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

Key characteristics


AXTICOST
YTD Return26.25%11.30%
1Y Return8.21%54.22%
3Y Return (Ann)-32.58%26.37%
5Y Return (Ann)-11.89%26.80%
10Y Return (Ann)3.45%23.07%
Sharpe Ratio0.132.93
Daily Std Dev104.35%18.00%
Max Drawdown-98.57%-70.95%
Current Drawdown-93.55%-6.62%

Fundamentals


AXTICOST
Market Cap$131.42M$323.39B
EPS-$0.42$15.31
PE Ratio10.6447.63
PEG Ratio3.775.15
Revenue (TTM)$75.80M$248.83B
Gross Profit (TTM)$52.12M$30.10B
EBITDA (TTM)-$12.85M$11.07B

Correlation

-0.50.00.51.00.2

The correlation between AXTI and COST is 0.17, 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

AXTI vs. COST - Performance Comparison

In the year-to-date period, AXTI achieves a 26.25% return, which is significantly higher than COST's 11.30% return. Over the past 10 years, AXTI has underperformed COST with an annualized return of 3.45%, while COST has yielded a comparatively higher 23.07% 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%1,000.00%2,000.00%3,000.00%4,000.00%December2024FebruaryMarchAprilMay
-71.48%
3,975.29%
AXTI
COST

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AXT, Inc.

Costco Wholesale Corporation

Risk-Adjusted Performance

AXTI vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AXT, Inc. (AXTI) 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.


AXTI
Sharpe ratio
The chart of Sharpe ratio for AXTI, currently valued at 0.13, compared to the broader market-2.00-1.000.001.002.003.004.000.13
Sortino ratio
The chart of Sortino ratio for AXTI, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.006.001.08
Omega ratio
The chart of Omega ratio for AXTI, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for AXTI, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for AXTI, currently valued at 0.42, compared to the broader market-10.000.0010.0020.0030.000.42
COST
Sharpe ratio
The chart of Sharpe ratio for COST, currently valued at 2.93, compared to the broader market-2.00-1.000.001.002.003.004.002.93
Sortino ratio
The chart of Sortino ratio for COST, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.006.003.62
Omega ratio
The chart of Omega ratio for COST, currently valued at 1.55, compared to the broader market0.501.001.501.55
Calmar ratio
The chart of Calmar ratio for COST, currently valued at 2.65, compared to the broader market0.002.004.006.002.65
Martin ratio
The chart of Martin ratio for COST, currently valued at 14.94, compared to the broader market-10.000.0010.0020.0030.0014.94

AXTI vs. COST - Sharpe Ratio Comparison

The current AXTI Sharpe Ratio is 0.13, which is lower than the COST Sharpe Ratio of 2.93. The chart below compares the 12-month rolling Sharpe Ratio of AXTI and COST.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
0.13
2.93
AXTI
COST

Dividends

AXTI vs. COST - Dividend Comparison

AXTI has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.76%.


TTM20232022202120202019201820172016201520142013
AXTI
AXT, 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
2.62%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AXTI vs. COST - Drawdown Comparison

The maximum AXTI drawdown since its inception was -98.57%, which is greater than COST's maximum drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for AXTI and COST. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-93.55%
-6.62%
AXTI
COST

Volatility

AXTI vs. COST - Volatility Comparison

AXT, Inc. (AXTI) has a higher volatility of 48.74% compared to Costco Wholesale Corporation (COST) at 3.66%. This indicates that AXTI'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%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
48.74%
3.66%
AXTI
COST

Financials

AXTI vs. COST - Financials Comparison

This section allows you to compare key financial metrics between AXT, 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