PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BJ vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BJCOST
YTD Return32.70%29.06%
1Y Return44.78%67.87%
3Y Return (Ann)22.95%32.53%
5Y Return (Ann)29.08%29.02%
Sharpe Ratio1.613.88
Daily Std Dev26.01%17.80%
Max Drawdown-38.76%-70.95%
Current Drawdown-0.84%0.00%

Fundamentals


BJCOST
Market Cap$11.74B$376.53B
EPS$3.86$16.12
PE Ratio22.9252.69
PEG Ratio2.485.15
Total Revenue (TTM)$20.16B$253.70B
Gross Profit (TTM)$3.65B$31.71B
EBITDA (TTM)$1.03B$10.47B

Correlation

-0.50.00.51.00.4

The correlation between BJ and COST is 0.39, 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

BJ vs. COST - Performance Comparison

In the year-to-date period, BJ achieves a 32.70% return, which is significantly higher than COST's 29.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%2024FebruaryMarchAprilMayJune
302.09%
348.08%
BJ
COST

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BJ's Wholesale Club Holdings, Inc.

Costco Wholesale Corporation

Risk-Adjusted Performance

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.


BJ
Sharpe ratio
The chart of Sharpe ratio for BJ, currently valued at 1.61, compared to the broader market-2.00-1.000.001.002.003.001.61
Sortino ratio
The chart of Sortino ratio for BJ, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for BJ, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for BJ, currently valued at 1.77, compared to the broader market0.002.004.006.001.77
Martin ratio
The chart of Martin ratio for BJ, currently valued at 6.60, compared to the broader market0.0010.0020.0030.006.60
COST
Sharpe ratio
The chart of Sharpe ratio for COST, currently valued at 3.88, compared to the broader market-2.00-1.000.001.002.003.003.88
Sortino ratio
The chart of Sortino ratio for COST, currently valued at 4.48, compared to the broader market-4.00-2.000.002.004.006.004.48
Omega ratio
The chart of Omega ratio for COST, currently valued at 1.71, compared to the broader market0.501.001.502.001.71
Calmar ratio
The chart of Calmar ratio for COST, currently valued at 5.01, compared to the broader market0.002.004.006.005.01
Martin ratio
The chart of Martin ratio for COST, currently valued at 19.58, compared to the broader market0.0010.0020.0030.0019.58

BJ vs. COST - Sharpe Ratio Comparison

The current BJ Sharpe Ratio is 1.61, which is lower than the COST Sharpe Ratio of 3.88. The chart below compares the 12-month rolling Sharpe Ratio of BJ and COST.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.002024FebruaryMarchAprilMayJune
1.61
3.88
BJ
COST

Dividends

BJ vs. COST - Dividend Comparison

BJ has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.26%.


TTM20232022202120202019201820172016201520142013
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
2.26%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

BJ vs. COST - Drawdown Comparison

The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum COST drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for BJ and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-0.84%
0
BJ
COST

Volatility

BJ vs. COST - Volatility Comparison

BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 8.80% compared to Costco Wholesale Corporation (COST) at 3.72%. 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%2024FebruaryMarchAprilMayJune
8.80%
3.72%
BJ
COST

Financials

BJ vs. COST - Financials Comparison

This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, 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