CHE vs. COST

Last updated Jun 4, 2026

CHE (Chemed Corporation) and COST (Costco Wholesale Corporation) are both stocks. CHE operates in Medical Care Facilities (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, CHE returned 12.84%/yr vs 22.34%/yr for COST. At a 0.25 correlation, their price movements are largely independent.

Performance

CHE vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chemed Corporation (CHE) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHE achieves a 0.03% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, CHE has underperformed COST with an annualized return of 12.84%, while COST has yielded a comparatively higher 22.34% annualized return.

CHE

• 1D: 2.31%
• 1M: 0.36%
• YTD: 0.03%
• 6M: -0.66%
• 1Y: -24.49%
• 3Y*: -7.33%
• 5Y*: -2.71%
• 10Y*: 12.84%

COST

• 1D: 0.79%
• 1M: -5.03%
• YTD: 11.85%
• 6M: 4.58%
• 1Y: -8.37%
• 3Y*: 25.00%
• 5Y*: 21.24%
• 10Y*: 22.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHE vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHE Chemed Corporation	0.03%	-18.87%	-9.11%	14.90%	-3.22%	-0.38%	21.59%	55.58%	17.01%	52.32%
COST Costco Wholesale Corporation	11.85%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between CHE and COST is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Sep 23, 1993	0.25

Fundamentals

EPS CHE : $18.29 COST : $26.51
PE Ratio CHE : 23.34 COST : 36.29
PEG Ratio CHE : 10.99 COST : 2.84
PS Ratio CHE : 2.39 COST : 1.09
Total Revenue (TTM) CHE : $2.54B COST : $293.59B
Gross Profit (TTM) CHE : $571.36M COST : $11.12B
EBITDA (TTM) CHE : $396.47M COST : $12.48B

Return for Risk

CHE vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHE

CHE Risk / Return Rank: 13
CHE Sharpe Ratio Rank: 10
CHE Sortino Ratio Rank: 13
CHE Omega Ratio Rank: 10
CHE Calmar Ratio Rank: 14
CHE Martin Ratio Rank: 17

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 21
COST Sortino Ratio Rank: 19
COST Omega Ratio Rank: 20
COST Calmar Ratio Rank: 26
COST Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHE vs. COST - Risk-Adjusted Trends 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	COST	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	-0.44	-0.31
Sortino ratio: Return per unit of downside risk	-0.83	-0.50	-0.34
Omega ratio: Gain probability vs. loss probability	0.87	0.94	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.72	-0.44	-0.28
Martin ratio: Return relative to average drawdown	-1.10	-0.88	-0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHE vs. COST - Sharpe Ratio Comparison

The current CHE Sharpe Ratio is -0.75, which is lower than the COST Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of CHE and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHE	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	-0.44	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.94	-1.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	1.02	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.59	-0.27

Drawdowns

CHE vs. COST - Drawdown Comparison

The maximum CHE drawdown since its inception was -83.78%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for CHE and COST.

Drawdown Indicators

	CHE	COST	Difference
Max Drawdown Largest peak-to-trough decline	-83.78%	-53.39%	-30.39%
Max Drawdown (1Y) Largest decline over 1 year	-34.20%	-18.95%	-15.25%
Max Drawdown (3Y) Largest decline over 3 years	-42.88%	-20.74%	-22.14%
Max Drawdown (5Y) Largest decline over 5 years	-42.88%	-31.40%	-11.48%
Max Drawdown (10Y) Largest decline over 10 years	-42.88%	-31.40%	-11.48%
Current Drawdown Current decline from peak	-33.76%	-12.11%	-21.65%
Average Drawdown Average peak-to-trough decline	-16.45%	-13.36%	-3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.99%	9.86%	+13.13%

Volatility

CHE vs. COST - Volatility Comparison

The current volatility for Chemed Corporation (CHE) is 5.38%, while Costco Wholesale Corporation (COST) has a volatility of 8.05%. 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.

Volatility by Period

	CHE	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	8.05%	-2.67%
Volatility (6M) Calculated over the trailing 6-month period	24.06%	14.83%	+9.23%
Volatility (1Y) Calculated over the trailing 1-year period	32.91%	19.12%	+13.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.21%	22.73%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.84%	21.95%	+3.89%

Dividends

CHE vs. COST - Dividend Comparison

CHE's dividend yield for the trailing twelve months is around 0.56%, which matches COST's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHE Chemed Corporation	0.56%	0.51%	0.34%	0.27%	0.29%	0.26%	0.25%	0.28%	0.41%	0.44%	0.62%	0.61%
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Financials

CHE vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Chemed Corporation and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CHE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported a gross profit of 0.00 and revenue of 657.51M. Therefore, the gross margin over that period was 0.0%.

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%.

CHE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported an operating income of 84.58M and revenue of 657.51M, resulting in an operating margin of 12.9%.

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%.

CHE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chemed Corporation reported a net income of 66.30M and revenue of 657.51M, resulting in a net margin of 10.1%.

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

Can I hold both CHE and COST in my portfolio?

CHE and COST have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHE or COST?

COST has higher volatility (8.05%) compared to CHE (5.38%). In terms of maximum drawdown, CHE dropped -83.78% vs COST's -53.39%.

Which has better risk-adjusted returns?

COST currently has the higher Sharpe Ratio (-0.44 vs -0.75), 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.