CBOE vs. COST
CBOE (Cboe Global Markets, Inc.) and COST (Costco Wholesale Corporation) are both stocks. CBOE operates in Financial Data & Stock Exchanges (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, CBOE returned 17.38%/yr vs 22.25%/yr for COST. At a 0.22 correlation, their price movements are largely independent.
Performance
CBOE vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBOE achieves a 12.19% return, which is significantly lower than COST's 13.35% return. Over the past 10 years, CBOE has underperformed COST with an annualized return of 17.38%, while COST has yielded a comparatively higher 22.25% annualized return.
CBOE
- 1D
- -0.56%
- 1M
- -19.41%
- YTD
- 12.19%
- 6M
- 11.21%
- 1Y
- 27.25%
- 3Y*
- 27.99%
- 5Y*
- 21.30%
- 10Y*
- 17.38%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
CBOE vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 12.19% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between CBOE and COST is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2010 | 0.22 |
The correlation between CBOE and COST shifts across timeframes, from 0.09 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CBOE:
$11.77
COST:
$26.51
CBOE:
23.83
COST:
36.77
CBOE:
0.44
COST:
2.88
CBOE:
6.14
COST:
1.11
CBOE:
$4.79B
COST:
$293.59B
CBOE:
$2.50B
COST:
$11.12B
CBOE:
$1.87B
COST:
$12.48B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBOE vs. COST — Risk / Return Rank
CBOE
COST
CBOE vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) 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.
| CBOE | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.22 | +1.33 |
| Martin ratioReturn relative to average drawdown | 5.44 | -0.51 | +5.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CBOE | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.18 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.98 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 1.02 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.59 | +0.07 |
Drawdowns
CBOE vs. COST - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CBOE and COST.
Loading charts...
Drawdown Indicators
| CBOE | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.23% | -53.39% | +10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -15.38% | -9.31% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -20.74% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -31.40% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.23% | -31.40% | -11.83% |
Current DrawdownCurrent decline from peak | -23.40% | -10.93% | -12.47% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -13.36% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 7.15% | -2.13% |
Volatility
CBOE vs. COST - Volatility Comparison
Cboe Global Markets, Inc. (CBOE) has a higher volatility of 15.60% compared to Costco Wholesale Corporation (COST) at 7.71%. This indicates that CBOE'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.
Loading charts...
Volatility by Period
| CBOE | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.60% | 7.71% | +7.89% |
Volatility (6M)Calculated over the trailing 6-month period | 23.74% | 14.53% | +9.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 18.79% | +8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 22.71% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 21.95% | +3.37% |
Dividends
CBOE vs. COST - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.03%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.03% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
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
CBOE vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Cboe Global Markets, 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.
Total Revenue: Total amount of money received from sales and other business activities
CBOE vs. COST - Profitability Comparison
CBOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
CBOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
CBOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
CBOE and COST have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBOE has higher volatility (15.60%) compared to COST (7.71%). In terms of maximum drawdown, CBOE dropped -43.23% vs COST's -53.39%.
CBOE currently has the higher Sharpe Ratio (1.01 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CBOE and COST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer