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

Correlation

The correlation between AMPH and COST is 0.19, 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.


-0.50.00.51.00.2

Performance

AMPH vs. COST - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
347.31%
918.50%
AMPH
COST

Key characteristics

Sharpe Ratio

AMPH:

-0.85

COST:

2.60

Sortino Ratio

AMPH:

-1.09

COST:

3.20

Omega Ratio

AMPH:

0.86

COST:

1.46

Calmar Ratio

AMPH:

-0.77

COST:

4.72

Martin Ratio

AMPH:

-1.15

COST:

12.17

Ulcer Index

AMPH:

28.73%

COST:

3.98%

Daily Std Dev

AMPH:

38.99%

COST:

18.66%

Max Drawdown

AMPH:

-49.92%

COST:

-53.39%

Current Drawdown

AMPH:

-39.78%

COST:

-4.08%

Fundamentals

Market Cap

AMPH:

$1.96B

COST:

$435.99B

EPS

AMPH:

$3.01

COST:

$16.98

PE Ratio

AMPH:

13.57

COST:

57.84

PEG Ratio

AMPH:

2.77

COST:

5.99

Total Revenue (TTM)

AMPH:

$721.15M

COST:

$258.81B

Gross Profit (TTM)

AMPH:

$374.85M

COST:

$32.80B

EBITDA (TTM)

AMPH:

$267.92M

COST:

$12.25B

Returns By Period

In the year-to-date period, AMPH achieves a -36.72% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, AMPH has underperformed COST with an annualized return of 12.74%, while COST has yielded a comparatively higher 23.42% annualized return.


AMPH

YTD

-36.72%

1M

-11.23%

6M

-3.24%

1Y

-34.72%

5Y*

14.84%

10Y*

12.74%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMPH vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphastar Pharmaceuticals, Inc. (AMPH) 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 AMPH, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.852.60
The chart of Sortino ratio for AMPH, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.093.20
The chart of Omega ratio for AMPH, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.46
The chart of Calmar ratio for AMPH, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.774.72
The chart of Martin ratio for AMPH, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1512.17
AMPH
COST

The current AMPH Sharpe Ratio is -0.85, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of AMPH 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
2.60
AMPH
COST

Dividends

AMPH vs. COST - Dividend Comparison

AMPH has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
AMPH
Amphastar Pharmaceuticals, 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
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AMPH vs. COST - Drawdown Comparison

The maximum AMPH drawdown since its inception was -49.92%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AMPH and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.78%
-4.08%
AMPH
COST

Volatility

AMPH vs. COST - Volatility Comparison

Amphastar Pharmaceuticals, Inc. (AMPH) has a higher volatility of 8.86% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that AMPH'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%JulyAugustSeptemberOctoberNovemberDecember
8.86%
4.84%
AMPH
COST

Financials

AMPH vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Amphastar Pharmaceuticals, 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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