BAJAJ-AUTO.NS vs. COST
BAJAJ-AUTO.NS (Bajaj Auto Limited) and COST (Costco Wholesale Corporation) are both stocks. BAJAJ-AUTO.NS operates in Auto Manufacturers (Consumer Cyclical), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, BAJAJ-AUTO.NS returned 17.67%/yr vs 26.88%/yr for COST. At a correlation of -0.02, they often move in opposite directions.
Performance
BAJAJ-AUTO.NS vs. COST - Performance Comparison
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Different Trading Currencies
BAJAJ-AUTO.NS is traded in INR, while COST is traded in USD. To make them comparable, the COST values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BAJAJ-AUTO.NS achieves a 12.38% return, which is significantly lower than COST's 20.56% return. Over the past 10 years, BAJAJ-AUTO.NS has underperformed COST with an annualized return of 17.67%, while COST has yielded a comparatively higher 26.88% annualized return.
BAJAJ-AUTO.NS
- 1D
- 1.16%
- 1M
- 4.37%
- YTD
- 12.38%
- 6M
- 15.72%
- 1Y
- 25.63%
- 3Y*
- 33.44%
- 5Y*
- 23.16%
- 10Y*
- 17.67%
COST
- 1D
- 1.18%
- 1M
- -3.73%
- YTD
- 20.56%
- 6M
- 16.11%
- 1Y
- 3.75%
- 3Y*
- 31.38%
- 5Y*
- 28.29%
- 10Y*
- 26.88%
BAJAJ-AUTO.NS vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAJAJ-AUTO.NS Bajaj Auto Limited | 12.38% | 8.82% | 30.23% | 93.71% | 15.79% | -2.09% | 12.86% | 19.31% | -16.54% | 29.05% |
COST Costco Wholesale Corporation | 20.56% | -0.87% | 43.85% | 50.03% | -10.35% | 54.84% | 36.00% | 49.40% | 20.61% | 14.77% |
Correlation
The correlation between BAJAJ-AUTO.NS and COST is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 27, 2008 | -0.02 |
The correlation between BAJAJ-AUTO.NS and COST shifts across timeframes, from -0.16 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BAJAJ-AUTO.NS vs. COST — Risk / Return Rank
BAJAJ-AUTO.NS
COST
BAJAJ-AUTO.NS vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bajaj Auto Limited (BAJAJ-AUTO.NS) 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.
| BAJAJ-AUTO.NS | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.05 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.25 | +1.67 |
| Martin ratioReturn relative to average drawdown | 5.46 | 0.73 | +4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAJAJ-AUTO.NS | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.19 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 1.26 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.24 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.04 | -0.20 |
Drawdowns
BAJAJ-AUTO.NS vs. COST - Drawdown Comparison
The maximum BAJAJ-AUTO.NS drawdown since its inception was -52.38%, which is greater than COST's maximum drawdown of -37.89%. Use the drawdown chart below to compare losses from any high point for BAJAJ-AUTO.NS and COST.
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Drawdown Indicators
| BAJAJ-AUTO.NS | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -37.89% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -14.92% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -42.12% | -18.17% | -23.95% |
Max Drawdown (5Y)Largest decline over 5 years | -42.12% | -29.68% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -42.12% | -29.68% | -12.44% |
Current DrawdownCurrent decline from peak | -14.83% | -11.83% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -10.75% | -6.88% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 7.38% | -2.33% |
Volatility
BAJAJ-AUTO.NS vs. COST - Volatility Comparison
The current volatility for Bajaj Auto Limited (BAJAJ-AUTO.NS) is 7.00%, while Costco Wholesale Corporation (COST) has a volatility of 9.25%. This indicates that BAJAJ-AUTO.NS 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.
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Volatility by Period
| BAJAJ-AUTO.NS | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 9.25% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.84% | 15.77% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.22% | 20.05% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.87% | 22.58% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.43% | 21.74% | +3.69% |
Dividends
BAJAJ-AUTO.NS vs. COST - Dividend Comparison
BAJAJ-AUTO.NS's dividend yield for the trailing twelve months is around 3.47%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAJAJ-AUTO.NS Bajaj Auto Limited | 3.47% | 2.25% | 0.91% | 2.05% | 3.86% | 4.31% | 3.49% | 1.89% | 2.20% | 1.65% | 2.09% | 1.97% |
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% |
Financials
BAJAJ-AUTO.NS vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Bajaj Auto Limited 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
Frequently Asked Questions
BAJAJ-AUTO.NS and COST have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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