AVUV vs. COST

Last updated Jun 14, 2026

AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis, while COST (Costco Wholesale Corporation) is a stock. Over the past 5 years, AVUV returned 11.57%/yr vs 22.12%/yr for COST. At a 0.28 correlation, their price movements are largely independent.

Performance

AVUV vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than COST's 14.24% return.

AVUV

• 1D: 0.96%
• 1M: 5.11%
• YTD: 22.73%
• 6M: 19.51%
• 1Y: 42.12%
• 3Y*: 19.24%
• 5Y*: 11.57%
• 10Y*: —

COST

• 1D: 0.68%
• 1M: -5.66%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -0.24%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	22.73%	7.44%	9.28%	22.82%	-4.91%	42.20%	6.43%	8.54%
COST Costco Wholesale Corporation	14.24%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	2.10%

Correlation

The correlation between AVUV and COST is 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.28

Over the past year, the correlation between AVUV and COST has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Return for Risk

AVUV vs. COST — Risk / Return Rank

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

AVUV

AVUV Risk / Return Rank: 84
AVUV Sharpe Ratio Rank: 83
AVUV Sortino Ratio Rank: 84
AVUV Omega Ratio Rank: 77
AVUV Calmar Ratio Rank: 91
AVUV Martin Ratio Rank: 85

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVUV vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.

	AVUV	COST	Difference
Sharpe ratio: Return per unit of total volatility	2.28	-0.08	+2.36
Sortino ratio: Return per unit of downside risk	3.24	0.02	+3.22
Omega ratio: Gain probability vs. loss probability	1.39	1.00	+0.39
Calmar ratio: Return relative to maximum drawdown	5.06	-0.10	+5.16
Martin ratio: Return relative to average drawdown	15.09	-0.22	+15.31

AVUV vs. COST - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the COST Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of AVUV and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUV vs. COST - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AVUV and COST.

Drawdown Indicators

	AVUV	COST	Difference
Max Drawdown Largest peak-to-trough decline	-49.42%	-53.39%	+3.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-15.14%	+7.19%
Max Drawdown (3Y) Largest decline over 3 years	-28.79%	-20.74%	-8.05%
Max Drawdown (5Y) Largest decline over 5 years	-28.79%	-31.40%	+2.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	0.00%	-10.23%	+10.23%
Average Drawdown Average peak-to-trough decline	-7.91%	-13.36%	+5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	6.67%	-4.00%

Volatility

AVUV vs. COST - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUV	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	7.44%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	14.53%	-3.19%
Volatility (1Y) Calculated over the trailing 1-year period	17.63%	18.80%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.75%	22.72%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.26%	21.95%	+6.31%

Dividends

AVUV vs. COST - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, more than COST's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUV Avantis US Small Cap Value ETF	1.61%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Frequently Asked Questions

Can I hold both AVUV and COST in my portfolio?

AVUV and COST have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUV or COST?

COST has higher volatility (7.44%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs COST's -53.39%.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.28 vs -0.08), 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.