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

Key characteristics


AMNCOST
YTD Return-29.23%28.91%
1Y Return-48.80%66.64%
3Y Return (Ann)-17.89%31.30%
5Y Return (Ann)0.11%28.33%
10Y Return (Ann)16.24%24.67%
Sharpe Ratio-1.083.80
Daily Std Dev44.88%17.91%
Max Drawdown-89.99%-70.95%
Current Drawdown-58.29%-2.58%

Fundamentals


AMNCOST
Market Cap$2.04B$375.04B
EPS$3.79$16.15
PE Ratio14.1652.38
PEG Ratio1.315.15
Total Revenue (TTM)$3.48B$253.70B
Gross Profit (TTM)$1.05B$31.71B
EBITDA (TTM)$416.38M$10.47B

Correlation

-0.50.00.51.00.3

The correlation between AMN and COST is 0.27, 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.

Performance

AMN vs. COST - Performance Comparison

In the year-to-date period, AMN achieves a -29.23% return, which is significantly lower than COST's 28.91% return. Over the past 10 years, AMN has underperformed COST with an annualized return of 16.24%, while COST has yielded a comparatively higher 24.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%2024FebruaryMarchAprilMayJune
144.64%
2,824.65%
AMN
COST

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AMN Healthcare Services, Inc.

Costco Wholesale Corporation

Risk-Adjusted Performance

AMN vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMN Healthcare Services, Inc. (AMN) 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.


AMN
Sharpe ratio
The chart of Sharpe ratio for AMN, currently valued at -1.08, compared to the broader market-2.00-1.000.001.002.003.00-1.08
Sortino ratio
The chart of Sortino ratio for AMN, currently valued at -1.51, compared to the broader market-4.00-2.000.002.004.00-1.51
Omega ratio
The chart of Omega ratio for AMN, currently valued at 0.79, compared to the broader market0.501.001.502.000.79
Calmar ratio
The chart of Calmar ratio for AMN, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.83
Martin ratio
The chart of Martin ratio for AMN, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.32
COST
Sharpe ratio
The chart of Sharpe ratio for COST, currently valued at 3.80, compared to the broader market-2.00-1.000.001.002.003.003.80
Sortino ratio
The chart of Sortino ratio for COST, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.004.40
Omega ratio
The chart of Omega ratio for COST, currently valued at 1.69, compared to the broader market0.501.001.502.001.69
Calmar ratio
The chart of Calmar ratio for COST, currently valued at 5.18, compared to the broader market0.002.004.006.005.18
Martin ratio
The chart of Martin ratio for COST, currently valued at 19.32, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.32

AMN vs. COST - Sharpe Ratio Comparison

The current AMN Sharpe Ratio is -1.08, which is lower than the COST Sharpe Ratio of 3.80. The chart below compares the 12-month rolling Sharpe Ratio of AMN and COST.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.002024FebruaryMarchAprilMayJune
-1.08
3.80
AMN
COST

Dividends

AMN vs. COST - Dividend Comparison

AMN has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.27%.


TTM20232022202120202019201820172016201520142013
AMN
AMN Healthcare Services, 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
2.27%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AMN vs. COST - Drawdown Comparison

The maximum AMN drawdown since its inception was -89.99%, which is greater than COST's maximum drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for AMN and COST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-58.29%
-2.58%
AMN
COST

Volatility

AMN vs. COST - Volatility Comparison

AMN Healthcare Services, Inc. (AMN) has a higher volatility of 8.31% compared to Costco Wholesale Corporation (COST) at 4.08%. This indicates that AMN'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.


5.00%10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
8.31%
4.08%
AMN
COST

Financials

AMN vs. COST - Financials Comparison

This section allows you to compare key financial metrics between AMN Healthcare Services, 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