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

Correlation

The correlation between COHR and COST is 0.23, 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.


-0.50.00.51.00.2

Performance

COHR vs. COST - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%80,000.00%OctoberNovemberDecember2025FebruaryMarch
46,577.99%
14,476.89%
COHR
COST

Key characteristics

Sharpe Ratio

COHR:

0.25

COST:

1.16

Sortino Ratio

COHR:

0.79

COST:

1.62

Omega Ratio

COHR:

1.10

COST:

1.21

Calmar Ratio

COHR:

0.30

COST:

1.33

Martin Ratio

COHR:

1.00

COST:

5.15

Ulcer Index

COHR:

15.24%

COST:

4.48%

Daily Std Dev

COHR:

62.17%

COST:

19.96%

Max Drawdown

COHR:

-80.89%

COST:

-53.39%

Current Drawdown

COHR:

-38.66%

COST:

-16.85%

Fundamentals

Market Cap

COHR:

$10.13B

COST:

$401.11B

EPS

COHR:

-$0.40

COST:

$17.15

PEG Ratio

COHR:

0.34

COST:

5.35

Total Revenue (TTM)

COHR:

$5.31B

COST:

$264.09B

Gross Profit (TTM)

COHR:

$1.77B

COST:

$35.11B

EBITDA (TTM)

COHR:

$952.81M

COST:

$11.25B

Returns By Period

In the year-to-date period, COHR achieves a -27.47% return, which is significantly lower than COST's -2.17% return. Over the past 10 years, COHR has underperformed COST with an annualized return of 14.11%, while COST has yielded a comparatively higher 21.51% annualized return.


COHR

YTD

-27.47%

1M

-22.52%

6M

-20.16%

1Y

14.50%

5Y*

21.89%

10Y*

14.11%

COST

YTD

-2.17%

1M

-15.21%

6M

-0.35%

1Y

21.54%

5Y*

27.46%

10Y*

21.51%

*Annualized

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Risk-Adjusted Performance

COHR vs. COST — Risk-Adjusted Performance Rank

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

COHR
The Risk-Adjusted Performance Rank of COHR is 5959
Overall Rank
The Sharpe Ratio Rank of COHR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of COHR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of COHR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of COHR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of COHR is 6161
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8181
Overall Rank
The Sharpe Ratio Rank of COST is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 7676
Sortino Ratio Rank
The Omega Ratio Rank of COST is 7575
Omega Ratio Rank
The Calmar Ratio Rank of COST is 8787
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COHR vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) 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.


The chart of Sharpe ratio for COHR, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.000.251.16
The chart of Sortino ratio for COHR, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.791.62
The chart of Omega ratio for COHR, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.21
The chart of Calmar ratio for COHR, currently valued at 0.30, compared to the broader market0.001.002.003.004.005.000.301.33
The chart of Martin ratio for COHR, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.005.15
COHR
COST

The current COHR Sharpe Ratio is 0.25, which is lower than the COST Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of COHR and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.25
1.16
COHR
COST

Dividends

COHR vs. COST - Dividend Comparison

COHR has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.52%.


TTM20242023202220212020201920182017201620152014
COHR
Coherent, 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
0.52%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

COHR vs. COST - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for COHR and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-38.66%
-16.85%
COHR
COST

Volatility

COHR vs. COST - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 22.24% compared to Costco Wholesale Corporation (COST) at 9.78%. This indicates that COHR'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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2025FebruaryMarch
22.24%
9.78%
COHR
COST

Financials

COHR vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Coherent, 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