ALGM
COST

Dividends

ALGM vs. COST - Dividend Comparison

ALGM has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
ALGM
Allegro MicroSystems, 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
0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

ALGM vs. COST - Drawdown Comparison

The maximum ALGM drawdown since its inception was -68.65%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ALGM and COST. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-64.21%
-9.41%
ALGM
COST

Volatility

ALGM vs. COST - Volatility Comparison

Allegro MicroSystems, Inc. (ALGM) has a higher volatility of 33.61% compared to Costco Wholesale Corporation (COST) at 10.36%. This indicates that ALGM'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.61%
10.36%
ALGM
COST

Financials

ALGM vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Allegro MicroSystems, 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