BJ vs. COST
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
| BJ | COST | |
|---|---|---|
| YTD Return | -7.12% | 11.54% |
| 1Y Return | 6.20% | 9.90% |
| 5Y Return (Ann) | 23.30% | 22.31% |
| 10Y Return (Ann) | 23.30% | 18.32% |
| Sharpe Ratio | 0.41 | 0.60 |
| Daily Std Dev | 28.79% | 26.79% |
| Max Drawdown | -38.76% | -70.95% |
Fundamentals
| BJ | COST | |
|---|---|---|
| Market Cap | $8.44B | $224.83B |
| EPS | $3.47 | $14.20 |
| PE Ratio | 18.09 | 35.72 |
| PEG Ratio | 1.90 | 3.43 |
| Revenue (TTM) | $19.32B | $235.44B |
| Gross Profit (TTM) | $3.43B | $27.57B |
| EBITDA (TTM) | $951.24M | $9.83B |
Correlation
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.
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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%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.41 | ||||
COST Costco Wholesale Corporation | 0.60 |
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
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.