ASO vs. COST
ASO (Academy Sports and Outdoors, Inc.) and COST (Costco Wholesale Corporation) are both stocks. ASO operates in Specialty Retail (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 5 years, ASO returned 4.04%/yr vs 20.85%/yr for COST. At a 0.25 correlation, their price movements are largely independent.
Performance
ASO vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ASO achieves a 0.06% return, which is significantly lower than COST's 11.37% return.
ASO
- 1D
- -4.20%
- 1M
- -5.08%
- YTD
- 0.06%
- 6M
- -0.14%
- 1Y
- 14.17%
- 3Y*
- 0.88%
- 5Y*
- 4.04%
- 10Y*
- —
COST
- 1D
- 0.67%
- 1M
- -6.86%
- YTD
- 11.37%
- 6M
- 12.35%
- 1Y
- -4.12%
- 3Y*
- 23.87%
- 5Y*
- 20.85%
- 10Y*
- 21.98%
ASO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ASO Academy Sports and Outdoors, Inc. | 0.06% | -12.23% | -12.18% | 26.44% | 20.55% | 111.77% | 71.32% |
COST Costco Wholesale Corporation | 11.37% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 8.07% |
Correlation
The correlation between ASO and COST is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2020 | 0.25 |
The correlation between ASO and COST shifts across timeframes, from -0.03 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ASO:
$5.70
COST:
$26.51
ASO:
8.72
COST:
36.13
ASO:
0.54
COST:
1.09
ASO:
$6.14B
COST:
$293.59B
ASO:
$2.13B
COST:
$11.12B
ASO:
$614.39M
COST:
$12.48B
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Return for Risk
ASO vs. COST — Risk / Return Rank
ASO
COST
ASO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Academy Sports and Outdoors, Inc. (ASO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.28 | +0.82 |
| Martin ratioReturn relative to average drawdown | 1.27 | -0.61 | +1.88 |
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Drawdowns
ASO vs. COST - Drawdown Comparison
The maximum ASO drawdown since its inception was -54.17%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ASO and COST.
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Drawdown Indicators
| ASO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.17% | -53.39% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -26.42% | -14.93% | -11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -54.17% | -20.74% | -33.43% |
Max Drawdown (5Y)Largest decline over 5 years | -54.17% | -31.40% | -22.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -32.27% | -12.49% | -19.78% |
Average DrawdownAverage peak-to-trough decline | -19.31% | -13.36% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 6.90% | +4.29% |
Volatility
ASO vs. COST - Volatility Comparison
Academy Sports and Outdoors, Inc. (ASO) has a higher volatility of 13.25% compared to Costco Wholesale Corporation (COST) at 6.38%. This indicates that ASO'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.
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Volatility by Period
| ASO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.25% | 6.38% | +6.87% |
Volatility (6M)Calculated over the trailing 6-month period | 30.21% | 14.49% | +15.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.94% | 18.93% | +24.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.21% | 22.73% | +23.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.95% | 21.97% | +24.98% |
Dividends
ASO vs. COST - Dividend Comparison
ASO's dividend yield for the trailing twelve months is around 1.13%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASO Academy Sports and Outdoors, Inc. | 1.13% | 1.04% | 0.76% | 0.55% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ASO vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Academy Sports and Outdoors, 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.
Total Revenue: Total amount of money received from sales and other business activities
ASO vs. COST - Profitability Comparison
ASO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Academy Sports and Outdoors, Inc. reported a gross profit of 479.35M and revenue of 1.44B. Therefore, the gross margin over that period was 33.2%.
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%.
ASO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Academy Sports and Outdoors, Inc. reported an operating income of 74.66M and revenue of 1.44B, resulting in an operating margin of 5.2%.
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%.
ASO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Academy Sports and Outdoors, Inc. reported a net income of 52.70M and revenue of 1.44B, resulting in a net margin of 3.7%.
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
ASO and COST have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASO has higher volatility (13.25%) compared to COST (6.38%). In terms of maximum drawdown, ASO dropped -54.17% vs COST's -53.39%.
ASO currently has the higher Sharpe Ratio (0.33 vs -0.22), 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.
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