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CHE vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CHECOST
YTD Return3.43%8.55%
1Y Return6.96%45.57%
3Y Return (Ann)9.28%26.16%
5Y Return (Ann)13.41%25.85%
10Y Return (Ann)22.15%22.72%
Sharpe Ratio0.362.51
Daily Std Dev20.11%18.29%
Max Drawdown-57.54%-61.72%
Current Drawdown-7.11%-8.93%

Fundamentals


CHECOST
Market Cap$9.09B$314.67B
EPS$17.95$15.25
PE Ratio33.4546.53
PEG Ratio2.635.15
Revenue (TTM)$2.26B$248.83B
Gross Profit (TTM)$765.09M$30.10B
EBITDA (TTM)$399.20M$11.07B

Correlation

-0.50.00.51.00.2

The correlation between CHE and COST is 0.22, 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

CHE vs. COST - Performance Comparison

In the year-to-date period, CHE achieves a 3.43% return, which is significantly lower than COST's 8.55% return. Both investments have delivered pretty close results over the past 10 years, with CHE having a 22.15% annualized return and COST not far ahead at 22.72%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%NovemberDecember2024FebruaryMarchApril
9,312.44%
15,264.43%
CHE
COST

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Chemed Corporation

Costco Wholesale Corporation

Risk-Adjusted Performance

CHE vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) 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.


CHE
Sharpe ratio
The chart of Sharpe ratio for CHE, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.000.36
Sortino ratio
The chart of Sortino ratio for CHE, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.68
Omega ratio
The chart of Omega ratio for CHE, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for CHE, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.000.61
Martin ratio
The chart of Martin ratio for CHE, currently valued at 1.26, compared to the broader market0.0010.0020.0030.001.27
COST
Sharpe ratio
The chart of Sharpe ratio for COST, currently valued at 2.51, compared to the broader market-2.00-1.000.001.002.003.002.51
Sortino ratio
The chart of Sortino ratio for COST, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.003.14
Omega ratio
The chart of Omega ratio for COST, currently valued at 1.47, compared to the broader market0.501.001.501.47
Calmar ratio
The chart of Calmar ratio for COST, currently valued at 2.30, compared to the broader market0.001.002.003.004.005.002.30
Martin ratio
The chart of Martin ratio for COST, currently valued at 13.64, compared to the broader market0.0010.0020.0030.0013.64

CHE vs. COST - Sharpe Ratio Comparison

The current CHE Sharpe Ratio is 0.36, which is lower than the COST Sharpe Ratio of 2.51. The chart below compares the 12-month rolling Sharpe Ratio of CHE and COST.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
0.36
2.51
CHE
COST

Dividends

CHE vs. COST - Dividend Comparison

CHE's dividend yield for the trailing twelve months is around 0.26%, less than COST's 2.67% yield.


TTM20232022202120202019201820172016201520142013
CHE
Chemed Corporation
0.26%0.27%0.29%0.26%0.25%0.28%0.41%0.44%0.62%0.61%0.79%0.99%
COST
Costco Wholesale Corporation
2.67%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

CHE vs. COST - Drawdown Comparison

The maximum CHE drawdown since its inception was -57.54%, smaller than the maximum COST drawdown of -61.72%. Use the drawdown chart below to compare losses from any high point for CHE and COST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.11%
-8.93%
CHE
COST

Volatility

CHE vs. COST - Volatility Comparison

The current volatility for Chemed Corporation (CHE) is 2.97%, while Costco Wholesale Corporation (COST) has a volatility of 3.95%. This indicates that CHE 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
2.97%
3.95%
CHE
COST

Financials

CHE vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Chemed Corporation 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