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BJ vs. COST

Last updated May 27, 2023

Compare and contrast key facts about BJ's Wholesale Club Holdings, Inc. (BJ) and Costco Wholesale Corporation (COST).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BJ or COST.

Key characteristics


BJCOST
YTD Return-7.12%11.54%
1Y Return6.20%9.90%
5Y Return (Ann)23.30%22.31%
10Y Return (Ann)23.30%18.32%
Sharpe Ratio0.410.60
Daily Std Dev28.79%26.79%
Max Drawdown-38.76%-70.95%

Fundamentals


BJCOST
Market Cap$8.44B$224.83B
EPS$3.47$14.20
PE Ratio18.0935.72
PEG Ratio1.903.43
Revenue (TTM)$19.32B$235.44B
Gross Profit (TTM)$3.43B$27.57B
EBITDA (TTM)$951.24M$9.83B

Correlation

0.40
-1.001.00

The correlation between BJ and COST is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BJ vs. COST - Performance Comparison

In the year-to-date period, BJ achieves a -7.12% return, which is significantly lower than COST's 11.54% return. Over the past 10 years, BJ has outperformed COST with an annualized return of 23.30%, while COST has yielded a comparatively lower 18.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%220.00%240.00%260.00%December2023FebruaryMarchAprilMay
179.32%
159.90%
BJ
COST

Compare stocks, funds, or ETFs


Costco Wholesale Corporation

BJ vs. COST - Dividend Comparison

BJ has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 1.07%.


TTM20222021202020192018201720162015201420132012
BJ
BJ's Wholesale Club Holdings, 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
1.07%0.77%0.55%3.45%0.90%1.15%5.17%1.24%4.65%1.16%1.22%9.98%

BJ vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BJ
BJ's Wholesale Club Holdings, Inc.
0.41
COST
Costco Wholesale Corporation
0.60

BJ vs. COST - Sharpe Ratio Comparison

The current BJ Sharpe Ratio is 0.41, which is lower than the COST Sharpe Ratio of 0.60. The chart below compares the 12-month rolling Sharpe Ratio of BJ and COST.


-0.500.000.501.00December2023FebruaryMarchAprilMay
0.41
0.60
BJ
COST

BJ vs. COST - Drawdown Comparison

The maximum BJ drawdown for the period was -23.20%, roughly equal to the maximum COST drawdown of -25.58%. The drawdown chart below compares losses from any high point along the way for BJ and COST


-25.00%-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-23.20%
-15.82%
BJ
COST

BJ vs. COST - Volatility Comparison

BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 8.52% compared to Costco Wholesale Corporation (COST) at 5.91%. This indicates that BJ'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.


4.00%6.00%8.00%10.00%12.00%December2023FebruaryMarchAprilMay
8.52%
5.91%
BJ
COST